BGEG vs. VEXC
BGEG (Baillie Gifford Emerging Markets ETF) and VEXC (Vanguard Emerging Markets Ex-China ETF) are both Emerging Markets Equities funds. BGEG is actively managed, while VEXC is passively managed. Their correlation of 0.85 suggests significant overlap in exposure. BGEG charges 0.79%/yr vs 0.07%/yr for VEXC.
Performance
BGEG vs. VEXC - Performance Comparison
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Returns By Period
BGEG
- 1D
- -0.79%
- 1M
- -4.41%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
VEXC
- 1D
- -1.38%
- 1M
- -3.16%
- 6M
- 10.99%
- YTD
- 16.87%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $72.52K | $141.03K | $341.75K | |
| $2.15M | $2.76M | $2.86M |
BGEG vs. VEXC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BGEG Baillie Gifford Emerging Markets ETF | -9.38% |
VEXC Vanguard Emerging Markets Ex-China ETF | -3.95% |
Correlation
The correlation between BGEG and VEXC is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 3, 2026 | 0.85 |
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Return for Risk
BGEG vs. VEXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Emerging Markets ETF (BGEG) and Vanguard Emerging Markets Ex-China ETF (VEXC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
BGEG vs. VEXC - Drawdown Comparison
The maximum BGEG drawdown since its inception was -11.84%, roughly equal to the maximum VEXC drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for BGEG and VEXC.
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Drawdown Indicators
| BGEG | VEXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.84% | -12.42% | +0.58% |
Current DrawdownCurrent decline from peak | -9.38% | -6.38% | -3.00% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -2.46% | -3.36% |
Volatility
BGEG vs. VEXC - Volatility Comparison
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Volatility by Period
| BGEG | VEXC | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 35.72% | 20.18% | +15.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.72% | 20.18% | +15.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.72% | 20.18% | +15.54% |
BGEG vs. VEXC - Expense Ratio Comparison
BGEG has a 0.79% expense ratio, which is higher than VEXC's 0.07% expense ratio.
Dividends
BGEG vs. VEXC - Dividend Comparison
BGEG has not paid dividends to shareholders, while VEXC's dividend yield for the trailing twelve months is around 1.47%.
| Position | TTM | 2025 |
|---|---|---|
BGEG Baillie Gifford Emerging Markets ETF | 0.00% | 0.00% |
VEXC Vanguard Emerging Markets Ex-China ETF | 1.47% | 0.43% |
Frequently Asked Questions
BGEG and VEXC have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEXC is cheaper with a 0.07% expense ratio, compared with 0.79% for BGEG.
VEXC has the higher dividend yield at 1.47%, compared with 0.00% for BGEG.
They also come from different issuers: Baillie Gifford and Vanguard. Their fees differ too: 0.79% for BGEG and 0.07% for VEXC.
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