BGELX vs. BEMIX
Compare and contrast key facts about Baillie Gifford Emerging Markets Equities Fund (BGELX) and Brandes Emerging Markets Fund (BEMIX).
BGELX is managed by Baillie Gifford Funds. It was launched on Apr 3, 2003. BEMIX is managed by Brandes. It was launched on Jan 30, 2011.
Performance
BGELX vs. BEMIX - Performance Comparison
Loading graphics...
BGELX vs. BEMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGELX Baillie Gifford Emerging Markets Equities Fund | 4.16% | 40.75% | 6.04% | 14.42% | -26.46% | -8.93% | 29.66% | 28.10% | -14.87% | 50.50% |
BEMIX Brandes Emerging Markets Fund | 5.83% | 47.83% | 4.01% | 22.53% | -15.91% | 1.68% | -6.17% | 18.60% | -15.56% | 24.25% |
Returns By Period
In the year-to-date period, BGELX achieves a 4.16% return, which is significantly lower than BEMIX's 5.83% return.
BGELX
- 1D
- 3.54%
- 1M
- -10.46%
- YTD
- 4.16%
- 6M
- 9.36%
- 1Y
- 39.30%
- 3Y*
- 18.33%
- 5Y*
- 3.33%
- 10Y*
- —
BEMIX
- 1D
- 2.79%
- 1M
- -8.46%
- YTD
- 5.83%
- 6M
- 14.00%
- 1Y
- 48.03%
- 3Y*
- 22.35%
- 5Y*
- 10.35%
- 10Y*
- 8.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BGELX vs. BEMIX - Expense Ratio Comparison
BGELX has a 0.76% expense ratio, which is lower than BEMIX's 1.12% expense ratio.
Return for Risk
BGELX vs. BEMIX — Risk / Return Rank
BGELX
BEMIX
BGELX vs. BEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Emerging Markets Equities Fund (BGELX) and Brandes Emerging Markets Fund (BEMIX). 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.
| BGELX | BEMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 2.82 | -1.01 |
Sortino ratioReturn per unit of downside risk | 2.31 | 3.53 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.56 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 4.01 | -1.38 |
Martin ratioReturn relative to average drawdown | 10.09 | 16.28 | -6.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BGELX | BEMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.82 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.64 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.25 | +0.24 |
Correlation
The correlation between BGELX and BEMIX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BGELX vs. BEMIX - Dividend Comparison
BGELX's dividend yield for the trailing twelve months is around 1.62%, less than BEMIX's 2.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGELX Baillie Gifford Emerging Markets Equities Fund | 1.62% | 1.68% | 3.52% | 4.02% | 5.46% | 3.08% | 1.31% | 3.90% | 10.14% | 1.16% | 0.00% | 0.00% |
BEMIX Brandes Emerging Markets Fund | 2.03% | 2.15% | 3.04% | 2.45% | 2.86% | 2.31% | 1.31% | 2.56% | 1.55% | 1.41% | 2.20% | 1.54% |
Drawdowns
BGELX vs. BEMIX - Drawdown Comparison
The maximum BGELX drawdown since its inception was -50.47%, which is greater than BEMIX's maximum drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for BGELX and BEMIX.
Loading graphics...
Drawdown Indicators
| BGELX | BEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.47% | -46.05% | -4.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -12.07% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -45.88% | -36.37% | -9.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.05% | — |
Current DrawdownCurrent decline from peak | -11.90% | -9.61% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -18.81% | -14.32% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.97% | +0.90% |
Volatility
BGELX vs. BEMIX - Volatility Comparison
Baillie Gifford Emerging Markets Equities Fund (BGELX) has a higher volatility of 11.52% compared to Brandes Emerging Markets Fund (BEMIX) at 9.06%. This indicates that BGELX's price experiences larger fluctuations and is considered to be riskier than BEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BGELX | BEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.52% | 9.06% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 16.70% | 12.81% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 17.53% | +4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 16.20% | +4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 16.98% | +4.77% |