BGELX vs. BGPTX

Last updated Apr 2, 2026

Compare and contrast key facts about Baillie Gifford Emerging Markets Equities Fund (BGELX) and Baillie Gifford Developed EAFE All Cap Fund (BGPTX).

BGELX is managed by Baillie Gifford Funds. It was launched on Apr 3, 2003. BGPTX is managed by Baillie Gifford Funds. It was launched on Apr 14, 2014.

Performance

BGELX vs. BGPTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford Emerging Markets Equities Fund (BGELX) and Baillie Gifford Developed EAFE All Cap Fund (BGPTX). The values are adjusted to include any dividend payments, if applicable.

BGELX vs. BGPTX - 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%
BGPTX Baillie Gifford Developed EAFE All Cap Fund	0.00%	-7.15%	-1.19%	10.14%	-32.27%	7.40%	28.01%	32.27%	-16.04%	27.92%

Returns By Period

BGELX

• 1D: 3.54%
• 1M: -10.46%
• YTD: 4.16%
• 6M: 9.36%
• 1Y: 39.30%
• 3Y*: 18.33%
• 5Y*: 3.33%
• 10Y*: —

BGPTX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGELX vs. BGPTX - Expense Ratio Comparison

BGELX has a 0.76% expense ratio, which is higher than BGPTX's 0.64% expense ratio.

BGELX

Baillie Gifford Emerging Markets Equities Fund

BGPTX

Baillie Gifford Developed EAFE All Cap Fund

Return for Risk

BGELX vs. BGPTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGELX

BGELX Risk / Return Rank: 86
BGELX Sharpe Ratio Rank: 87
BGELX Sortino Ratio Rank: 83
BGELX Omega Ratio Rank: 84
BGELX Calmar Ratio Rank: 89
BGELX Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGELX vs. BGPTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Emerging Markets Equities Fund (BGELX) and Baillie Gifford Developed EAFE All Cap Fund (BGPTX). 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	BGPTX	Difference
Sharpe ratio Return per unit of total volatility	1.81	—	—
Sortino ratio Return per unit of downside risk	2.31	—	—
Omega ratio Gain probability vs. loss probability	1.36	—	—
Calmar ratio Return relative to maximum drawdown	2.62	—	—
Martin ratio Return relative to average drawdown	10.09	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BGELX	BGPTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	—	—

Correlation

The correlation between BGELX and BGPTX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BGELX vs. BGPTX - Dividend Comparison

BGELX's dividend yield for the trailing twelve months is around 1.62%, while BGPTX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
BGPTX Baillie Gifford Developed EAFE All Cap Fund	0.00%	0.00%	3.30%	0.71%	0.97%	3.05%	1.00%	1.14%	0.85%	1.82%

Drawdowns

Drawdown Indicators

	BGELX	BGPTX	Difference
Max Drawdown Largest peak-to-trough decline	-50.47%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-14.91%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-45.88%	—	—
Current Drawdown Current decline from peak	-11.90%	—	—
Average Drawdown Average peak-to-trough decline	-18.81%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.87%	—	—

Volatility

Volatility by Period

	BGELX	BGPTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.52%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.24%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.07%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.75%	—	—