BGELX vs. COBYX
Compare and contrast key facts about Baillie Gifford Emerging Markets Equities Fund (BGELX) and The Cook & Bynum Fund (COBYX).
BGELX is managed by Baillie Gifford Funds. It was launched on Apr 3, 2003. COBYX is managed by Cook & Bynum. It was launched on Jun 30, 2009.
Performance
BGELX vs. COBYX - Performance Comparison
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BGELX vs. COBYX - 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% |
COBYX The Cook & Bynum Fund | 3.01% | 20.50% | -10.32% | 16.73% | 9.28% | 9.05% | -10.97% | 9.40% | -13.40% | 15.44% |
Returns By Period
In the year-to-date period, BGELX achieves a 4.16% return, which is significantly higher than COBYX's 3.01% return.
BGELX
- 1D
- 3.54%
- 1M
- -10.46%
- YTD
- 4.16%
- 6M
- 9.36%
- 1Y
- 39.30%
- 3Y*
- 18.33%
- 5Y*
- 3.33%
- 10Y*
- —
COBYX
- 1D
- 1.85%
- 1M
- -3.87%
- YTD
- 3.01%
- 6M
- 7.66%
- 1Y
- 7.10%
- 3Y*
- 7.06%
- 5Y*
- 7.72%
- 10Y*
- 3.93%
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BGELX vs. COBYX - Expense Ratio Comparison
BGELX has a 0.76% expense ratio, which is lower than COBYX's 1.49% expense ratio.
Return for Risk
BGELX vs. COBYX — Risk / Return Rank
BGELX
COBYX
BGELX vs. COBYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Emerging Markets Equities Fund (BGELX) and The Cook & Bynum Fund (COBYX). 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 | COBYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.62 | +1.19 |
Sortino ratioReturn per unit of downside risk | 2.31 | 0.92 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.14 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 1.05 | +1.57 |
Martin ratioReturn relative to average drawdown | 10.09 | 3.15 | +6.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BGELX | COBYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.62 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.56 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.35 | +0.14 |
Correlation
The correlation between BGELX and COBYX is 0.47, 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. COBYX - Dividend Comparison
BGELX's dividend yield for the trailing twelve months is around 1.62%, more than COBYX's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
COBYX The Cook & Bynum Fund | 1.14% | 1.18% | 0.00% | 1.01% | 1.16% | 2.18% | 0.32% | 0.69% | 12.60% | 1.88% | 5.09% |
Drawdowns
BGELX vs. COBYX - Drawdown Comparison
The maximum BGELX drawdown since its inception was -50.47%, which is greater than COBYX's maximum drawdown of -34.18%. Use the drawdown chart below to compare losses from any high point for BGELX and COBYX.
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Drawdown Indicators
| BGELX | COBYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.47% | -34.18% | -16.29% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -8.95% | -5.96% |
Max Drawdown (5Y)Largest decline over 5 years | -45.88% | -17.10% | -28.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.18% | — |
Current DrawdownCurrent decline from peak | -11.90% | -6.21% | -5.69% |
Average DrawdownAverage peak-to-trough decline | -18.81% | -6.86% | -11.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.99% | +0.88% |
Volatility
BGELX vs. COBYX - Volatility Comparison
Baillie Gifford Emerging Markets Equities Fund (BGELX) has a higher volatility of 11.52% compared to The Cook & Bynum Fund (COBYX) at 5.20%. This indicates that BGELX's price experiences larger fluctuations and is considered to be riskier than COBYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGELX | COBYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.52% | 5.20% | +6.32% |
Volatility (6M)Calculated over the trailing 6-month period | 16.70% | 8.42% | +8.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 14.59% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 13.98% | +7.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 13.55% | +8.20% |