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BGETX vs. BTLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGETX vs. BTLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford International Growth Fund (BGETX) and Baillie Gifford International Concentrated Growth Equities Fund (BTLSX). The values are adjusted to include any dividend payments, if applicable.

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BGETX vs. BTLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGETX
Baillie Gifford International Growth Fund
-9.96%17.30%7.78%14.22%-34.40%-9.47%63.22%37.37%-17.30%-2.00%
BTLSX
Baillie Gifford International Concentrated Growth Equities Fund
-14.09%16.56%18.34%14.75%-39.64%0.71%-3.72%45.32%-13.23%-0.69%

Returns By Period

In the year-to-date period, BGETX achieves a -9.96% return, which is significantly higher than BTLSX's -14.09% return.


BGETX

1D
-0.16%
1M
-11.48%
YTD
-9.96%
6M
-12.17%
1Y
5.70%
3Y*
4.72%
5Y*
-4.52%
10Y*
7.42%

BTLSX

1D
-0.26%
1M
-10.85%
YTD
-14.09%
6M
-19.92%
1Y
-2.20%
3Y*
5.38%
5Y*
-3.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGETX vs. BTLSX - Expense Ratio Comparison

BGETX has a 0.60% expense ratio, which is lower than BTLSX's 0.81% expense ratio.


Return for Risk

BGETX vs. BTLSX — Risk / Return Rank

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

BGETX
BGETX Risk / Return Rank: 99
Overall Rank
BGETX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BGETX Sortino Ratio Rank: 99
Sortino Ratio Rank
BGETX Omega Ratio Rank: 99
Omega Ratio Rank
BGETX Calmar Ratio Rank: 88
Calmar Ratio Rank
BGETX Martin Ratio Rank: 88
Martin Ratio Rank

BTLSX
BTLSX Risk / Return Rank: 33
Overall Rank
BTLSX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTLSX Sortino Ratio Rank: 33
Sortino Ratio Rank
BTLSX Omega Ratio Rank: 33
Omega Ratio Rank
BTLSX Calmar Ratio Rank: 33
Calmar Ratio Rank
BTLSX Martin Ratio Rank: 33
Martin Ratio Rank
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.

BGETX vs. BTLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Growth Fund (BGETX) and Baillie Gifford International Concentrated Growth Equities Fund (BTLSX). 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.


BGETXBTLSXDifference

Sharpe ratio

Return per unit of total volatility

0.18

-0.18

+0.35

Sortino ratio

Return per unit of downside risk

0.42

-0.09

+0.50

Omega ratio

Gain probability vs. loss probability

1.05

0.99

+0.06

Calmar ratio

Return relative to maximum drawdown

0.13

-0.28

+0.40

Martin ratio

Return relative to average drawdown

0.39

-0.81

+1.20

BGETX vs. BTLSX - Sharpe Ratio Comparison

The current BGETX Sharpe Ratio is 0.18, which is higher than the BTLSX Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of BGETX and BTLSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGETXBTLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

-0.18

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.11

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.00

+0.30

Correlation

The correlation between BGETX and BTLSX is 0.91, 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

BGETX vs. BTLSX - Dividend Comparison

BGETX's dividend yield for the trailing twelve months is around 6.02%, while BTLSX has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
BGETX
Baillie Gifford International Growth Fund
6.02%5.42%7.29%0.39%0.62%16.03%10.22%1.12%10.73%0.40%
BTLSX
Baillie Gifford International Concentrated Growth Equities Fund
0.00%0.00%0.00%0.00%6.18%25.27%0.00%0.17%0.00%0.00%

Drawdowns

BGETX vs. BTLSX - Drawdown Comparison

The maximum BGETX drawdown since its inception was -54.44%, smaller than the maximum BTLSX drawdown of -74.77%. Use the drawdown chart below to compare losses from any high point for BGETX and BTLSX.


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Drawdown Indicators


BGETXBTLSXDifference

Max Drawdown

Largest peak-to-trough decline

-54.44%

-74.77%

+20.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.69%

-21.66%

+5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-51.52%

-55.86%

+4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-54.44%

Current Drawdown

Current decline from peak

-31.37%

-59.34%

+27.97%

Average Drawdown

Average peak-to-trough decline

-18.90%

-39.83%

+20.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

7.36%

-2.37%

Volatility

BGETX vs. BTLSX - Volatility Comparison

Baillie Gifford International Growth Fund (BGETX) and Baillie Gifford International Concentrated Growth Equities Fund (BTLSX) have volatilities of 8.24% and 8.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGETXBTLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

8.35%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

15.29%

15.72%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.88%

23.93%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.95%

29.20%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.88%

33.47%

-9.59%