BGETX vs. MGGPX
Compare and contrast key facts about Baillie Gifford International Growth Fund (BGETX) and Morgan Stanley Global Opportunity Portfolio Class A (MGGPX).
BGETX is managed by Baillie Gifford Funds. It was launched on Mar 5, 2008. MGGPX is a passively managed fund by Morgan Stanley that tracks the performance of the MSCI All Country World Index. It was launched on May 24, 2010.
Performance
BGETX vs. MGGPX - Performance Comparison
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BGETX vs. MGGPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGETX Baillie Gifford International Growth Fund | -9.96% | 17.30% | 7.78% | 14.22% | -34.40% | -9.47% | 63.22% | 37.37% | -17.30% | 43.17% |
MGGPX Morgan Stanley Global Opportunity Portfolio Class A | -14.99% | 0.77% | 27.16% | 49.29% | -41.77% | -0.05% | 55.05% | 35.03% | -5.96% | 49.03% |
Returns By Period
In the year-to-date period, BGETX achieves a -9.96% return, which is significantly higher than MGGPX's -14.99% return. Over the past 10 years, BGETX has underperformed MGGPX with an annualized return of 7.42%, while MGGPX has yielded a comparatively higher 11.19% annualized 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%
MGGPX
- 1D
- 0.14%
- 1M
- -12.56%
- YTD
- -14.99%
- 6M
- -26.48%
- 1Y
- -13.08%
- 3Y*
- 10.50%
- 5Y*
- -0.84%
- 10Y*
- 11.19%
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BGETX vs. MGGPX - Expense Ratio Comparison
BGETX has a 0.60% expense ratio, which is lower than MGGPX's 1.25% expense ratio.
Return for Risk
BGETX vs. MGGPX — Risk / Return Rank
BGETX
MGGPX
BGETX vs. MGGPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Growth Fund (BGETX) and Morgan Stanley Global Opportunity Portfolio Class A (MGGPX). 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.
| BGETX | MGGPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | -0.55 | +0.73 |
Sortino ratioReturn per unit of downside risk | 0.42 | -0.60 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.05 | 0.91 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | -0.57 | +0.69 |
Martin ratioReturn relative to average drawdown | 0.39 | -1.53 | +1.92 |
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
| BGETX | MGGPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | -0.55 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | -0.03 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.49 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.62 | -0.32 |
Correlation
The correlation between BGETX and MGGPX is 0.81, 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. MGGPX - Dividend Comparison
BGETX's dividend yield for the trailing twelve months is around 6.02%, while MGGPX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
MGGPX Morgan Stanley Global Opportunity Portfolio Class A | 0.00% | 0.00% | 9.95% | 2.27% | 24.31% | 5.14% | 1.20% | 0.00% | 0.82% | 0.40% | 7.23% | 1.29% |
Drawdowns
BGETX vs. MGGPX - Drawdown Comparison
The maximum BGETX drawdown since its inception was -54.44%, which is greater than MGGPX's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for BGETX and MGGPX.
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Drawdown Indicators
| BGETX | MGGPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.44% | -51.83% | -2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.69% | -28.32% | +12.63% |
Max Drawdown (5Y)Largest decline over 5 years | -51.52% | -51.14% | -0.38% |
Max Drawdown (10Y)Largest decline over 10 years | -54.44% | -51.83% | -2.61% |
Current DrawdownCurrent decline from peak | -31.37% | -28.22% | -3.15% |
Average DrawdownAverage peak-to-trough decline | -18.90% | -9.36% | -9.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 10.55% | -5.56% |
Volatility
BGETX vs. MGGPX - Volatility Comparison
Baillie Gifford International Growth Fund (BGETX) has a higher volatility of 8.24% compared to Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) at 7.77%. This indicates that BGETX's price experiences larger fluctuations and is considered to be riskier than MGGPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGETX | MGGPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.24% | 7.77% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 15.29% | 18.41% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.88% | 24.89% | -2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.95% | 25.92% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.88% | 22.92% | +0.96% |