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BGETX vs. MGGPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGETX vs. MGGPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford International Growth Fund (BGETX) and Morgan Stanley Global Opportunity Portfolio Class A (MGGPX). The values are adjusted to include any dividend payments, if applicable.

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BGETX vs. MGGPX - 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%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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

MGGPX
MGGPX Risk / Return Rank: 11
Overall Rank
MGGPX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MGGPX Sortino Ratio Rank: 11
Sortino Ratio Rank
MGGPX Omega Ratio Rank: 11
Omega Ratio Rank
MGGPX Calmar Ratio Rank: 11
Calmar Ratio Rank
MGGPX Martin Ratio Rank: 11
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. 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.


BGETXMGGPXDifference

Sharpe ratio

Return per unit of total volatility

0.18

-0.55

+0.73

Sortino ratio

Return per unit of downside risk

0.42

-0.60

+1.02

Omega ratio

Gain probability vs. loss probability

1.05

0.91

+0.14

Calmar ratio

Return relative to maximum drawdown

0.13

-0.57

+0.69

Martin ratio

Return relative to average drawdown

0.39

-1.53

+1.92

BGETX vs. MGGPX - Sharpe Ratio Comparison

The current BGETX Sharpe Ratio is 0.18, which is higher than the MGGPX Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of BGETX and MGGPX, 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


BGETXMGGPXDifference

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.


TTM20252024202320222021202020192018201720162015
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


BGETXMGGPXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-31.37%

-28.22%

-3.15%

Average Drawdown

Average peak-to-trough decline

-18.90%

-9.36%

-9.54%

Ulcer Index

Depth 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


BGETXMGGPXDifference

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%