BGETX vs. PPYPX
Compare and contrast key facts about Baillie Gifford International Growth Fund (BGETX) and PIMCO RAE International Fund (PPYPX).
BGETX is managed by Baillie Gifford Funds. It was launched on Mar 5, 2008. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
BGETX vs. PPYPX - Performance Comparison
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BGETX vs. PPYPX - 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% |
PPYPX PIMCO RAE International Fund | 8.42% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
Returns By Period
In the year-to-date period, BGETX achieves a -9.96% return, which is significantly lower than PPYPX's 8.42% return. Over the past 10 years, BGETX has underperformed PPYPX with an annualized return of 7.42%, while PPYPX has yielded a comparatively higher 8.80% 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%
PPYPX
- 1D
- 0.63%
- 1M
- -6.12%
- YTD
- 8.42%
- 6M
- 13.11%
- 1Y
- 31.25%
- 3Y*
- 15.99%
- 5Y*
- 8.93%
- 10Y*
- 8.80%
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BGETX vs. PPYPX - Expense Ratio Comparison
Both BGETX and PPYPX have an expense ratio of 0.60%.
Return for Risk
BGETX vs. PPYPX — Risk / Return Rank
BGETX
PPYPX
BGETX vs. PPYPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Growth Fund (BGETX) and PIMCO RAE International Fund (PPYPX). 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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 1.96 | -1.78 |
Sortino ratioReturn per unit of downside risk | 0.42 | 2.52 | -2.10 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.38 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 2.46 | -2.33 |
Martin ratioReturn relative to average drawdown | 0.39 | 11.58 | -11.18 |
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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.96 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.46 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.46 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.45 | -0.15 |
Correlation
The correlation between BGETX and PPYPX is 0.69, 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
BGETX vs. PPYPX - Dividend Comparison
BGETX's dividend yield for the trailing twelve months is around 6.02%, less than PPYPX's 7.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PPYPX PIMCO RAE International Fund | 7.17% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% |
Drawdowns
BGETX vs. PPYPX - Drawdown Comparison
The maximum BGETX drawdown since its inception was -54.44%, which is greater than PPYPX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for BGETX and PPYPX.
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Drawdown Indicators
| BGETX | PPYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.44% | -42.48% | -11.96% |
Max Drawdown (1Y)Largest decline over 1 year | -15.69% | -10.21% | -5.48% |
Max Drawdown (5Y)Largest decline over 5 years | -51.52% | -35.65% | -15.87% |
Max Drawdown (10Y)Largest decline over 10 years | -54.44% | -42.48% | -11.96% |
Current DrawdownCurrent decline from peak | -31.37% | -6.12% | -25.25% |
Average DrawdownAverage peak-to-trough decline | -18.90% | -10.28% | -8.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 2.47% | +2.52% |
Volatility
BGETX vs. PPYPX - Volatility Comparison
Baillie Gifford International Growth Fund (BGETX) has a higher volatility of 8.24% compared to PIMCO RAE International Fund (PPYPX) at 4.98%. This indicates that BGETX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGETX | PPYPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.24% | 4.98% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 15.29% | 9.98% | +5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.88% | 15.30% | +7.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.95% | 19.59% | +6.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.88% | 19.07% | +4.81% |