BGETX vs. SFNNX
Compare and contrast key facts about Baillie Gifford International Growth Fund (BGETX) and Schwab Fundamental International Large Company Index Fund (SFNNX).
BGETX is managed by Baillie Gifford Funds. It was launched on Mar 5, 2008. SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007.
Performance
BGETX vs. SFNNX - Performance Comparison
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BGETX vs. SFNNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGETX Baillie Gifford International Growth Fund | -6.45% | 17.30% | 7.78% | 14.22% | -34.40% | -9.47% | 63.22% | 37.37% | -17.30% | 43.17% |
SFNNX Schwab Fundamental International Large Company Index Fund | 7.49% | 41.06% | 2.27% | 19.88% | -7.95% | 14.38% | 4.35% | 18.09% | -13.96% | 23.95% |
Returns By Period
In the year-to-date period, BGETX achieves a -6.45% return, which is significantly lower than SFNNX's 7.49% return. Over the past 10 years, BGETX has underperformed SFNNX with an annualized return of 7.83%, while SFNNX has yielded a comparatively higher 10.98% annualized return.
BGETX
- 1D
- 3.90%
- 1M
- -6.51%
- YTD
- -6.45%
- 6M
- -9.05%
- 1Y
- 9.48%
- 3Y*
- 6.06%
- 5Y*
- -3.78%
- 10Y*
- 7.83%
SFNNX
- 1D
- 2.54%
- 1M
- -6.45%
- YTD
- 7.49%
- 6M
- 15.84%
- 1Y
- 39.13%
- 3Y*
- 20.02%
- 5Y*
- 12.23%
- 10Y*
- 10.98%
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BGETX vs. SFNNX - Expense Ratio Comparison
BGETX has a 0.60% expense ratio, which is higher than SFNNX's 0.25% expense ratio.
Return for Risk
BGETX vs. SFNNX — Risk / Return Rank
BGETX
SFNNX
BGETX vs. SFNNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Growth Fund (BGETX) and Schwab Fundamental International Large Company Index Fund (SFNNX). 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 | SFNNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 2.40 | -1.98 |
Sortino ratioReturn per unit of downside risk | 0.77 | 3.03 | -2.27 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.47 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 0.52 | 3.47 | -2.95 |
Martin ratioReturn relative to average drawdown | 1.61 | 13.20 | -11.59 |
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 | SFNNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 2.40 | -1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.80 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.64 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.25 | +0.06 |
Correlation
The correlation between BGETX and SFNNX is 0.73, 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. SFNNX - Dividend Comparison
BGETX's dividend yield for the trailing twelve months is around 5.80%, more than SFNNX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGETX Baillie Gifford International Growth Fund | 5.80% | 5.42% | 7.29% | 0.39% | 0.62% | 16.03% | 10.22% | 1.12% | 10.73% | 0.40% | 0.00% | 0.00% |
SFNNX Schwab Fundamental International Large Company Index Fund | 4.76% | 5.11% | 3.61% | 3.26% | 2.92% | 3.81% | 2.42% | 3.69% | 3.51% | 2.70% | 3.21% | 2.92% |
Drawdowns
BGETX vs. SFNNX - Drawdown Comparison
The maximum BGETX drawdown since its inception was -54.44%, smaller than the maximum SFNNX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for BGETX and SFNNX.
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Drawdown Indicators
| BGETX | SFNNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.44% | -59.60% | +5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -15.69% | -10.96% | -4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -51.52% | -25.66% | -25.86% |
Max Drawdown (10Y)Largest decline over 10 years | -54.44% | -40.23% | -14.21% |
Current DrawdownCurrent decline from peak | -28.69% | -7.73% | -20.96% |
Average DrawdownAverage peak-to-trough decline | -18.91% | -12.06% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 2.88% | +2.15% |
Volatility
BGETX vs. SFNNX - Volatility Comparison
Baillie Gifford International Growth Fund (BGETX) has a higher volatility of 9.25% compared to Schwab Fundamental International Large Company Index Fund (SFNNX) at 7.48%. This indicates that BGETX's price experiences larger fluctuations and is considered to be riskier than SFNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGETX | SFNNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.25% | 7.48% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 15.74% | 10.99% | +4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.16% | 16.49% | +6.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.01% | 15.46% | +10.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.91% | 17.28% | +6.63% |