BGGSX vs. AIQ

In the year-to-date period, BGGSX achieves a -3.40% return, which is significantly lower than AIQ's -0.85% return.

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BGGSX has a 0.75% expense ratio, which is higher than AIQ's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford U.S. Equity Growth Fund (BGGSX) and Global X Artificial Intelligence & Technology ETF (AIQ). 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.

The current BGGSX Sharpe Ratio is 0.64, which is comparable to the AIQ Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of BGGSX and AIQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BGGSX has not paid dividends to shareholders, while AIQ's dividend yield for the trailing twelve months is around 0.14%.

The maximum BGGSX drawdown since its inception was -72.34%, which is greater than AIQ's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for BGGSX and AIQ. For additional features, visit the drawdowns tool.

Baillie Gifford U.S. Equity Growth Fund (BGGSX) has a higher volatility of 15.98% compared to Global X Artificial Intelligence & Technology ETF (AIQ) at 14.00%. This indicates that BGGSX's price experiences larger fluctuations and is considered to be riskier than AIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.