BGITX vs. ANDIX
Compare and contrast key facts about Baillie Gifford International Alpha Fund (BGITX) and AQR International Defensive Style Fund (ANDIX).
BGITX is managed by Baillie Gifford Funds. It was launched on Feb 6, 2008. ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Performance
BGITX vs. ANDIX - Performance Comparison
Loading graphics...
BGITX vs. ANDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGITX Baillie Gifford International Alpha Fund | -5.08% | 19.51% | 5.03% | 18.77% | -28.71% | -0.72% | 26.59% | 32.17% | -16.61% | 31.67% |
ANDIX AQR International Defensive Style Fund | 2.17% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
Returns By Period
In the year-to-date period, BGITX achieves a -5.08% return, which is significantly lower than ANDIX's 2.17% return. Both investments have delivered pretty close results over the past 10 years, with BGITX having a 6.58% annualized return and ANDIX not far behind at 6.55%.
BGITX
- 1D
- 3.78%
- 1M
- -7.26%
- YTD
- -5.08%
- 6M
- -4.37%
- 1Y
- 8.52%
- 3Y*
- 7.75%
- 5Y*
- -0.28%
- 10Y*
- 6.58%
ANDIX
- 1D
- 2.42%
- 1M
- -4.73%
- YTD
- 2.17%
- 6M
- 4.35%
- 1Y
- 15.43%
- 3Y*
- 10.19%
- 5Y*
- 5.30%
- 10Y*
- 6.55%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BGITX vs. ANDIX - Expense Ratio Comparison
BGITX has a 0.61% expense ratio, which is higher than ANDIX's 0.55% expense ratio.
Return for Risk
BGITX vs. ANDIX — Risk / Return Rank
BGITX
ANDIX
BGITX vs. ANDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Alpha Fund (BGITX) and AQR International Defensive Style Fund (ANDIX). 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.
| BGITX | ANDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 1.22 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.72 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.24 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.68 | -1.11 |
Martin ratioReturn relative to average drawdown | 2.12 | 6.23 | -4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BGITX | ANDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.22 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.42 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.49 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.50 | -0.15 |
Correlation
The correlation between BGITX and ANDIX is 0.82, 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
BGITX vs. ANDIX - Dividend Comparison
BGITX's dividend yield for the trailing twelve months is around 13.13%, more than ANDIX's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGITX Baillie Gifford International Alpha Fund | 13.13% | 12.46% | 4.26% | 1.25% | 1.77% | 8.00% | 2.28% | 5.00% | 9.76% | 0.99% | 0.00% | 0.00% |
ANDIX AQR International Defensive Style Fund | 4.64% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
Drawdowns
BGITX vs. ANDIX - Drawdown Comparison
The maximum BGITX drawdown since its inception was -44.45%, which is greater than ANDIX's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for BGITX and ANDIX.
Loading graphics...
Drawdown Indicators
| BGITX | ANDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.45% | -27.59% | -16.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.89% | -8.76% | -4.13% |
Max Drawdown (5Y)Largest decline over 5 years | -44.08% | -27.59% | -16.49% |
Max Drawdown (10Y)Largest decline over 10 years | -44.45% | -27.59% | -16.86% |
Current DrawdownCurrent decline from peak | -9.60% | -6.09% | -3.51% |
Average DrawdownAverage peak-to-trough decline | -11.97% | -5.33% | -6.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.37% | +1.08% |
Volatility
BGITX vs. ANDIX - Volatility Comparison
Baillie Gifford International Alpha Fund (BGITX) has a higher volatility of 8.57% compared to AQR International Defensive Style Fund (ANDIX) at 5.71%. This indicates that BGITX's price experiences larger fluctuations and is considered to be riskier than ANDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BGITX | ANDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 5.71% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 8.44% | +3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.54% | 13.12% | +4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.21% | 12.79% | +6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.08% | 13.46% | +5.62% |