BGITX vs. BGCWX

Last updated Apr 2, 2026

Compare and contrast key facts about Baillie Gifford International Alpha Fund (BGITX) and Baillie Gifford EAFE Plus All Cap Fund (BGCWX).

BGITX is managed by Baillie Gifford Funds. It was launched on Feb 6, 2008. BGCWX is managed by Baillie Gifford Funds. It was launched on Dec 16, 2009.

Performance

BGITX vs. BGCWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford International Alpha Fund (BGITX) and Baillie Gifford EAFE Plus All Cap Fund (BGCWX). The values are adjusted to include any dividend payments, if applicable.

BGITX vs. BGCWX - 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%
BGCWX Baillie Gifford EAFE Plus All Cap Fund	1.62%	-60.54%	0.75%	10.10%	-30.90%	3.33%	28.74%	31.79%	-16.37%	31.31%

Returns By Period

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%

BGCWX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGITX vs. BGCWX - Expense Ratio Comparison

BGITX has a 0.61% expense ratio, which is lower than BGCWX's 0.64% expense ratio.

BGCWX

Baillie Gifford EAFE Plus All Cap Fund

BGITX

Baillie Gifford International Alpha Fund

Return for Risk

BGITX vs. BGCWX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGITX

BGITX Risk / Return Rank: 15
BGITX Sharpe Ratio Rank: 15
BGITX Sortino Ratio Rank: 15
BGITX Omega Ratio Rank: 14
BGITX Calmar Ratio Rank: 14
BGITX Martin Ratio Rank: 16

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.

BGITX vs. BGCWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Alpha Fund (BGITX) and Baillie Gifford EAFE Plus All Cap Fund (BGCWX). 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	BGCWX	Difference
Sharpe ratio Return per unit of total volatility	0.51	—	—
Sortino ratio Return per unit of downside risk	0.81	—	—
Omega ratio Gain probability vs. loss probability	1.11	—	—
Calmar ratio Return relative to maximum drawdown	0.57	—	—
Martin ratio Return relative to average drawdown	2.12	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BGITX	BGCWX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.51	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	—	—

Correlation

The correlation between BGITX and BGCWX is 0.94, 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. BGCWX - Dividend Comparison

BGITX's dividend yield for the trailing twelve months is around 13.13%, while BGCWX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
BGCWX Baillie Gifford EAFE Plus All Cap Fund	0.00%	0.00%	5.68%	0.00%	2.99%	9.61%	1.70%	3.72%	2.43%	1.55%

Drawdowns

Drawdown Indicators

	BGITX	BGCWX	Difference
Max Drawdown Largest peak-to-trough decline	-44.45%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.89%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.08%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-44.45%	—	—
Current Drawdown Current decline from peak	-9.60%	—	—
Average Drawdown Average peak-to-trough decline	-11.97%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	—	—

Volatility

Volatility by Period

	BGITX	BGCWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.32%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.54%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.21%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.08%	—	—