BGITX vs. BGGSX
BGITX (Baillie Gifford International Alpha Fund) and BGGSX (Baillie Gifford U.S. Equity Growth Fund) are both mutual funds - BGITX is a Foreign Large Cap Equities fund managed by Baillie Gifford, while BGGSX is a Large Cap Growth Equities fund managed by Baillie Gifford. Over the past 5 years, BGITX returned 1.78%/yr vs -5.95%/yr for BGGSX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. BGITX charges 0.61%/yr vs 0.75%/yr for BGGSX.
Performance
BGITX vs. BGGSX - Performance Comparison
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Returns By Period
In the year-to-date period, BGITX achieves a 8.90% return, which is significantly higher than BGGSX's -3.77% return.
BGITX
- 1D
- 0.34%
- 1M
- 1.65%
- 6M
- 6.25%
- YTD
- 8.90%
- 1Y
- 12.31%
- 3Y*
- 12.77%
- 5Y*
- 1.78%
- 10Y*
- 7.29%
- ALL TIME*
- 7.79%
BGGSX
- 1D
- 2.67%
- 1M
- -1.61%
- 6M
- 4.20%
- YTD
- -3.77%
- 1Y
- -9.16%
- 3Y*
- 14.49%
- 5Y*
- -5.95%
- 10Y*
- —
- ALL TIME*
- 13.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BGITX vs. BGGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGITX Baillie Gifford International Alpha Fund | 8.90% | 19.51% | 5.03% | 18.77% | -28.71% | -0.72% | 26.59% | 32.17% | -16.61% | 15.26% |
BGGSX Baillie Gifford U.S. Equity Growth Fund | -3.77% | 10.25% | 30.44% | 45.93% | -52.50% | -11.13% | 125.42% | 30.00% | 8.31% | 16.54% |
Correlation
The correlation between BGITX and BGGSX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2017 | 0.63 |
The correlation between BGITX and BGGSX has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.
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Return for Risk
BGITX vs. BGGSX — Risk / Return Rank
BGITX
BGGSX
BGITX vs. BGGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Alpha Fund (BGITX) and Baillie Gifford U.S. Equity Growth Fund (BGGSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGITX | BGGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.97 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | -0.26 | +1.33 |
| Martin ratioReturn relative to average drawdown | 3.68 | -0.50 | +4.19 |
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Drawdowns
BGITX vs. BGGSX - Drawdown Comparison
The maximum BGITX drawdown since its inception was -44.45%, smaller than the maximum BGGSX drawdown of -68.76%. Use the drawdown chart below to compare losses from any high point for BGITX and BGGSX.
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Drawdown Indicators
| BGITX | BGGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.45% | -68.76% | +24.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.89% | -26.08% | +13.19% |
Max Drawdown (3Y)Largest decline over 3 years | -14.82% | -30.87% | +16.05% |
Max Drawdown (5Y)Largest decline over 5 years | -44.08% | -67.64% | +23.56% |
Max Drawdown (10Y)Largest decline over 10 years | -44.45% | — | — |
Current DrawdownCurrent decline from peak | -2.05% | -29.66% | +27.61% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -25.26% | +13.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 13.18% | -9.41% |
Volatility
BGITX vs. BGGSX - Volatility Comparison
The current volatility for Baillie Gifford International Alpha Fund (BGITX) is 5.04%, while Baillie Gifford U.S. Equity Growth Fund (BGGSX) has a volatility of 6.25%. This indicates that BGITX experiences smaller price fluctuations and is considered to be less risky than BGGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGITX | BGGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 6.25% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 18.05% | -2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.56% | 22.94% | -5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.55% | 35.28% | -15.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 32.06% | -13.02% |
BGITX vs. BGGSX - Expense Ratio Comparison
BGITX has a 0.61% expense ratio, which is lower than BGGSX's 0.75% expense ratio.
Dividends
BGITX vs. BGGSX - Dividend Comparison
BGITX's dividend yield for the trailing twelve months is around 11.44%, while BGGSX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BGGSX Baillie Gifford U.S. Equity Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 16.38% | 2.61% | 3.29% | 1.35% | 2.02% | 0.00% |
BGITX Baillie Gifford International Alpha Fund | 11.44% | 12.46% | 4.26% | 1.25% | 1.77% | 8.00% | 2.28% | 5.00% | 9.76% | 0.99% |
Frequently Asked Questions
BGITX and BGGSX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGGSX has higher volatility (6.25%) compared to BGITX (5.04%). In terms of maximum drawdown, BGITX dropped -44.45% vs BGGSX's -68.76%.
BGITX currently has the higher Sharpe Ratio (0.79 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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