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BGITX vs. BSGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGITX vs. BSGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford International Alpha Fund (BGITX) and Baillie Gifford Long Term Global Growth Fund Class I (BSGLX). The values are adjusted to include any dividend payments, if applicable.

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BGITX vs. BSGLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGITX
Baillie Gifford International Alpha Fund
-5.08%19.51%5.03%18.77%-28.71%-0.72%26.59%32.17%-16.61%15.26%
BSGLX
Baillie Gifford Long Term Global Growth Fund Class I
-15.65%16.26%24.92%36.43%-46.11%2.37%101.90%33.40%-1.42%24.21%

Returns By Period

In the year-to-date period, BGITX achieves a -5.08% return, which is significantly higher than BSGLX's -15.65% return.


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%

BSGLX

1D
4.45%
1M
-5.54%
YTD
-15.65%
6M
-20.86%
1Y
2.89%
3Y*
12.02%
5Y*
-1.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGITX vs. BSGLX - Expense Ratio Comparison

BGITX has a 0.61% expense ratio, which is lower than BSGLX's 0.80% expense ratio.


Return for Risk

BGITX vs. BSGLX — Risk / Return Rank

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

BGITX
BGITX Risk / Return Rank: 1515
Overall Rank
BGITX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BGITX Sortino Ratio Rank: 1515
Sortino Ratio Rank
BGITX Omega Ratio Rank: 1414
Omega Ratio Rank
BGITX Calmar Ratio Rank: 1414
Calmar Ratio Rank
BGITX Martin Ratio Rank: 1616
Martin Ratio Rank

BSGLX
BSGLX Risk / Return Rank: 77
Overall Rank
BSGLX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BSGLX Sortino Ratio Rank: 88
Sortino Ratio Rank
BSGLX Omega Ratio Rank: 88
Omega Ratio Rank
BSGLX Calmar Ratio Rank: 77
Calmar Ratio Rank
BSGLX Martin Ratio Rank: 77
Martin Ratio Rank
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. BSGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Alpha Fund (BGITX) and Baillie Gifford Long Term Global Growth Fund Class I (BSGLX). 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.


BGITXBSGLXDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.15

+0.35

Sortino ratio

Return per unit of downside risk

0.81

0.41

+0.40

Omega ratio

Gain probability vs. loss probability

1.11

1.05

+0.06

Calmar ratio

Return relative to maximum drawdown

0.57

0.10

+0.47

Martin ratio

Return relative to average drawdown

2.12

0.29

+1.82

BGITX vs. BSGLX - Sharpe Ratio Comparison

The current BGITX Sharpe Ratio is 0.51, which is higher than the BSGLX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of BGITX and BSGLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGITXBSGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.15

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.06

+0.04

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

0.47

-0.13

Correlation

The correlation between BGITX and BSGLX is 0.75, 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. BSGLX - Dividend Comparison

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


TTM202520242023202220212020201920182017
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%
BSGLX
Baillie Gifford Long Term Global Growth Fund Class I
0.00%0.00%0.00%0.00%3.85%5.17%8.40%0.15%10.07%0.00%

Drawdowns

BGITX vs. BSGLX - Drawdown Comparison

The maximum BGITX drawdown since its inception was -44.45%, smaller than the maximum BSGLX drawdown of -56.23%. Use the drawdown chart below to compare losses from any high point for BGITX and BSGLX.


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Drawdown Indicators


BGITXBSGLXDifference

Max Drawdown

Largest peak-to-trough decline

-44.45%

-56.23%

+11.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-25.69%

+12.80%

Max Drawdown (5Y)

Largest decline over 5 years

-44.08%

-56.21%

+12.13%

Max Drawdown (10Y)

Largest decline over 10 years

-44.45%

Current Drawdown

Current decline from peak

-9.60%

-22.38%

+12.78%

Average Drawdown

Average peak-to-trough decline

-11.97%

-17.83%

+5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

8.74%

-5.29%

Volatility

BGITX vs. BSGLX - Volatility Comparison

Baillie Gifford International Alpha Fund (BGITX) and Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) have volatilities of 8.57% and 8.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGITXBSGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

8.97%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

16.87%

-4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.54%

25.88%

-8.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.21%

29.89%

-10.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

28.17%

-9.09%