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BGLTX vs. BGETX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGLTX vs. BGETX - Performance Comparison

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

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BGLTX vs. BGETX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGLTX
Baillie Gifford Long Term Global Growth Fund
-19.19%16.38%25.03%36.61%-46.09%2.47%102.05%33.53%-1.37%54.04%
BGETX
Baillie Gifford International Growth Fund
-9.96%17.30%7.78%14.22%-34.40%-9.47%63.22%37.37%-17.30%43.17%

Returns By Period

In the year-to-date period, BGLTX achieves a -19.19% return, which is significantly lower than BGETX's -9.96% return. Over the past 10 years, BGLTX has outperformed BGETX with an annualized return of 13.92%, while BGETX has yielded a comparatively lower 7.42% annualized return.


BGLTX

1D
-0.92%
1M
-9.92%
YTD
-19.19%
6M
-24.34%
1Y
-0.32%
3Y*
10.54%
5Y*
-1.96%
10Y*
13.92%

BGETX

1D
-0.16%
1M
-11.48%
YTD
-9.96%
6M
-12.17%
1Y
5.70%
3Y*
4.72%
5Y*
-4.52%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGLTX vs. BGETX - Expense Ratio Comparison

BGLTX has a 0.73% expense ratio, which is higher than BGETX's 0.60% expense ratio.


Return for Risk

BGLTX vs. BGETX — Risk / Return Rank

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

BGLTX
BGLTX Risk / Return Rank: 55
Overall Rank
BGLTX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BGLTX Sortino Ratio Rank: 55
Sortino Ratio Rank
BGLTX Omega Ratio Rank: 55
Omega Ratio Rank
BGLTX Calmar Ratio Rank: 44
Calmar Ratio Rank
BGLTX Martin Ratio Rank: 44
Martin Ratio Rank

BGETX
BGETX Risk / Return Rank: 99
Overall Rank
BGETX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BGETX Sortino Ratio Rank: 99
Sortino Ratio Rank
BGETX Omega Ratio Rank: 99
Omega Ratio Rank
BGETX Calmar Ratio Rank: 88
Calmar Ratio Rank
BGETX Martin Ratio Rank: 88
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.

BGLTX vs. BGETX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Long Term Global Growth Fund (BGLTX) and Baillie Gifford International Growth Fund (BGETX). 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.


BGLTXBGETXDifference

Sharpe ratio

Return per unit of total volatility

-0.07

0.18

-0.24

Sortino ratio

Return per unit of downside risk

0.08

0.42

-0.33

Omega ratio

Gain probability vs. loss probability

1.01

1.05

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.16

0.13

-0.29

Martin ratio

Return relative to average drawdown

-0.49

0.39

-0.88

BGLTX vs. BGETX - Sharpe Ratio Comparison

The current BGLTX Sharpe Ratio is -0.07, which is lower than the BGETX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of BGLTX and BGETX, 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


BGLTXBGETXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

0.18

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.17

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.31

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.30

-0.03

Correlation

The correlation between BGLTX and BGETX is 0.86, 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

BGLTX vs. BGETX - Dividend Comparison

BGLTX has not paid dividends to shareholders, while BGETX's dividend yield for the trailing twelve months is around 6.02%.


TTM202520242023202220212020201920182017
BGLTX
Baillie Gifford Long Term Global Growth Fund
0.00%0.00%0.00%0.00%3.84%5.15%8.39%0.15%10.07%0.00%
BGETX
Baillie Gifford International Growth Fund
6.02%5.42%7.29%0.39%0.62%16.03%10.22%1.12%10.73%0.40%

Drawdowns

BGLTX vs. BGETX - Drawdown Comparison

The maximum BGLTX drawdown since its inception was -70.17%, which is greater than BGETX's maximum drawdown of -54.44%. Use the drawdown chart below to compare losses from any high point for BGLTX and BGETX.


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Drawdown Indicators


BGLTXBGETXDifference

Max Drawdown

Largest peak-to-trough decline

-70.17%

-54.44%

-15.73%

Max Drawdown (1Y)

Largest decline over 1 year

-25.64%

-15.69%

-9.95%

Max Drawdown (5Y)

Largest decline over 5 years

-70.17%

-51.52%

-18.65%

Max Drawdown (10Y)

Largest decline over 10 years

-70.17%

-54.44%

-15.73%

Current Drawdown

Current decline from peak

-25.64%

-31.37%

+5.73%

Average Drawdown

Average peak-to-trough decline

-16.00%

-18.90%

+2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.60%

4.99%

+3.61%

Volatility

BGLTX vs. BGETX - Volatility Comparison

The current volatility for Baillie Gifford Long Term Global Growth Fund (BGLTX) is 7.54%, while Baillie Gifford International Growth Fund (BGETX) has a volatility of 8.24%. This indicates that BGLTX experiences smaller price fluctuations and is considered to be less risky than BGETX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGLTXBGETXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

8.24%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

15.29%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

25.19%

22.88%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.82%

25.95%

+41.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.00%

23.88%

+27.12%