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BGLTX vs. BSGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGLTX vs. BSGLX - 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 Long Term Global Growth Fund Class I (BSGLX). The values are adjusted to include any dividend payments, if applicable.

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BGLTX vs. BSGLX - 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%24.14%
BSGLX
Baillie Gifford Long Term Global Growth Fund Class I
-19.24%16.26%24.92%36.43%-46.11%2.37%101.90%33.40%-1.42%24.21%

Returns By Period

The year-to-date returns for both stocks are quite close, with BGLTX having a -19.19% return and BSGLX slightly lower at -19.24%.


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%

BSGLX

1D
-0.93%
1M
-9.96%
YTD
-19.24%
6M
-24.40%
1Y
-0.45%
3Y*
10.41%
5Y*
-2.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGLTX vs. BSGLX - Expense Ratio Comparison

BGLTX has a 0.73% expense ratio, which is lower than BSGLX's 0.80% expense ratio.


Return for Risk

BGLTX vs. BSGLX — 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

BSGLX
BSGLX Risk / Return Rank: 55
Overall Rank
BSGLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BSGLX Sortino Ratio Rank: 55
Sortino Ratio Rank
BSGLX Omega Ratio Rank: 55
Omega Ratio Rank
BSGLX Calmar Ratio Rank: 44
Calmar Ratio Rank
BSGLX Martin Ratio Rank: 44
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. BSGLX - 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 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.


BGLTXBSGLXDifference

Sharpe ratio

Return per unit of total volatility

-0.07

-0.07

0.00

Sortino ratio

Return per unit of downside risk

0.08

0.08

0.00

Omega ratio

Gain probability vs. loss probability

1.01

1.01

0.00

Calmar ratio

Return relative to maximum drawdown

-0.16

-0.17

+0.01

Martin ratio

Return relative to average drawdown

-0.49

-0.50

+0.02

BGLTX vs. BSGLX - Sharpe Ratio Comparison

The current BGLTX Sharpe Ratio is -0.07, which is comparable to the BSGLX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of BGLTX 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


BGLTXBSGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.07

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.07

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.45

-0.19

Correlation

The correlation between BGLTX and BSGLX 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

BGLTX vs. BSGLX - Dividend Comparison

Neither BGLTX nor BSGLX has paid dividends to shareholders.


TTM20252024202320222021202020192018
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%
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%

Drawdowns

BGLTX vs. BSGLX - Drawdown Comparison

The maximum BGLTX drawdown since its inception was -70.17%, which is greater than BSGLX's maximum drawdown of -56.23%. Use the drawdown chart below to compare losses from any high point for BGLTX and BSGLX.


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Drawdown Indicators


BGLTXBSGLXDifference

Max Drawdown

Largest peak-to-trough decline

-70.17%

-56.23%

-13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-25.64%

-25.69%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-70.17%

-56.21%

-13.96%

Max Drawdown (10Y)

Largest decline over 10 years

-70.17%

Current Drawdown

Current decline from peak

-25.64%

-25.69%

+0.05%

Average Drawdown

Average peak-to-trough decline

-16.00%

-17.83%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.60%

8.62%

-0.02%

Volatility

BGLTX vs. BSGLX - Volatility Comparison

Baillie Gifford Long Term Global Growth Fund (BGLTX) and Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) have volatilities of 7.54% and 7.55%, 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


BGLTXBSGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

7.55%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

16.32%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

25.19%

25.54%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.82%

29.84%

+37.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.00%

28.13%

+22.87%