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BGLTX vs. SSGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGLTX vs. SSGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford Long Term Global Growth Fund (BGLTX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). The values are adjusted to include any dividend payments, if applicable.

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BGLTX vs. SSGLX - 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%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
-0.64%32.64%4.98%15.67%-16.44%8.36%11.11%21.52%-14.05%27.12%

Returns By Period

In the year-to-date period, BGLTX achieves a -19.19% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, BGLTX has outperformed SSGLX with an annualized return of 13.92%, while SSGLX has yielded a comparatively lower 8.58% 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%

SSGLX

1D
0.39%
1M
-10.87%
YTD
-0.64%
6M
4.10%
1Y
24.88%
3Y*
14.40%
5Y*
6.92%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGLTX vs. SSGLX - Expense Ratio Comparison

BGLTX has a 0.73% expense ratio, which is higher than SSGLX's 0.07% expense ratio.


Return for Risk

BGLTX vs. SSGLX — 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

SSGLX
SSGLX Risk / Return Rank: 8181
Overall Rank
SSGLX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SSGLX Sortino Ratio Rank: 8282
Sortino Ratio Rank
SSGLX Omega Ratio Rank: 8181
Omega Ratio Rank
SSGLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
SSGLX Martin Ratio Rank: 8080
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. SSGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Long Term Global Growth Fund (BGLTX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.


BGLTXSSGLXDifference

Sharpe ratio

Return per unit of total volatility

-0.07

1.56

-1.62

Sortino ratio

Return per unit of downside risk

0.08

2.12

-2.03

Omega ratio

Gain probability vs. loss probability

1.01

1.32

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.16

2.00

-2.16

Martin ratio

Return relative to average drawdown

-0.49

7.90

-8.38

BGLTX vs. SSGLX - Sharpe Ratio Comparison

The current BGLTX Sharpe Ratio is -0.07, which is lower than the SSGLX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of BGLTX and SSGLX, 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


BGLTXSSGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

1.56

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.48

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.53

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.37

-0.11

Correlation

The correlation between BGLTX and SSGLX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BGLTX vs. SSGLX - Dividend Comparison

BGLTX has not paid dividends to shareholders, while SSGLX's dividend yield for the trailing twelve months is around 4.44%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
4.44%4.41%4.46%2.98%2.85%4.20%1.72%4.80%8.32%3.98%1.52%2.09%

Drawdowns

BGLTX vs. SSGLX - Drawdown Comparison

The maximum BGLTX drawdown since its inception was -70.17%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for BGLTX and SSGLX.


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Drawdown Indicators


BGLTXSSGLXDifference

Max Drawdown

Largest peak-to-trough decline

-70.17%

-35.88%

-34.29%

Max Drawdown (1Y)

Largest decline over 1 year

-25.64%

-11.22%

-14.42%

Max Drawdown (5Y)

Largest decline over 5 years

-70.17%

-30.08%

-40.09%

Max Drawdown (10Y)

Largest decline over 10 years

-70.17%

-35.88%

-34.29%

Current Drawdown

Current decline from peak

-25.64%

-10.87%

-14.77%

Average Drawdown

Average peak-to-trough decline

-16.00%

-8.32%

-7.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.60%

2.84%

+5.76%

Volatility

BGLTX vs. SSGLX - Volatility Comparison

Baillie Gifford Long Term Global Growth Fund (BGLTX) has a higher volatility of 7.54% compared to State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) at 6.44%. This indicates that BGLTX's price experiences larger fluctuations and is considered to be riskier than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGLTXSSGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

6.44%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

10.02%

+6.29%

Volatility (1Y)

Calculated over the trailing 1-year period

25.19%

15.49%

+9.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.82%

14.49%

+53.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.00%

16.15%

+34.85%