BGPTX vs. BGELX

Last updated Apr 2, 2026

Compare and contrast key facts about Baillie Gifford Developed EAFE All Cap Fund (BGPTX) and Baillie Gifford Emerging Markets Equities Fund (BGELX).

BGPTX is managed by Baillie Gifford Funds. It was launched on Apr 14, 2014. BGELX is managed by Baillie Gifford Funds. It was launched on Apr 3, 2003.

Performance

BGPTX vs. BGELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford Developed EAFE All Cap Fund (BGPTX) and Baillie Gifford Emerging Markets Equities Fund (BGELX). The values are adjusted to include any dividend payments, if applicable.

BGPTX vs. BGELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BGPTX Baillie Gifford Developed EAFE All Cap Fund	0.00%	-7.15%	-1.19%	10.14%	-32.27%	7.40%	28.01%	32.27%	-16.04%	27.92%
BGELX Baillie Gifford Emerging Markets Equities Fund	4.16%	40.75%	6.04%	14.42%	-26.46%	-8.93%	29.66%	28.10%	-14.87%	50.50%

Returns By Period

BGPTX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BGELX

• 1D: 3.54%
• 1M: -10.46%
• YTD: 4.16%
• 6M: 9.36%
• 1Y: 39.30%
• 3Y*: 18.33%
• 5Y*: 3.33%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGPTX vs. BGELX - Expense Ratio Comparison

BGPTX has a 0.64% expense ratio, which is lower than BGELX's 0.76% expense ratio.

BGELX

Baillie Gifford Emerging Markets Equities Fund

BGPTX

Baillie Gifford Developed EAFE All Cap Fund

Return for Risk

BGPTX vs. BGELX — Risk / Return Rank

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

BGELX

BGELX Risk / Return Rank: 86
BGELX Sharpe Ratio Rank: 87
BGELX Sortino Ratio Rank: 83
BGELX Omega Ratio Rank: 84
BGELX Calmar Ratio Rank: 89
BGELX Martin Ratio Rank: 88

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.

BGPTX vs. BGELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Developed EAFE All Cap Fund (BGPTX) and Baillie Gifford Emerging Markets Equities Fund (BGELX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BGPTX	BGELX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.81	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.16	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.49	—

Correlation

The correlation between BGPTX and BGELX is 0.68, 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

BGPTX vs. BGELX - Dividend Comparison

BGPTX has not paid dividends to shareholders, while BGELX's dividend yield for the trailing twelve months is around 1.62%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BGPTX Baillie Gifford Developed EAFE All Cap Fund	0.00%	0.00%	3.30%	0.71%	0.97%	3.05%	1.00%	1.14%	0.85%	1.82%
BGELX Baillie Gifford Emerging Markets Equities Fund	1.62%	1.68%	3.52%	4.02%	5.46%	3.08%	1.31%	3.90%	10.14%	1.16%

Drawdowns

Drawdown Indicators

	BGPTX	BGELX	Difference
Max Drawdown Largest peak-to-trough decline	—	-50.47%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-14.91%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-45.88%	—
Current Drawdown Current decline from peak	—	-11.90%	—
Average Drawdown Average peak-to-trough decline	—	-18.81%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.87%	—

Volatility

Volatility by Period

	BGPTX	BGELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.70%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	22.24%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.07%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	21.75%	—