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BGPTX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGPTX vs. FIGSX - Performance Comparison

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

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BGPTX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%28.59%
FIGSX
Fidelity Series International Growth Fund
-1.99%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Returns By Period


BGPTX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FIGSX

1D
3.82%
1M
-8.68%
YTD
-1.99%
6M
-1.59%
1Y
13.63%
3Y*
10.79%
5Y*
5.70%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGPTX vs. FIGSX - Expense Ratio Comparison

BGPTX has a 0.64% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

BGPTX vs. FIGSX — Risk / Return Rank

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

BGPTX

FIGSX
FIGSX Risk / Return Rank: 3131
Overall Rank
FIGSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 2727
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 3434
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.

BGPTX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Developed EAFE All Cap Fund (BGPTX) and Fidelity Series International Growth Fund (FIGSX). 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.

BGPTX vs. FIGSX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BGPTXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

Correlation

The correlation between BGPTX and FIGSX is 0.83, 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

BGPTX vs. FIGSX - Dividend Comparison

BGPTX has not paid dividends to shareholders, while FIGSX's dividend yield for the trailing twelve months is around 8.85%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
FIGSX
Fidelity Series International Growth Fund
8.85%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

BGPTX vs. FIGSX - Drawdown Comparison


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Drawdown Indicators


BGPTXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-10.60%

Average Drawdown

Average peak-to-trough decline

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

Volatility

BGPTX vs. FIGSX - Volatility Comparison


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Volatility by Period


BGPTXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.54%