BGPTX vs. PPYPX

Last updated Apr 2, 2026

Compare and contrast key facts about Baillie Gifford Developed EAFE All Cap Fund (BGPTX) and PIMCO RAE International Fund (PPYPX).

BGPTX is managed by Baillie Gifford Funds. It was launched on Apr 14, 2014. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.

Performance

BGPTX vs. PPYPX - Performance Comparison

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

BGPTX vs. PPYPX - 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%	28.59%
PPYPX PIMCO RAE International Fund	10.77%	31.34%	-1.15%	18.13%	-8.73%	10.68%	2.05%	16.43%	-15.49%	24.89%

Returns By Period

BGPTX

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

PPYPX

• 1D: 2.17%
• 1M: -3.14%
• YTD: 10.77%
• 6M: 14.70%
• 1Y: 33.94%
• 3Y*: 16.82%
• 5Y*: 9.24%
• 10Y*: 9.04%

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

BGPTX vs. PPYPX - Expense Ratio Comparison

BGPTX has a 0.64% expense ratio, which is higher than PPYPX's 0.60% expense ratio.

BGPTX

Baillie Gifford Developed EAFE All Cap Fund

PPYPX

PIMCO RAE International Fund

Return for Risk

BGPTX vs. PPYPX — Risk / Return Rank

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

PPYPX

PPYPX Risk / Return Rank: 92
PPYPX Sharpe Ratio Rank: 94
PPYPX Sortino Ratio Rank: 92
PPYPX Omega Ratio Rank: 91
PPYPX Calmar Ratio Rank: 91
PPYPX Martin Ratio Rank: 94

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. PPYPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Developed EAFE All Cap Fund (BGPTX) and PIMCO RAE International Fund (PPYPX). 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	PPYPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.24	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.47	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.46	—

Correlation

The correlation between BGPTX and PPYPX is 0.73, 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. PPYPX - Dividend Comparison

BGPTX has not paid dividends to shareholders, while PPYPX's dividend yield for the trailing twelve months is around 7.02%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
PPYPX PIMCO RAE International Fund	7.02%	7.78%	6.57%	10.09%	7.20%	27.06%	2.23%	4.20%	5.96%	2.53%	2.41%

Drawdowns

Drawdown Indicators

	BGPTX	PPYPX	Difference
Max Drawdown Largest peak-to-trough decline	—	-42.48%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-10.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.65%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.48%	—
Current Drawdown Current decline from peak	—	-4.08%	—
Average Drawdown Average peak-to-trough decline	—	-10.28%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.43%	—

Volatility

Volatility by Period

	BGPTX	PPYPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.49%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.41%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	19.61%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	19.08%	—