BSGLX vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) and Berkshire Hathaway Inc. (BRK-B).

BSGLX is managed by Baillie Gifford Funds.

Performance

BSGLX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

BSGLX vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BSGLX Baillie Gifford Long Term Global Growth Fund Class I	-15.65%	16.26%	24.92%	36.43%	-46.11%	2.37%	101.90%	33.40%	-1.42%	24.21%
BRK-B Berkshire Hathaway Inc.	-4.80%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	19.98%

Returns By Period

In the year-to-date period, BSGLX achieves a -15.65% return, which is significantly lower than BRK-B's -4.80% return.

BSGLX

• 1D: 4.45%
• 1M: -5.54%
• YTD: -15.65%
• 6M: -20.86%
• 1Y: 2.89%
• 3Y*: 12.02%
• 5Y*: -1.71%
• 10Y*: —

BRK-B

• 1D: -0.15%
• 1M: -0.35%
• YTD: -4.80%
• 6M: -3.95%
• 1Y: -10.22%
• 3Y*: 15.72%
• 5Y*: 13.13%
• 10Y*: 12.78%

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

Return for Risk

BSGLX vs. BRK-B — Risk / Return Rank

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

BSGLX

BSGLX Risk / Return Rank: 7
BSGLX Sharpe Ratio Rank: 7
BSGLX Sortino Ratio Rank: 8
BSGLX Omega Ratio Rank: 8
BSGLX Calmar Ratio Rank: 7
BSGLX Martin Ratio Rank: 7

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.

BSGLX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) and Berkshire Hathaway Inc. (BRK-B). 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.

	BSGLX	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.15	-0.56	+0.72
Sortino ratio Return per unit of downside risk	0.41	-0.65	+1.05
Omega ratio Gain probability vs. loss probability	1.05	0.91	+0.14
Calmar ratio Return relative to maximum drawdown	0.10	-0.68	+0.78
Martin ratio Return relative to average drawdown	0.29	-1.16	+1.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSGLX vs. BRK-B - Sharpe Ratio Comparison

The current BSGLX Sharpe Ratio is 0.15, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of BSGLX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BSGLX	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.15	-0.56	+0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	0.77	-0.82
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.48	-0.01

Correlation

The correlation between BSGLX and BRK-B is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BSGLX vs. BRK-B - Dividend Comparison

Neither BSGLX nor BRK-B has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BSGLX vs. BRK-B - Drawdown Comparison

The maximum BSGLX drawdown since its inception was -56.23%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BSGLX and BRK-B.

Drawdown Indicators

	BSGLX	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-56.23%	-53.86%	-2.37%
Max Drawdown (1Y) Largest decline over 1 year	-25.69%	-14.95%	-10.74%
Max Drawdown (5Y) Largest decline over 5 years	-56.21%	-26.58%	-29.63%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-22.38%	-11.36%	-11.02%
Average Drawdown Average peak-to-trough decline	-17.83%	-11.07%	-6.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.74%	8.72%	+0.02%

Volatility

BSGLX vs. BRK-B - Volatility Comparison

Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) has a higher volatility of 8.97% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that BSGLX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSGLX	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.97%	4.33%	+4.64%
Volatility (6M) Calculated over the trailing 6-month period	16.87%	11.14%	+5.73%
Volatility (1Y) Calculated over the trailing 1-year period	25.88%	18.30%	+7.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.89%	17.20%	+12.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.17%	19.45%	+8.72%