PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BSGLX vs. FBGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSGLX and FBGX is 0.79, 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.


-0.50.00.51.00.8

Performance

BSGLX vs. FBGX - 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 UBS AG FI Enhanced Large Cap Growth ETN (FBGX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
139.35%
451.37%
BSGLX
FBGX

Key characteristics

Returns By Period


BSGLX

YTD

27.91%

1M

1.23%

6M

12.96%

1Y

28.06%

5Y*

10.47%

10Y*

N/A

FBGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSGLX vs. FBGX - Expense Ratio Comparison

BSGLX has a 0.80% expense ratio, which is lower than FBGX's 1.29% expense ratio.


FBGX
UBS AG FI Enhanced Large Cap Growth ETN
Expense ratio chart for FBGX: current value at 1.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.29%
Expense ratio chart for BSGLX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Risk-Adjusted Performance

BSGLX vs. FBGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX). 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.


Sharpe ratio
The chart of Sharpe ratio for BSGLX, currently valued at 1.42, compared to the broader market-1.000.001.002.003.004.001.421.89
The chart of Sortino ratio for BSGLX, currently valued at 2.03, compared to the broader market-2.000.002.004.006.008.0010.002.032.89
The chart of Omega ratio for BSGLX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.51
The chart of Calmar ratio for BSGLX, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.0012.0014.000.701.46
The chart of Martin ratio for BSGLX, currently valued at 8.27, compared to the broader market0.0020.0040.0060.008.2713.40
BSGLX
FBGX


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.42
1.89
BSGLX
FBGX

Dividends

BSGLX vs. FBGX - Dividend Comparison

Neither BSGLX nor FBGX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BSGLX vs. FBGX - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.41%
-1.14%
BSGLX
FBGX

Volatility

BSGLX vs. FBGX - Volatility Comparison

Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) has a higher volatility of 9.65% compared to UBS AG FI Enhanced Large Cap Growth ETN (FBGX) at 0.00%. This indicates that BSGLX's price experiences larger fluctuations and is considered to be riskier than FBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.65%
0
BSGLX
FBGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab