BSGLX vs. MSFT
Compare and contrast key facts about Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) and Microsoft Corporation (MSFT).
BSGLX is managed by Baillie Gifford Funds.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSGLX or MSFT.
Key characteristics
| BSGLX | MSFT | |
|---|---|---|
| YTD Return | 25.98% | 14.14% |
| 1Y Return | 38.22% | 16.11% |
| 3Y Return (Ann) | -9.19% | 9.25% |
| 5Y Return (Ann) | 11.91% | 24.47% |
| Sharpe Ratio | 1.97 | 0.83 |
| Sortino Ratio | 2.65 | 1.17 |
| Omega Ratio | 1.34 | 1.15 |
| Calmar Ratio | 0.83 | 1.04 |
| Martin Ratio | 10.71 | 2.54 |
| Ulcer Index | 3.66% | 6.37% |
| Daily Std Dev | 19.89% | 19.56% |
| Max Drawdown | -58.76% | -69.41% |
| Current Drawdown | -26.53% | -8.53% |
Correlation
The correlation between BSGLX and MSFT 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.
Performance
BSGLX vs. MSFT - Performance Comparison
In the year-to-date period, BSGLX achieves a 25.98% return, which is significantly higher than MSFT's 14.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BSGLX vs. MSFT - 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 Microsoft Corporation (MSFT). 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.
Dividends
BSGLX vs. MSFT - Dividend Comparison
BSGLX has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.53%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSGLX Baillie Gifford Long Term Global Growth Fund Class I | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
BSGLX vs. MSFT - Drawdown Comparison
The maximum BSGLX drawdown since its inception was -58.76%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for BSGLX and MSFT. For additional features, visit the drawdowns tool.
Volatility
BSGLX vs. MSFT - Volatility Comparison
The current volatility for Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) is 5.29%, while Microsoft Corporation (MSFT) has a volatility of 7.74%. This indicates that BSGLX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.