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BTLSX vs. BGLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTLSX vs. BGLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford International Concentrated Growth Equities Fund (BTLSX) and Baillie Gifford Long Term Global Growth Fund (BGLTX). The values are adjusted to include any dividend payments, if applicable.

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BTLSX vs. BGLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTLSX
Baillie Gifford International Concentrated Growth Equities Fund
-14.09%16.56%18.34%14.75%-39.64%0.71%-3.72%45.32%-13.23%-0.69%
BGLTX
Baillie Gifford Long Term Global Growth Fund
-19.19%16.38%25.03%36.61%-46.09%2.47%102.05%33.53%-1.37%-1.48%

Returns By Period

In the year-to-date period, BTLSX achieves a -14.09% return, which is significantly higher than BGLTX's -19.19% return.


BTLSX

1D
-0.26%
1M
-10.85%
YTD
-14.09%
6M
-19.92%
1Y
-2.20%
3Y*
5.38%
5Y*
-3.29%
10Y*

BGLTX

1D
-0.92%
1M
-9.92%
YTD
-19.19%
6M
-24.34%
1Y
-0.32%
3Y*
10.54%
5Y*
-1.96%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTLSX vs. BGLTX - Expense Ratio Comparison

BTLSX has a 0.81% expense ratio, which is higher than BGLTX's 0.73% expense ratio.


Return for Risk

BTLSX vs. BGLTX — Risk / Return Rank

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

BTLSX
BTLSX Risk / Return Rank: 33
Overall Rank
BTLSX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTLSX Sortino Ratio Rank: 33
Sortino Ratio Rank
BTLSX Omega Ratio Rank: 33
Omega Ratio Rank
BTLSX Calmar Ratio Rank: 33
Calmar Ratio Rank
BTLSX Martin Ratio Rank: 33
Martin Ratio Rank

BGLTX
BGLTX Risk / Return Rank: 55
Overall Rank
BGLTX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BGLTX Sortino Ratio Rank: 55
Sortino Ratio Rank
BGLTX Omega Ratio Rank: 55
Omega Ratio Rank
BGLTX Calmar Ratio Rank: 44
Calmar Ratio Rank
BGLTX Martin Ratio Rank: 44
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.

BTLSX vs. BGLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Concentrated Growth Equities Fund (BTLSX) and Baillie Gifford Long Term Global Growth Fund (BGLTX). 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.


BTLSXBGLTXDifference

Sharpe ratio

Return per unit of total volatility

-0.18

-0.07

-0.11

Sortino ratio

Return per unit of downside risk

-0.09

0.08

-0.17

Omega ratio

Gain probability vs. loss probability

0.99

1.01

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.28

-0.16

-0.11

Martin ratio

Return relative to average drawdown

-0.81

-0.49

-0.33

BTLSX vs. BGLTX - Sharpe Ratio Comparison

The current BTLSX Sharpe Ratio is -0.18, which is lower than the BGLTX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of BTLSX and BGLTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTLSXBGLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

-0.07

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

-0.03

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.26

-0.27

Correlation

The correlation between BTLSX and BGLTX is 0.87, 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

BTLSX vs. BGLTX - Dividend Comparison

Neither BTLSX nor BGLTX has paid dividends to shareholders.


TTM20252024202320222021202020192018
BTLSX
Baillie Gifford International Concentrated Growth Equities Fund
0.00%0.00%0.00%0.00%6.18%25.27%0.00%0.17%0.00%
BGLTX
Baillie Gifford Long Term Global Growth Fund
0.00%0.00%0.00%0.00%3.84%5.15%8.39%0.15%10.07%

Drawdowns

BTLSX vs. BGLTX - Drawdown Comparison

The maximum BTLSX drawdown since its inception was -74.77%, which is greater than BGLTX's maximum drawdown of -70.17%. Use the drawdown chart below to compare losses from any high point for BTLSX and BGLTX.


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Drawdown Indicators


BTLSXBGLTXDifference

Max Drawdown

Largest peak-to-trough decline

-74.77%

-70.17%

-4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-21.66%

-25.64%

+3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-55.86%

-70.17%

+14.31%

Max Drawdown (10Y)

Largest decline over 10 years

-70.17%

Current Drawdown

Current decline from peak

-59.34%

-25.64%

-33.70%

Average Drawdown

Average peak-to-trough decline

-39.83%

-16.00%

-23.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

8.60%

-1.24%

Volatility

BTLSX vs. BGLTX - Volatility Comparison

Baillie Gifford International Concentrated Growth Equities Fund (BTLSX) has a higher volatility of 8.35% compared to Baillie Gifford Long Term Global Growth Fund (BGLTX) at 7.54%. This indicates that BTLSX's price experiences larger fluctuations and is considered to be riskier than BGLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTLSXBGLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.35%

7.54%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

16.31%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

23.93%

25.19%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.20%

67.82%

-38.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.47%

51.00%

-17.53%