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FBGX vs. BSGLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FBGXBSGLX
YTD Return11.97%8.09%
1Y Return64.06%32.87%
3Y Return (Ann)7.23%-7.67%
5Y Return (Ann)23.27%12.35%
Sharpe Ratio2.121.49
Daily Std Dev29.37%21.70%
Max Drawdown-59.88%-56.63%
Current Drawdown-12.29%-31.14%

Correlation

-0.50.00.51.00.8

The correlation between FBGX and BSGLX is 0.82, 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.

Performance

FBGX vs. BSGLX - Performance Comparison

In the year-to-date period, FBGX achieves a 11.97% return, which is significantly higher than BSGLX's 8.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
354.87%
140.49%
FBGX
BSGLX

Compare stocks, funds, or ETFs

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


UBS AG FI Enhanced Large Cap Growth ETN

Baillie Gifford Long Term Global Growth Fund Class I

FBGX vs. BSGLX - Expense Ratio Comparison

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

FBGX vs. BSGLX - Risk-Adjusted Performance Comparison

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


FBGX
Sharpe ratio
The chart of Sharpe ratio for FBGX, currently valued at 2.12, compared to the broader market-1.000.001.002.003.004.005.002.12
Sortino ratio
The chart of Sortino ratio for FBGX, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.0010.002.79
Omega ratio
The chart of Omega ratio for FBGX, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for FBGX, currently valued at 1.32, compared to the broader market0.002.004.006.008.0010.0012.001.32
Martin ratio
The chart of Martin ratio for FBGX, currently valued at 9.89, compared to the broader market0.0020.0040.0060.0080.009.89
BSGLX
Sharpe ratio
The chart of Sharpe ratio for BSGLX, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.005.001.49
Sortino ratio
The chart of Sortino ratio for BSGLX, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.002.07
Omega ratio
The chart of Omega ratio for BSGLX, currently valued at 1.25, compared to the broader market0.501.001.502.002.501.25
Calmar ratio
The chart of Calmar ratio for BSGLX, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.000.66
Martin ratio
The chart of Martin ratio for BSGLX, currently valued at 4.58, compared to the broader market0.0020.0040.0060.0080.004.58

FBGX vs. BSGLX - Sharpe Ratio Comparison

The current FBGX Sharpe Ratio is 2.12, which is higher than the BSGLX Sharpe Ratio of 1.49. The chart below compares the 12-month rolling Sharpe Ratio of FBGX and BSGLX.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
2.12
1.49
FBGX
BSGLX

Dividends

FBGX vs. BSGLX - Dividend Comparison

Neither FBGX nor BSGLX has paid dividends to shareholders.


TTM20232022202120202019
FBGX
UBS AG FI Enhanced Large Cap Growth ETN
0.00%0.00%0.00%0.00%0.00%0.00%
BSGLX
Baillie Gifford Long Term Global Growth Fund Class I
0.00%0.00%3.85%5.17%8.40%0.14%

Drawdowns

FBGX vs. BSGLX - Drawdown Comparison

The maximum FBGX drawdown since its inception was -59.88%, which is greater than BSGLX's maximum drawdown of -56.63%. Use the drawdown chart below to compare losses from any high point for FBGX and BSGLX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-12.29%
-31.14%
FBGX
BSGLX

Volatility

FBGX vs. BSGLX - Volatility Comparison

UBS AG FI Enhanced Large Cap Growth ETN (FBGX) has a higher volatility of 10.51% compared to Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) at 7.55%. This indicates that FBGX's price experiences larger fluctuations and is considered to be riskier than BSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
10.51%
7.55%
FBGX
BSGLX