GXXIX vs. BSGLX

Last updated Jun 23, 2026

GXXIX (abrdn U.S. Sustainable Leaders Fund) and BSGLX (Baillie Gifford Long Term Global Growth Fund Class I) are both Large Cap Growth Equities funds. Over the past 5 years, GXXIX returned 11.40%/yr vs -1.39%/yr for BSGLX. A 0.74 correlation means they provide meaningful diversification when combined. GXXIX charges 0.97%/yr vs 0.80%/yr for BSGLX.

Performance

GXXIX vs. BSGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn U.S. Sustainable Leaders Fund (GXXIX) and Baillie Gifford Long Term Global Growth Fund Class I (BSGLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GXXIX achieves a 4.78% return, which is significantly higher than BSGLX's -11.43% return.

GXXIX

• 1D: 0.77%
• 1M: 0.91%
• YTD: 4.78%
• 6M: 4.17%
• 1Y: 12.07%
• 3Y*: 7.99%
• 5Y*: 11.40%
• 10Y*: 14.57%

BSGLX

• 1D: 0.00%
• 1M: 0.00%
• YTD: -11.43%
• 6M: -12.57%
• 1Y: -4.63%
• 3Y*: 12.21%
• 5Y*: -1.39%
• 10Y*: —

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

GXXIX vs. BSGLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GXXIX abrdn U.S. Sustainable Leaders Fund	4.78%	3.82%	10.11%	15.19%	-26.55%	81.37%	29.56%	36.96%	-6.73%	12.49%
BSGLX Baillie Gifford Long Term Global Growth Fund Class I	-11.43%	16.26%	24.92%	36.43%	-46.11%	2.37%	101.90%	33.40%	-1.42%	24.21%

Correlation

The correlation between GXXIX and BSGLX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Apr 28, 2017	0.74

The correlation between GXXIX and BSGLX has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

Return for Risk

GXXIX vs. BSGLX — Risk / Return Rank

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

GXXIX

GXXIX Risk / Return Rank: 12
GXXIX Sharpe Ratio Rank: 12
GXXIX Sortino Ratio Rank: 12
GXXIX Omega Ratio Rank: 12
GXXIX Calmar Ratio Rank: 11
GXXIX Martin Ratio Rank: 14

BSGLX

BSGLX Risk / Return Rank: 2
BSGLX Sharpe Ratio Rank: 2
BSGLX Sortino Ratio Rank: 2
BSGLX Omega Ratio Rank: 2
BSGLX Calmar Ratio Rank: 2
BSGLX Martin Ratio Rank: 2

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.

GXXIX vs. BSGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn U.S. Sustainable Leaders Fund (GXXIX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GXXIX	BSGLX	Difference
Sharpe ratio: Return per unit of total volatility	0.90	-0.31	+1.22
Sortino ratio: Return per unit of downside risk	1.31	-0.30	+1.61
Omega ratio: Gain probability vs. loss probability	1.16	0.96	+0.20
Calmar ratio: Return relative to maximum drawdown	0.96	-0.25	+1.21
Martin ratio: Return relative to average drawdown	3.66	-0.56	+4.22

GXXIX vs. BSGLX - Sharpe Ratio Comparison

The current GXXIX Sharpe Ratio is 0.90, which is higher than the BSGLX Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of GXXIX and BSGLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GXXIX vs. BSGLX - Drawdown Comparison

The maximum GXXIX drawdown since its inception was -33.65%, smaller than the maximum BSGLX drawdown of -56.23%. Use the drawdown chart below to compare losses from any high point for GXXIX and BSGLX.

Drawdown Indicators

	GXXIX	BSGLX	Difference
Max Drawdown Largest peak-to-trough decline	-33.65%	-56.23%	+22.58%
Max Drawdown (1Y) Largest decline over 1 year	-11.78%	-25.69%	+13.91%
Max Drawdown (3Y) Largest decline over 3 years	-19.74%	-27.30%	+7.56%
Max Drawdown (5Y) Largest decline over 5 years	-33.65%	-56.21%	+22.56%
Max Drawdown (10Y) Largest decline over 10 years	-33.65%	—	—
Current Drawdown Current decline from peak	-2.16%	-18.50%	+16.34%
Average Drawdown Average peak-to-trough decline	-6.15%	-17.82%	+11.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	11.27%	-8.17%

Volatility

GXXIX vs. BSGLX - Volatility Comparison

abrdn U.S. Sustainable Leaders Fund (GXXIX) has a higher volatility of 5.26% compared to Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) at 3.62%. This indicates that GXXIX'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.

Volatility by Period

	GXXIX	BSGLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	3.62%	+1.64%
Volatility (6M) Calculated over the trailing 6-month period	10.27%	15.65%	-5.38%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	20.51%	-7.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.83%	29.73%	-1.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.75%	28.00%	-4.25%

GXXIX vs. BSGLX - Expense Ratio Comparison

GXXIX has a 0.97% expense ratio, which is higher than BSGLX's 0.80% expense ratio.

Dividends

GXXIX vs. BSGLX - Dividend Comparison

GXXIX's dividend yield for the trailing twelve months is around 2.19%, while BSGLX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
GXXIX abrdn U.S. Sustainable Leaders Fund	2.19%	2.30%	0.00%	0.28%	0.39%	59.39%	14.10%	9.76%	12.93%	10.11%	12.20%	5.82%

Frequently Asked Questions

Can I hold both GXXIX and BSGLX in my portfolio?

GXXIX and BSGLX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GXXIX or BSGLX?

GXXIX has higher volatility (5.26%) compared to BSGLX (3.62%). In terms of maximum drawdown, GXXIX dropped -33.65% vs BSGLX's -56.23%.

Which has better risk-adjusted returns?

GXXIX currently has the higher Sharpe Ratio (0.90 vs -0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.