Global Alpha Competition

BGAKX Fund

USD 13.21 0.03 0.23%

Global Alpha competes with Eic Value, Commonwealth Global, Barings Active, Volumetric Fund, and Boyd Watterson; as well as few others. The fund is listed under World Large-Stock Growth category and is part of Baillie Gifford Funds family. Analyzing Global Alpha competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Global Alpha to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Global Alpha Correlation with its peers.

Global Alpha vs Omni Small-cap Correlation

Very weak diversification

The correlation between The Global Alpha and BOSVX is 0.52 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding The Global Alpha and BOSVX in the same portfolio, assuming nothing else is changed.

Moving together with Global Mutual Fund

0.85	BTLSX	Baillie Gifford Inte	Pair Corr
0.85	BTLKX	Baillie Gifford Inte	Pair Corr

Moving against Global Mutual Fund

0.57	BSGPX	Eafe Pure	Pair Corr
0.57	BGCWX	Baillie Gifford Eafe	Pair Corr
0.5	BGCSX	Eafe Choice	Pair Corr

Specify up to 10 symbols:

Hype

Prediction

Low	Estimated	High
12.28	13.21	14.14

Details

Intrinsic

Valuation

Low	Real	High
12.26	13.19	14.12

Details

Global Alpha Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Global Alpha and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Global and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Global Alpha does not affect the price movement of the other competitor.

	EICVX	CNGLX	BXDCX	VOLMX	BWDTX	SGICX	BOSVX
EICVX		0.88	0.89	0.86	0.93	0.82	0.94	EICVX
CNGLX	0.88		0.9	0.88	0.9	0.9	0.93	CNGLX
BXDCX	0.89	0.9		0.93	0.95	0.91	0.93	BXDCX
VOLMX	0.86	0.88	0.93		0.93	0.92	0.9	VOLMX
BWDTX	0.93	0.9	0.95	0.93		0.93	0.96	BWDTX
SGICX	0.82	0.9	0.91	0.92	0.93		0.9	SGICX
BOSVX	0.94	0.93	0.93	0.9	0.96	0.9		BOSVX
	EICVX	CNGLX	BXDCX	VOLMX	BWDTX	SGICX	BOSVX

Risk-Adjusted Indicators

There is a big difference between Global Mutual Fund performing well and Global Alpha Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Global Alpha's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
EICVX	0.67	0.31	0.40	5.59	0.00	(0.81)	1.36	(0.69)	8.80
CNGLX	0.59	0.12	0.03	(0.98)	0.65	(0.66)	1.15	(1.19)	5.46
BXDCX	0.05	0.01	(0.57)	(0.64)	0.00	(0.13)	0.11	(0.11)	0.43
VOLMX	0.56	0.02	0.00	0.11	0.56	(0.64)	1.33	(0.92)	3.45
BWDTX	0.05	0.02	0.00	0.58	0.00	0.00	0.10	(0.10)	0.20
SGICX	0.66	0.20	0.28	0.46	0.00	(0.86)	1.25	(0.81)	10.59
BOSVX	1.01	0.30	0.32	0.40	0.44	(1.29)	2.84	(1.44)	9.89

Global Alpha Competitive Analysis

The better you understand Global Alpha competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Global Alpha's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Global Alpha's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	BGAKX	EICVX	CNGLX	BXDCX	VOLMX	BWDTX	SGICX	BOSVX
	0.23 13.21 Global	0.05 19.52 Eic	0.33 21.37 Commonwealth	0.11 9.43 Barings	0.16 24.52 Volumetric	0.1 10.02 Boyd	0.41 17.15 Summit	0.53 20.55 Omni
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Weakest	Solid	Fair	Good	Fair	High	Good	Solid
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Over Valued	Over Valued	Over Valued	Fairly Valued	Fairly Valued	Fairly Valued	Under Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Buy	Hold	Strong Hold	Hold	Strong Buy	Buy	Strong Hold	Strong Buy
Net Asset	732.69 M	353.03 M	17.04 M	1.18 B	36.55 M	551.86 M	459.79 M	918.39 M
Minimum Initial Investment	N/A	N/A	200	N/A	500	N/A	N/A	N/A
Price To Book	N/A	1.96 X	1.50 X	N/A	2.53 X	N/A	3.33 X	1.18 X
Five Year Return	1.89 %	14.45 %	2.90 %	1.91 %	5.95 %	4.45 %	7.71 %	13.49 %
One Year Return	9.12 %	15.76 %	3.58 %	1.46 %	(0.27) %	6.60 %	7.52 %	14.70 %
Last Dividend Paid	0.14	0.23	N/A	0.01	N/A	0.07	N/A	0.19
Price To Earning	N/A	16.00 X	16.70 X	N/A	17.28 X	N/A	18.66 X	14.72 X
Price To Sales	N/A	1.30 X	1.10 X	N/A	1.27 X	N/A	1.39 X	0.58 X
Equity Positions Weight	100.00 %	95.56 %	99.15 %	N/A	85.30 %	N/A	99.06 %	99.91 %
Cash Position Weight	N/A	4.45 %	0.85 %	2.21 %	14.70 %	6.47 %	0.94 %	0.08 %
Three Year Return	11.98 %	13.08 %	7.13 %	2.15 %	8.41 %	7.27 %	12.07 %	10.60 %
Annual Yield	0.03 %	0.02 %	N/A	0.04 %	N/A	0.06 %	N/A	0.02 %
Year To Date Return	2.49 %	4.36 %	1.16 %	1.18 %	1.77 %	0.50 %	4.74 %	6.54 %
Bond Positions Weight	N/A	N/A	N/A	33.19 %	N/A	8.20 %	N/A	N/A
Ten Year Return	N/A	N/A	3.61 %	N/A	7.57 %	N/A	N/A	N/A
Daily Balance Of Power	0	0	9.2 T	9.2 T	0	9.2 T	0	0
Day Typical Price	13.21	19.52	21.37	9.43	24.52	10.02	17.15	20.55
Period Momentum Indicator	(0.03)	(0.01)	0.07	0.01	(0.04)	0.01	(0.07)	(0.11)
Rate Of Daily Change	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.99
Day Median Price	13.21	19.52	21.37	9.43	24.52	10.02	17.15	20.55
Price Action Indicator	(0.01)	(0.01)	0.035	0.005	(0.02)	0.005	(0.04)	(0.06)
Coefficient Of Variation	(3,740)	366.2	688.63	528.58	771.22	209.09	524.3	384.34
Mean Deviation	0.7283	0.6711	0.5941	0.0488	0.5629	0.0522	0.6552	1.01
Jensen Alpha	(0.11)	0.3051	0.1208	0.0051	0.0217	0.0163	0.2017	0.305
Total Risk Alpha	(0.13)	0.1889	0.0251	(0)	0.0087	0.0128	0.1073	0.2282
Sortino Ratio	N/A	0.3969	0.0349	(0.57)	(0)	N/A	0.2833	0.3242
Downside Variance	N/A	0.3273	0.6788	0.019	0.4783	N/A	0.3315	0.8684
Standard Deviation	0.941	1.17	0.836	0.077	0.7062	0.0607	1.34	1.52
Kurtosis	(0.08)	27.71	4.32	4.21	0.1611	(0.54)	39.97	9.13
Potential Upside	1.4	1.36	1.15	0.1072	1.33	0.1015	1.25	2.84
Treynor Ratio	(0.04)	5.59	(0.98)	(0.64)	0.1126	0.5837	0.4605	0.3984
Maximum Drawdown	4.17	8.8	5.46	0.4279	3.45	0.2031	10.59	9.89
Variance	0.8855	1.37	0.699	0.0059	0.4987	0.0037	1.8	2.3
Market Risk Adjusted Performance	(0.03)	5.6	(0.97)	(0.63)	0.1226	0.5937	0.4705	0.4084
Risk Adjusted Performance	(0.02)	0.2218	0.1167	0.0574	0.1025	0.261	0.1567	0.213
Skewness	(0.16)	4.4	0.8083	0.8108	(0.11)	(0.21)	5.63	2.17
Semi Deviation	N/A	0.0	0.6463	0.0	0.5583	N/A	0.0	0.4397
Information Ratio	(0.13)	0.1939	0.0344	(1.01)	(0)	(1.05)	0.1216	0.1991
Value At Risk	(1.71)	(0.69)	(1.19)	(0.11)	(0.92)	(0.10)	(0.81)	(1.44)
Expected Short fall	N/A	(0.81)	(0.66)	(0.13)	(0.64)	N/A	(0.86)	(1.29)
Downside Deviation	N/A	0.5721	0.8239	0.1378	0.6916	N/A	0.5758	0.9319
Semi Variance	N/A	(0.14)	0.4177	(0.01)	0.3117	N/A	(0.04)	0.1934

Global Alpha Competition Performance Charts

Five steps to successful analysis of Global Alpha Competition

Global Alpha's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Global Alpha in relation to its competition. Global Alpha's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Global Alpha in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Global Alpha's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Global Alpha, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Global Alpha position

In addition to having Global Alpha in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Did You Try This Idea?

Run ESG Investing Thematic Idea Now

ESG Investing

Sustainable investments that promote the conservation of the natural world, social resposibility, freindly employees policies and strong governance. The ESG Investing theme has 51 constituents at this time.

You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize ESG Investing Theme or any other thematic opportunities.

View All Next

Launch

Other Information on Investing in Global Mutual Fund

Global Alpha financial ratios help investors to determine whether Global Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Global with respect to the benefits of owning Global Alpha security.

	Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
	Technical Analysis Check basic technical indicators and analysis based on most latest market data
	Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC