Among the lesser-known idiosyncrasies of the Frick Collection is that it has never had a painting by John Singer Sargent, the in-demand Gilded Age portraitist. But Sargent’s “Lady Agnew of Lochnaw,” a supremely stylish dark-haired beauty afloat in a voluminous white satin and chiffon tea gown, looks so at home at the Frick that visitors may mistake her for a resident.

As it did last year with masterworks from the Mauritshuis, the Frick has welcomed 10 paintings from the Scottish National Gallery, in Edinburgh, home to a renowned collection of fine art from the Renaissance to the end of the 19th century. The new show, “Masterpieces From the Scottish National Gallery,” running through Feb. 1, is a quieter sort of exhibition, exemplified by the under-the-radar entrance of “Lady Agnew."