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ISIN
US74316J6800
CUSIP
74316J680
Inception Date
Apr 30, 2012
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

BCAMX Performance Chart

Boston Common ESG Impact U.S. Equity Fund (BCAMX) is up 7.5% since the beginning of the year. BCAMX is currently trading at $80 per share. Investors who bought $1,000 worth of BCAMX shares 5 years ago would now be looking at an investment worth $1,706.


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S&P 500 Index

Returns By Period

Boston Common ESG Impact U.S. Equity Fund (BCAMX) has returned 7.46% so far this year and 22.09% over the past 12 months. Over the last ten years, BCAMX has returned 12.78% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Boston Common ESG Impact U.S. Equity Fund

1D
1.06%
1M
0.83%
YTD
7.46%
6M
7.07%
1Y
22.09%
3Y*
18.41%
5Y*
11.27%
10Y*
12.78%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCAMX Monthly Returns History

Based on dividend-adjusted daily data since Apr 30, 2012, BCAMX's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +11.9%, while the worst month was Mar 2020 at -13.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BCAMX closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.17%0.92%-5.54%9.00%3.13%0.10%7.46%
20251.51%-0.50%-6.89%1.02%5.93%4.13%1.14%2.12%2.87%2.34%1.50%-1.24%14.23%
20242.13%4.87%2.31%-3.30%5.69%3.64%-0.38%2.53%1.87%-0.90%5.63%-2.07%23.81%
20235.32%-3.33%3.52%0.99%-1.65%7.17%1.96%-0.80%-5.22%-1.81%8.83%5.32%21.04%
2022-6.14%-3.75%0.46%-7.80%-0.44%-7.42%9.62%-4.25%-7.72%8.55%6.24%-4.99%-18.15%
2021-0.85%2.23%3.96%4.19%0.89%2.77%2.55%3.70%-5.84%7.50%-2.10%3.76%24.49%

Benchmark Metrics

Boston Common ESG Impact U.S. Equity Fund has an annualized alpha of -0.09%, beta of 0.97, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since April 30, 2012.

  • This fund participated in 95.73% of S&P 500 Index downside but only 94.71% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.97 and R2 of 0.97, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.09%
Beta
0.97
0.97
Upside Capture
94.71%
Downside Capture
95.73%

Expense Ratio

BCAMX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BCAMX ranks 49 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


BCAMX Risk / Return Rank: 4949
Overall Rank
BCAMX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BCAMX Sortino Ratio Rank: 4646
Sortino Ratio Rank
BCAMX Omega Ratio Rank: 4545
Omega Ratio Rank
BCAMX Calmar Ratio Rank: 4646
Calmar Ratio Rank
BCAMX Martin Ratio Rank: 6262
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Boston Common ESG Impact U.S. Equity Fund (BCAMX) and compare them to S&P 500 Index.

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.


BCAMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.49

2.78

-0.29

Martin ratioReturn relative to average drawdown

11.54

12.44

-0.90

Dividends

Dividend History

Boston Common ESG Impact U.S. Equity Fund provided a 5.81% dividend yield over the last twelve months, with an annual payout of $4.67 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.67$4.67$4.32$0.92$3.15$2.76$0.19$1.80$2.03$1.33$0.69$0.30

Dividend yield

5.81%6.24%6.22%1.55%6.30%4.25%0.35%3.94%5.47%3.13%1.89%0.88%

Monthly Dividends

The table displays the monthly dividend distributions for Boston Common ESG Impact U.S. Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.67$4.67
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.32$4.32
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.92
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.15$3.15
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.76$2.76

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Boston Common ESG Impact U.S. Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Boston Common ESG Impact U.S. Equity Fund was 33.06%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.

The current Boston Common ESG Impact U.S. Equity Fund drawdown is 0.62%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.06%Mar 2020
1mo 2d4mo 27d
5mo 29dFeb 2020 - Aug 2020
Bear market2022
-26.22%Jun 2022
5mo 18d1y 7mo
2y 20dDec 2021 - Jan 2024
Rate-hike selloffLate 2018
-19.42%Dec 2018
3mo 4d4mo
7mo 4dSep 2018 - Apr 2019
2025 selloff2025
-18.63%Apr 2025
3mo 22d2mo 20d
6mo 12dDec 2024 - Jun 2025
2016 correction2016
-12.34%Feb 2016
8mo 28d2mo 7d
11mo 5dMay 2015 - Apr 2016

Drawdown Indicators


BCAMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.06%

-56.78%

+23.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-9.10%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.63%

-18.90%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-26.22%

-25.43%

-0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.06%

-33.92%

+0.86%

Current Drawdown

Current decline from peak

-0.62%

-1.80%

+1.18%

Average Drawdown

Average peak-to-trough decline

-4.21%

-10.71%

+6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.03%

-0.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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