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Boston Common ESG Impact U.S. Equity Fund (BCAMX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Boston Common ESG Impact U.S. Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Boston Common ESG Impact U.S. Equity Fund (BCAMX) has returned -7.17% so far this year and 12.76% over the past 12 months. Over the last ten years, BCAMX has returned 11.25% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Boston Common ESG Impact U.S. Equity Fund

1D
-0.13%
1M
-8.17%
YTD
-7.17%
6M
-4.76%
1Y
12.76%
3Y*
14.67%
5Y*
8.97%
10Y*
11.25%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 30, 2012, BCAMX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, your investment would double in approximately 6.0 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%-8.17%-7.17%
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 -0.01%, beta of 0.97, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since May 01, 2012.

  • 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
-0.01%
Beta
0.97
0.97
Upside Capture
95.60%
Downside Capture
96.42%

Expense Ratio

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


Return for Risk

Risk / Return Rank

BCAMX ranks 39 for risk / return — below 39% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


BCAMX Risk / Return Rank: 3939
Overall Rank
BCAMX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BCAMX Sortino Ratio Rank: 3737
Sortino Ratio Rank
BCAMX Omega Ratio Rank: 3838
Omega Ratio Rank
BCAMX Calmar Ratio Rank: 3737
Calmar Ratio Rank
BCAMX Martin Ratio Rank: 4747
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 a chosen benchmark (S&P 500 Index).


BCAMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.90

-0.09

Sortino ratio

Return per unit of downside risk

1.25

1.39

-0.13

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.00

1.40

-0.40

Martin ratio

Return relative to average drawdown

4.83

6.61

-1.78

Explore BCAMX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Boston Common ESG Impact U.S. Equity Fund provided a 6.72% 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

6.72%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
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 8.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.06%Feb 20, 202023Mar 23, 2020102Aug 17, 2020125
-26.22%Dec 30, 2021117Jun 16, 2022400Jan 19, 2024517
-19.42%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-18.63%Dec 17, 202476Apr 8, 202555Jun 27, 2025131
-12.34%May 19, 2015186Feb 11, 201645Apr 18, 2016231

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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