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ISIN
US74316J2270
Inception Date
Sep 19, 2021
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

BCEMX Performance Chart

Boston Common ESG Impact Emerging Markets Fund (BCEMX) is up 11.9% since the beginning of the year. BCEMX is currently trading at $33 per share.


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Benchmark

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Returns By Period

Boston Common ESG Impact Emerging Markets Fund (BCEMX) has returned 11.85% so far this year and 34.07% over the past 12 months.


Boston Common ESG Impact Emerging Markets Fund

1D
4.56%
1M
-4.51%
6M
3.74%
YTD
11.85%
1Y
34.07%
3Y*
16.94%
5Y*
10Y*
ALL TIME*
8.87%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCEMX Monthly Returns History

Based on dividend-adjusted daily data since Dec 15, 2021, BCEMX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2022 with a return of +16.2%, while the worst month was Sep 2022 at -10.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BCEMX closed higher 50% of trading days. The best single day was Mar 16, 2022 with a return of +7.1%, while the worst single day was Jun 5, 2026 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.82%5.68%-10.16%13.10%5.94%0.58%-9.33%11.85%
20251.68%0.71%0.31%1.19%4.94%6.00%-0.04%3.65%7.62%5.04%-1.58%2.83%37.06%
2024-4.78%5.88%1.15%-0.09%1.99%4.23%-1.20%3.56%6.93%-3.26%-3.45%-1.84%8.63%
20239.29%-7.08%2.62%-1.16%-2.15%5.63%4.06%-7.43%-3.38%-3.80%8.38%2.98%6.39%
20220.28%-5.44%-2.02%-8.32%3.25%-3.98%-1.59%-1.76%-10.17%-0.89%16.24%-2.14%-17.32%
20211.08%1.08%

Benchmark Metrics

Boston Common ESG Impact Emerging Markets Fund has an annualized alpha of 1.44%, beta of 0.76, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since December 15, 2021.

  • This fund participated in 87.45% of S&P 500 Index downside but only 80.86% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.46 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.44%
Beta
0.76
0.46
Upside Capture
80.86%
Downside Capture
87.45%

Expense Ratio

BCEMX has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BCEMX ranks 46 for risk / return — above 46% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.


BCEMX Risk / Return Rank: 4646
Overall Rank
BCEMX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BCEMX Sortino Ratio Rank: 3939
Sortino Ratio Rank
BCEMX Omega Ratio Rank: 4747
Omega Ratio Rank
BCEMX Calmar Ratio Rank: 5454
Calmar Ratio Rank
BCEMX Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Boston Common ESG Impact Emerging Markets Fund (BCEMX) 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.


BCEMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

2.08

2.00

+0.08

Martin ratioReturn relative to average drawdown

6.87

8.49

-1.62

Dividends

Dividend History

Boston Common ESG Impact Emerging Markets Fund provided a 1.95% dividend yield over the last twelve months, with an annual payout of $0.64 per share. The fund has been increasing its distributions for 4 consecutive years.


0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.64$0.64$0.51$0.45$0.40$0.11

Dividend yield

1.95%2.18%2.33%2.15%2.02%0.46%

Monthly Dividends

The table displays the monthly dividend distributions for Boston Common ESG Impact Emerging Markets 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$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$0.64$0.64
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51$0.51
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2021$0.11$0.11

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 Emerging Markets 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 Emerging Markets Fund was 31.06%, occurring on Oct 24, 2022. Recovery took 483 trading sessions.

The current Boston Common ESG Impact Emerging Markets Fund drawdown is 11.54%.


Drawdown

Fall

Recovery

Underwater

Related event

-31.06%Oct 2022
9mo 14d1y 11mo
2y 8moJan 2022 - Sep 2024
Bear market2022
-19.11%Apr 2025
6mo 2d2mo 17d
8mo 19dOct 2024 - Jun 2025
2025 selloff2025
-15.40%Jul 2026
1mo 26d
2moJun 2026 - now
-13.85%Mar 2026
1mo 2d25d
1mo 27dFeb 2026 - Apr 2026
-5.16%May 2026
12d7d
19dMay 2026 - May 2026

Drawdown Indicators


BCEMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.06%

-56.78%

+25.72%

Max Drawdown (1Y)

Largest decline over 1 year

-15.40%

-9.10%

-6.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.11%

-18.90%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-11.54%

-1.58%

-9.96%

Average Drawdown

Average peak-to-trough decline

-11.18%

-10.70%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

2.14%

+2.51%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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