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ISIN
US74316J2270
Inception Date
Sep 19, 2021
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
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 25.3% since the beginning of the year. BCEMX is currently trading at $37 per share.


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S&P 500 Index

Returns By Period

Boston Common ESG Impact Emerging Markets Fund (BCEMX) has returned 25.33% so far this year and 55.47% over the past 12 months.


Boston Common ESG Impact Emerging Markets Fund

1D
2.83%
1M
6.05%
YTD
25.33%
6M
26.83%
1Y
55.47%
3Y*
21.94%
5Y*
10Y*

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)

BCEMX Monthly Returns History

Based on dividend-adjusted daily data since Dec 15, 2021, BCEMX's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.

Historically, 56% of months were positive and 44% 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 51% 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%2.18%25.33%
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 4.03%, beta of 0.74, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since December 15, 2021.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.86%) than losses (76.18%) - typical of diversified or defensive assets.
  • R2 of 0.47 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
4.03%
Beta
0.74
0.47
Upside Capture
80.86%
Downside Capture
76.18%

Expense Ratio

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


Return for Risk

Risk / Return Rank

BCEMX ranks 84 for risk / return — in the top 84% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BCEMX Risk / Return Rank: 8484
Overall Rank
BCEMX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BCEMX Sortino Ratio Rank: 7676
Sortino Ratio Rank
BCEMX Omega Ratio Rank: 8282
Omega Ratio Rank
BCEMX Calmar Ratio Rank: 8787
Calmar Ratio Rank
BCEMX Martin Ratio Rank: 8585
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 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

+0.64

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

3.95

2.78

+1.17

Martin ratioReturn relative to average drawdown

14.88

12.44

+2.44

Dividends

Dividend History

Boston Common ESG Impact Emerging Markets Fund provided a 1.74% 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

1.74%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
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 0.88%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-31.06%Oct 2022
9mo 14d1y 11mo
2y 8moJan 2022 - Sep 2024
2025 selloff2025
-19.11%Apr 2025
6mo 2d2mo 17d
8mo 19dOct 2024 - Jun 2025
2026 correction2026
-13.85%Mar 2026
1mo 2d25d
1mo 27dFeb 2026 - Apr 2026
2026 pullback2026
-8.44%Jun 2026
7d
20d 10hJun 2026 - now
2026 pullback2026
-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

-13.85%

-9.10%

-4.75%

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

-0.88%

-1.80%

+0.92%

Average Drawdown

Average peak-to-trough decline

-11.26%

-10.71%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.03%

+1.64%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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