BCAIX vs. FIQEX

Last updated Aug 4, 2026

BCAIX (Boston Common ESG Impact International Fund) and FIQEX (Fidelity Advisor Canada Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, BCAIX returned 3.79%/yr vs 11.29%/yr for FIQEX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. BCAIX charges 0.86%/yr vs 0.66%/yr for FIQEX.

Performance

BCAIX vs. FIQEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Common ESG Impact International Fund (BCAIX) and Fidelity Advisor Canada Fund Class Z (FIQEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCAIX achieves a 11.08% return, which is significantly higher than FIQEX's 9.32% return.

BCAIX

• 1D: -0.41%
• 1M: 0.68%
• 6M: 5.88%
• YTD: 11.08%
• 1Y: 22.95%
• 3Y*: 12.16%
• 5Y*: 3.79%
• 10Y*: 7.22%
• ALL TIME*: 5.17%

FIQEX

• 1D: -0.68%
• 1M: 3.47%
• 6M: 8.70%
• YTD: 9.32%
• 1Y: 20.23%
• 3Y*: 16.26%
• 5Y*: 11.29%
• 10Y*: —
• ALL TIME*: 12.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BCAIX Boston Common ESG Impact International Fund	$0.00	$0.00	$0.00
FIQEX Fidelity Advisor Canada Fund Class Z	$0.00	$0.00	$0.00

BCAIX vs. FIQEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BCAIX Boston Common ESG Impact International Fund	11.08%	25.22%	0.55%	11.55%	-21.86%	3.41%	18.56%	23.74%	-7.75%
FIQEX Fidelity Advisor Canada Fund Class Z	9.32%	25.98%	9.25%	14.83%	-6.02%	27.01%	4.61%	26.04%	-9.33%

Correlation

The correlation between BCAIX and FIQEX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.54
Correlation (3Y) Balances recent behavior with more history.	0.66
Correlation (5Y) Shows whether the relationship held over a longer period.	0.71
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018	0.73

The correlation between BCAIX and FIQEX shifts across timeframes, from 0.54 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BCAIX vs. FIQEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCAIX

BCAIX Risk / Return Rank: 45
BCAIX Sharpe Ratio Rank: 45
BCAIX Sortino Ratio Rank: 45
BCAIX Omega Ratio Rank: 43
BCAIX Calmar Ratio Rank: 44
BCAIX Martin Ratio Rank: 48

FIQEX

FIQEX Risk / Return Rank: 56
FIQEX Sharpe Ratio Rank: 53
FIQEX Sortino Ratio Rank: 47
FIQEX Omega Ratio Rank: 48
FIQEX Calmar Ratio Rank: 75
FIQEX Martin Ratio Rank: 57

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.

BCAIX vs. FIQEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Common ESG Impact International Fund (BCAIX) and Fidelity Advisor Canada Fund Class Z (FIQEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	BCAIX	FIQEX	Difference
Sharpe ratio: Return per unit of total volatility	1.39	1.51	-0.13
Sortino ratio: Return per unit of downside risk	2.01	2.04	-0.04
Omega ratio: Gain probability vs. loss probability	1.25	1.27	-0.02
Calmar ratio: Return relative to maximum drawdown	1.87	2.55	-0.68
Martin ratio: Return relative to average drawdown	7.28	8.11	-0.84

BCAIX vs. FIQEX - Sharpe Ratio Comparison

The current BCAIX Sharpe Ratio is 1.39, which is comparable to the FIQEX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of BCAIX and FIQEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BCAIX vs. FIQEX - Drawdown Comparison

The maximum BCAIX drawdown since its inception was -37.34%, smaller than the maximum FIQEX drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for BCAIX and FIQEX.

Drawdown Indicators

	BCAIX	FIQEX	Difference
Max Drawdown Largest peak-to-trough decline	-37.34%	-39.84%	+2.50%
Max Drawdown (1Y) Largest decline over 1 year	-12.15%	-7.61%	-4.54%
Max Drawdown (3Y) Largest decline over 3 years	-16.34%	-12.05%	-4.29%
Max Drawdown (5Y) Largest decline over 5 years	-37.34%	-20.97%	-16.37%
Max Drawdown (10Y) Largest decline over 10 years	-37.34%	—	—
Current Drawdown Current decline from peak	-0.41%	-0.68%	+0.27%
Average Drawdown Average peak-to-trough decline	-9.57%	-4.74%	-4.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.12%	2.39%	+0.73%

Volatility

BCAIX vs. FIQEX - Volatility Comparison

Boston Common ESG Impact International Fund (BCAIX) has a higher volatility of 4.84% compared to Fidelity Advisor Canada Fund Class Z (FIQEX) at 2.46%. This indicates that BCAIX's price experiences larger fluctuations and is considered to be riskier than FIQEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCAIX	FIQEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	2.46%	+2.38%
Volatility (6M) Calculated over the trailing 6-month period	14.01%	10.24%	+3.77%
Volatility (1Y) Calculated over the trailing 1-year period	16.48%	12.85%	+3.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.83%	15.90%	+0.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.40%	18.70%	-2.30%

BCAIX vs. FIQEX - Expense Ratio Comparison

BCAIX has a 0.86% expense ratio, which is higher than FIQEX's 0.66% expense ratio.

Dividends

BCAIX vs. FIQEX - Dividend Comparison

BCAIX's dividend yield for the trailing twelve months is around 3.44%, less than FIQEX's 5.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCAIX Boston Common ESG Impact International Fund	3.44%	3.82%	2.73%	2.32%	1.26%	3.34%	0.63%	2.25%	1.42%	1.18%	1.61%	1.10%
FIQEX Fidelity Advisor Canada Fund Class Z	5.30%	5.80%	7.84%	3.50%	4.07%	5.32%	2.74%	4.64%	7.61%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BCAIX and FIQEX in my portfolio?

BCAIX and FIQEX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCAIX or FIQEX?

BCAIX has higher volatility (4.84%) compared to FIQEX (2.46%). In terms of maximum drawdown, BCAIX dropped -37.34% vs FIQEX's -39.84%.

Which has better risk-adjusted returns?

FIQEX currently has the higher Sharpe Ratio (1.51 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.