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BCAIX vs. GSIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCAIX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Common ESG Impact International Fund (BCAIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

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BCAIX vs. GSIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCAIX
Boston Common ESG Impact International Fund
-3.75%25.22%0.55%11.55%-21.86%3.41%18.56%23.74%-13.46%25.72%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
3.78%20.85%9.66%22.10%-11.06%12.50%15.77%27.64%-6.04%29.92%

Returns By Period

In the year-to-date period, BCAIX achieves a -3.75% return, which is significantly lower than GSIMX's 3.78% return.


BCAIX

1D
0.39%
1M
-11.80%
YTD
-3.75%
6M
0.10%
1Y
14.11%
3Y*
7.70%
5Y*
1.78%
10Y*
5.99%

GSIMX

1D
0.60%
1M
-6.12%
YTD
3.78%
6M
7.89%
1Y
15.89%
3Y*
17.37%
5Y*
10.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCAIX vs. GSIMX - Expense Ratio Comparison

BCAIX has a 0.86% expense ratio, which is higher than GSIMX's 0.76% expense ratio.


Return for Risk

BCAIX vs. GSIMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCAIX
BCAIX Risk / Return Rank: 3434
Overall Rank
BCAIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BCAIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
BCAIX Omega Ratio Rank: 2929
Omega Ratio Rank
BCAIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
BCAIX Martin Ratio Rank: 3636
Martin Ratio Rank

GSIMX
GSIMX Risk / Return Rank: 7474
Overall Rank
GSIMX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSIMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSIMX Omega Ratio Rank: 7373
Omega Ratio Rank
GSIMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
GSIMX Martin Ratio Rank: 7777
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.

BCAIX vs. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Common ESG Impact International Fund (BCAIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.


BCAIXGSIMXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.28

-0.51

Sortino ratio

Return per unit of downside risk

1.12

1.69

-0.57

Omega ratio

Gain probability vs. loss probability

1.15

1.27

-0.12

Calmar ratio

Return relative to maximum drawdown

1.01

1.81

-0.81

Martin ratio

Return relative to average drawdown

3.85

7.41

-3.56

BCAIX vs. GSIMX - Sharpe Ratio Comparison

The current BCAIX Sharpe Ratio is 0.77, which is lower than the GSIMX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of BCAIX and GSIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BCAIXGSIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.28

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.73

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.81

-0.55

Correlation

The correlation between BCAIX and GSIMX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BCAIX vs. GSIMX - Dividend Comparison

BCAIX's dividend yield for the trailing twelve months is around 3.97%, less than GSIMX's 4.93% yield.


TTM20252024202320222021202020192018201720162015
BCAIX
Boston Common ESG Impact International Fund
3.97%3.82%2.73%2.32%1.26%3.34%0.63%2.25%1.42%1.18%1.61%1.10%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.93%5.12%11.18%2.36%4.89%2.23%0.18%0.65%0.53%0.16%0.00%0.00%

Drawdowns

BCAIX vs. GSIMX - Drawdown Comparison

The maximum BCAIX drawdown since its inception was -37.34%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for BCAIX and GSIMX.


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Drawdown Indicators


BCAIXGSIMXDifference

Max Drawdown

Largest peak-to-trough decline

-37.34%

-28.84%

-8.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-8.75%

-3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-37.34%

-25.37%

-11.97%

Max Drawdown (10Y)

Largest decline over 10 years

-37.34%

Current Drawdown

Current decline from peak

-11.80%

-6.12%

-5.68%

Average Drawdown

Average peak-to-trough decline

-9.74%

-4.85%

-4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.15%

+1.02%

Volatility

BCAIX vs. GSIMX - Volatility Comparison

Boston Common ESG Impact International Fund (BCAIX) has a higher volatility of 7.09% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.78%. This indicates that BCAIX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCAIXGSIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

4.78%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

7.35%

+3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

12.47%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

14.42%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

15.77%

+0.75%