BCAIX vs. IVFIX
BCAIX (Boston Common ESG Impact International Fund) and IVFIX (Federated Hermes International Strategic Value Dividend Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, BCAIX returned 7.22%/yr vs 7.22%/yr for IVFIX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.86% expense ratio.
Performance
BCAIX vs. IVFIX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with BCAIX having a 11.08% return and IVFIX slightly higher at 11.54%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: BCAIX at 7.22% and IVFIX at 7.22%.
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%
IVFIX
- 1D
- -0.60%
- 1M
- 2.69%
- 6M
- 7.03%
- YTD
- 11.54%
- 1Y
- 23.84%
- 3Y*
- 15.19%
- 5Y*
- 10.39%
- 10Y*
- 7.22%
- ALL TIME*
- 3.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BCAIX vs. IVFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCAIX Boston Common ESG Impact International Fund | 11.08% | 25.22% | 0.55% | 11.55% | -21.86% | 3.41% | 18.56% | 23.74% | -13.46% | 26.39% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 11.54% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
Correlation
The correlation between BCAIX and IVFIX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2010 | 0.79 |
Over the past year, the correlation between BCAIX and IVFIX has dropped to 0.47 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BCAIX vs. IVFIX — Risk / Return Rank
BCAIX
IVFIX
BCAIX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Common ESG Impact International Fund (BCAIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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 | IVFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.45 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 4.20 | -2.32 |
| Martin ratioReturn relative to average drawdown | 7.28 | 9.64 | -2.36 |
Loading charts...
Drawdowns
BCAIX vs. IVFIX - Drawdown Comparison
The maximum BCAIX drawdown since its inception was -37.34%, smaller than the maximum IVFIX drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for BCAIX and IVFIX.
Loading charts...
Drawdown Indicators
| BCAIX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.34% | -51.49% | +14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -6.97% | -5.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.34% | -10.75% | -5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -37.34% | -21.29% | -16.05% |
Max Drawdown (10Y)Largest decline over 10 years | -37.34% | -33.46% | -3.88% |
Current DrawdownCurrent decline from peak | -0.41% | -0.96% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -11.55% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.82% | +0.30% |
Volatility
BCAIX vs. IVFIX - Volatility Comparison
Boston Common ESG Impact International Fund (BCAIX) has a higher volatility of 4.84% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 3.27%. This indicates that BCAIX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BCAIX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 3.27% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.01% | 9.73% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 12.09% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 13.13% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 14.56% | +1.84% |
BCAIX vs. IVFIX - Expense Ratio Comparison
Both BCAIX and IVFIX have an expense ratio of 0.86%.
Dividends
BCAIX vs. IVFIX - Dividend Comparison
BCAIX's dividend yield for the trailing twelve months is around 3.44%, less than IVFIX's 3.54% 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% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.54% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
Frequently Asked Questions
BCAIX and IVFIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCAIX has higher volatility (4.84%) compared to IVFIX (3.27%). In terms of maximum drawdown, BCAIX dropped -37.34% vs IVFIX's -51.49%.
IVFIX currently has the higher Sharpe Ratio (2.43 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.
Find the right allocation for BCAIX and IVFIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer