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BCAIX vs. TIVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCAIX vs. TIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Common ESG Impact International Fund (BCAIX) and American Beacon Tocqueville International Value Fund (TIVFX). The values are adjusted to include any dividend payments, if applicable.

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BCAIX vs. TIVFX - 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%26.39%
TIVFX
American Beacon Tocqueville International Value Fund
10.36%36.15%3.73%15.43%-20.57%7.53%12.61%19.38%-19.87%24.18%

Returns By Period

In the year-to-date period, BCAIX achieves a -3.75% return, which is significantly lower than TIVFX's 10.36% return. Over the past 10 years, BCAIX has underperformed TIVFX with an annualized return of 5.99%, while TIVFX has yielded a comparatively higher 7.91% annualized 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%

TIVFX

1D
-0.23%
1M
-11.69%
YTD
10.36%
6M
14.86%
1Y
58.24%
3Y*
18.41%
5Y*
8.01%
10Y*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCAIX vs. TIVFX - Expense Ratio Comparison

BCAIX has a 0.86% expense ratio, which is lower than TIVFX's 1.20% expense ratio.


Return for Risk

BCAIX vs. TIVFX — 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

TIVFX
TIVFX Risk / Return Rank: 9696
Overall Rank
TIVFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TIVFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TIVFX Omega Ratio Rank: 9595
Omega Ratio Rank
TIVFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIVFX Martin Ratio Rank: 9797
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. TIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Common ESG Impact International Fund (BCAIX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.


BCAIXTIVFXDifference

Sharpe ratio

Return per unit of total volatility

0.77

2.87

-2.10

Sortino ratio

Return per unit of downside risk

1.12

3.32

-2.20

Omega ratio

Gain probability vs. loss probability

1.15

1.51

-0.36

Calmar ratio

Return relative to maximum drawdown

1.01

4.00

-3.00

Martin ratio

Return relative to average drawdown

3.85

16.63

-12.78

BCAIX vs. TIVFX - Sharpe Ratio Comparison

The current BCAIX Sharpe Ratio is 0.77, which is lower than the TIVFX Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of BCAIX and TIVFX, 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


BCAIXTIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

2.87

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.44

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.46

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.37

-0.10

Correlation

The correlation between BCAIX and TIVFX is 0.86, 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. TIVFX - Dividend Comparison

BCAIX's dividend yield for the trailing twelve months is around 3.97%, less than TIVFX's 7.99% 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%
TIVFX
American Beacon Tocqueville International Value Fund
7.99%8.82%10.23%1.66%1.39%3.65%0.34%1.69%1.37%1.28%1.57%3.01%

Drawdowns

BCAIX vs. TIVFX - Drawdown Comparison

The maximum BCAIX drawdown since its inception was -37.34%, smaller than the maximum TIVFX drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for BCAIX and TIVFX.


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Drawdown Indicators


BCAIXTIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-37.34%

-54.21%

+16.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-13.21%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-37.34%

-36.31%

-1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-37.34%

-41.51%

+4.17%

Current Drawdown

Current decline from peak

-11.80%

-11.69%

-0.11%

Average Drawdown

Average peak-to-trough decline

-9.74%

-13.45%

+3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.22%

-0.05%

Volatility

BCAIX vs. TIVFX - Volatility Comparison

The current volatility for Boston Common ESG Impact International Fund (BCAIX) is 7.09%, while American Beacon Tocqueville International Value Fund (TIVFX) has a volatility of 7.61%. This indicates that BCAIX experiences smaller price fluctuations and is considered to be less risky than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCAIXTIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

7.61%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

14.01%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

19.67%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

18.20%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

17.39%

-0.87%