BCAMX vs. BCEMX

Last updated Apr 1, 2026

Compare and contrast key facts about Boston Common ESG Impact U.S. Equity Fund (BCAMX) and Boston Common ESG Impact Emerging Markets Fund (BCEMX).

BCAMX is managed by Boston Common. It was launched on Apr 30, 2012. BCEMX is managed by Boston Common. It was launched on Sep 19, 2021.

Performance

BCAMX vs. BCEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Common ESG Impact U.S. Equity Fund (BCAMX) and Boston Common ESG Impact Emerging Markets Fund (BCEMX). The values are adjusted to include any dividend payments, if applicable.

BCAMX vs. BCEMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BCAMX Boston Common ESG Impact U.S. Equity Fund	-7.17%	14.23%	23.81%	21.04%	-18.15%	1.11%
BCEMX Boston Common ESG Impact Emerging Markets Fund	-0.37%	37.06%	8.63%	6.39%	-17.32%	1.08%

Returns By Period

In the year-to-date period, BCAMX achieves a -7.17% return, which is significantly lower than BCEMX's -0.37% return.

BCAMX

• 1D: -0.13%
• 1M: -8.17%
• YTD: -7.17%
• 6M: -4.76%
• 1Y: 12.76%
• 3Y*: 14.67%
• 5Y*: 8.97%
• 10Y*: 11.25%

BCEMX

• 1D: -0.88%
• 1M: -12.57%
• YTD: -0.37%
• 6M: 5.91%
• 1Y: 32.93%
• 3Y*: 14.83%
• 5Y*: —
• 10Y*: —

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

BCAMX vs. BCEMX - Expense Ratio Comparison

BCAMX has a 1.00% expense ratio, which is higher than BCEMX's 0.99% expense ratio.

BCAMX

Boston Common ESG Impact U.S. Equity Fund

BCEMX

Boston Common ESG Impact Emerging Markets Fund

Return for Risk

BCAMX vs. BCEMX — Risk / Return Rank

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

BCAMX

BCAMX Risk / Return Rank: 40
BCAMX Sharpe Ratio Rank: 37
BCAMX Sortino Ratio Rank: 39
BCAMX Omega Ratio Rank: 40
BCAMX Calmar Ratio Rank: 37
BCAMX Martin Ratio Rank: 48

BCEMX

BCEMX Risk / Return Rank: 86
BCEMX Sharpe Ratio Rank: 87
BCEMX Sortino Ratio Rank: 86
BCEMX Omega Ratio Rank: 84
BCEMX Calmar Ratio Rank: 85
BCEMX Martin Ratio Rank: 85

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.

BCAMX vs. BCEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Common ESG Impact U.S. Equity Fund (BCAMX) and Boston Common ESG Impact Emerging Markets Fund (BCEMX). 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.

	BCAMX	BCEMX	Difference
Sharpe ratio Return per unit of total volatility	0.81	1.76	-0.95
Sortino ratio Return per unit of downside risk	1.25	2.32	-1.07
Omega ratio Gain probability vs. loss probability	1.18	1.34	-0.16
Calmar ratio Return relative to maximum drawdown	1.00	2.16	-1.16
Martin ratio Return relative to average drawdown	4.83	8.84	-4.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BCAMX vs. BCEMX - Sharpe Ratio Comparison

The current BCAMX Sharpe Ratio is 0.81, which is lower than the BCEMX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of BCAMX and BCEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BCAMX	BCEMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	1.76	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.37	+0.30

Correlation

The correlation between BCAMX and BCEMX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BCAMX vs. BCEMX - Dividend Comparison

BCAMX's dividend yield for the trailing twelve months is around 6.72%, more than BCEMX's 2.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCAMX Boston Common ESG Impact U.S. Equity Fund	6.72%	6.24%	6.22%	1.55%	6.30%	4.25%	0.35%	3.94%	5.47%	3.13%	1.89%	0.88%
BCEMX Boston Common ESG Impact Emerging Markets Fund	2.19%	2.18%	2.33%	2.15%	2.02%	0.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BCAMX vs. BCEMX - Drawdown Comparison

The maximum BCAMX drawdown since its inception was -33.06%, which is greater than BCEMX's maximum drawdown of -31.06%. Use the drawdown chart below to compare losses from any high point for BCAMX and BCEMX.

Drawdown Indicators

	BCAMX	BCEMX	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-31.06%	-2.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.93%	-13.85%	+2.92%
Max Drawdown (5Y) Largest decline over 5 years	-26.22%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.06%	—	—
Current Drawdown Current decline from peak	-8.81%	-13.85%	+5.04%
Average Drawdown Average peak-to-trough decline	-4.26%	-11.70%	+7.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	3.38%	-1.11%

Volatility

BCAMX vs. BCEMX - Volatility Comparison

The current volatility for Boston Common ESG Impact U.S. Equity Fund (BCAMX) is 4.02%, while Boston Common ESG Impact Emerging Markets Fund (BCEMX) has a volatility of 8.64%. This indicates that BCAMX experiences smaller price fluctuations and is considered to be less risky than BCEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCAMX	BCEMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.02%	8.64%	-4.62%
Volatility (6M) Calculated over the trailing 6-month period	8.60%	13.67%	-5.07%
Volatility (1Y) Calculated over the trailing 1-year period	16.62%	18.44%	-1.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.76%	18.09%	-1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.83%	18.09%	-0.26%