BCAMX vs. FLCPX

Last updated Jun 3, 2026

BCAMX (Boston Common ESG Impact U.S. Equity Fund) and FLCPX (Fidelity SAI U.S. Large Cap Index Fund) are both Large Cap Blend Equities funds. Over the past 10 years, BCAMX returned 12.75%/yr vs 15.65%/yr for FLCPX. With a 0.97 correlation, they move nearly in lockstep. BCAMX charges 1.00%/yr vs 0.02%/yr for FLCPX.

Performance

BCAMX vs. FLCPX - 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 Fidelity SAI U.S. Large Cap Index Fund (FLCPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCAMX achieves a 7.76% return, which is significantly lower than FLCPX's 11.57% return. Over the past 10 years, BCAMX has underperformed FLCPX with an annualized return of 12.75%, while FLCPX has yielded a comparatively higher 15.65% annualized return.

BCAMX

• 1D: 0.37%
• 1M: 3.33%
• YTD: 7.76%
• 6M: 6.83%
• 1Y: 21.92%
• 3Y*: 19.82%
• 5Y*: 11.17%
• 10Y*: 12.75%

FLCPX

• 1D: 0.26%
• 1M: 5.23%
• YTD: 11.57%
• 6M: 11.93%
• 1Y: 29.57%
• 3Y*: 22.73%
• 5Y*: 14.18%
• 10Y*: 15.65%

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

BCAMX vs. FLCPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BCAMX Boston Common ESG Impact U.S. Equity Fund	7.76%	14.23%	23.81%	21.04%	-18.15%	24.49%	19.53%	28.17%	-8.51%	20.64%
FLCPX Fidelity SAI U.S. Large Cap Index Fund	11.57%	17.84%	25.08%	26.25%	-18.06%	28.61%	18.24%	31.59%	-4.38%	21.74%

Correlation

The correlation between BCAMX and FLCPX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Feb 16, 2016	0.97

The correlation between BCAMX and FLCPX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

Return for Risk

BCAMX vs. FLCPX — Risk / Return Rank

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

BCAMX

BCAMX Risk / Return Rank: 48
BCAMX Sharpe Ratio Rank: 44
BCAMX Sortino Ratio Rank: 44
BCAMX Omega Ratio Rank: 43
BCAMX Calmar Ratio Rank: 45
BCAMX Martin Ratio Rank: 62

FLCPX

FLCPX Risk / Return Rank: 75
FLCPX Sharpe Ratio Rank: 78
FLCPX Sortino Ratio Rank: 69
FLCPX Omega Ratio Rank: 69
FLCPX Calmar Ratio Rank: 75
FLCPX 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. FLCPX - 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 Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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	FLCPX	Difference
Sharpe ratio Return per unit of total volatility	1.96	2.56	-0.60
Sortino ratio Return per unit of downside risk	2.77	3.47	-0.70
Omega ratio Gain probability vs. loss probability	1.35	1.46	-0.11
Calmar ratio Return relative to maximum drawdown	2.57	3.44	-0.88
Martin ratio Return relative to average drawdown	12.21	16.14	-3.93
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. FLCPX - Sharpe Ratio Comparison

The current BCAMX Sharpe Ratio is 1.96, which is comparable to the FLCPX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of BCAMX and FLCPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BCAMX	FLCPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	2.56	-0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.84	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.87	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.92	-0.19

Drawdowns

BCAMX vs. FLCPX - Drawdown Comparison

The maximum BCAMX drawdown since its inception was -33.06%, roughly equal to the maximum FLCPX drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for BCAMX and FLCPX.

Drawdown Indicators

	BCAMX	FLCPX	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-33.87%	+0.81%
Max Drawdown (1Y) Largest decline over 1 year	-8.81%	-8.89%	+0.08%
Max Drawdown (3Y) Largest decline over 3 years	-18.63%	-18.76%	+0.13%
Max Drawdown (5Y) Largest decline over 5 years	-26.22%	-24.40%	-1.82%
Max Drawdown (10Y) Largest decline over 10 years	-33.06%	-33.87%	+0.81%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.22%	-4.19%	-0.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	1.90%	-0.05%

Volatility

BCAMX vs. FLCPX - Volatility Comparison

Boston Common ESG Impact U.S. Equity Fund (BCAMX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX) have volatilities of 2.81% and 2.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCAMX	FLCPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	2.82%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	8.89%	9.00%	-0.11%
Volatility (1Y) Calculated over the trailing 1-year period	11.46%	11.88%	-0.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	17.06%	-0.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	18.16%	-0.29%

BCAMX vs. FLCPX - Expense Ratio Comparison

BCAMX has a 1.00% expense ratio, which is higher than FLCPX's 0.02% expense ratio.

Dividends

BCAMX vs. FLCPX - Dividend Comparison

BCAMX's dividend yield for the trailing twelve months is around 5.79%, more than FLCPX's 0.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCAMX Boston Common ESG Impact U.S. Equity Fund	5.79%	6.24%	6.22%	1.55%	6.30%	4.25%	0.35%	3.94%	5.47%	3.13%	1.89%	0.88%
FLCPX Fidelity SAI U.S. Large Cap Index Fund	0.50%	0.56%	6.11%	7.05%	11.23%	10.38%	3.93%	1.74%	2.18%	1.57%	0.76%	0.00%

Frequently Asked Questions

Can I hold both BCAMX and FLCPX in my portfolio?

With a correlation of 0.94, BCAMX and FLCPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BCAMX or FLCPX?

FLCPX has higher volatility (2.82%) compared to BCAMX (2.81%). In terms of maximum drawdown, BCAMX dropped -33.06% vs FLCPX's -33.87%.

Which has better risk-adjusted returns?

FLCPX currently has the higher Sharpe Ratio (2.56 vs 1.96), 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.