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BCAMX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCAMX vs. FSKAX - 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 Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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BCAMX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCAMX
Boston Common ESG Impact U.S. Equity Fund
-7.17%14.23%23.81%21.04%-18.15%24.49%19.53%28.17%-8.51%20.64%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, BCAMX achieves a -7.17% return, which is significantly lower than FSKAX's -6.77% return. Over the past 10 years, BCAMX has underperformed FSKAX with an annualized return of 11.25%, while FSKAX has yielded a comparatively higher 13.23% annualized 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%

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCAMX vs. FSKAX - Expense Ratio Comparison

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


Return for Risk

BCAMX vs. FSKAX — Risk / Return Rank

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

BCAMX
BCAMX Risk / Return Rank: 4040
Overall Rank
BCAMX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BCAMX Sortino Ratio Rank: 3939
Sortino Ratio Rank
BCAMX Omega Ratio Rank: 4040
Omega Ratio Rank
BCAMX Calmar Ratio Rank: 3737
Calmar Ratio Rank
BCAMX Martin Ratio Rank: 4848
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
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.

BCAMX vs. FSKAX - 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 Total Market Index Fund (FSKAX). 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.


BCAMXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.83

-0.02

Sortino ratio

Return per unit of downside risk

1.25

1.29

-0.03

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.00

1.04

-0.04

Martin ratio

Return relative to average drawdown

4.83

5.05

-0.22

BCAMX vs. FSKAX - Sharpe Ratio Comparison

The current BCAMX Sharpe Ratio is 0.81, which is comparable to the FSKAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of BCAMX and FSKAX, 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


BCAMXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.83

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.59

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.72

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.78

-0.11

Correlation

The correlation between BCAMX and FSKAX is 0.97, 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

BCAMX vs. FSKAX - Dividend Comparison

BCAMX's dividend yield for the trailing twelve months is around 6.72%, more than FSKAX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
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%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

BCAMX vs. FSKAX - Drawdown Comparison

The maximum BCAMX drawdown since its inception was -33.06%, smaller than the maximum FSKAX drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for BCAMX and FSKAX.


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Drawdown Indicators


BCAMXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.06%

-35.01%

+1.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-12.42%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.22%

-25.39%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.06%

-35.01%

+1.95%

Current Drawdown

Current decline from peak

-8.81%

-8.92%

+0.11%

Average Drawdown

Average peak-to-trough decline

-4.26%

-4.05%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.57%

-0.30%

Volatility

BCAMX vs. FSKAX - Volatility Comparison

The current volatility for Boston Common ESG Impact U.S. Equity Fund (BCAMX) is 4.02%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 4.42%. This indicates that BCAMX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCAMXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.42%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

9.40%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

16.62%

18.50%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

17.38%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.83%

18.42%

-0.59%