BCAMX vs. IICAX

Last updated Jun 3, 2026

BCAMX (Boston Common ESG Impact U.S. Equity Fund) and IICAX (Asset Management Fund Large Cap Equity Fund) are both Large Cap Blend Equities funds. Over the past 10 years, BCAMX returned 12.75%/yr vs 11.46%/yr for IICAX. Their correlation of 0.91 suggests significant overlap in exposure. BCAMX charges 1.00%/yr vs 1.71%/yr for IICAX.

Performance

BCAMX vs. IICAX - 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 Asset Management Fund Large Cap Equity Fund (IICAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with BCAMX having a 7.76% return and IICAX slightly higher at 7.89%. Over the past 10 years, BCAMX has outperformed IICAX with an annualized return of 12.75%, while IICAX has yielded a comparatively lower 11.46% 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%

IICAX

• 1D: 0.41%
• 1M: 1.07%
• YTD: 7.89%
• 6M: 8.46%
• 1Y: 21.84%
• 3Y*: 17.34%
• 5Y*: 12.38%
• 10Y*: 11.46%

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

BCAMX vs. IICAX - 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%
IICAX Asset Management Fund Large Cap Equity Fund	7.89%	12.59%	18.66%	21.70%	-12.87%	33.00%	11.90%	26.48%	-6.25%	-0.30%

Correlation

The correlation between BCAMX and IICAX is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since May 1, 2012	0.91

The correlation between BCAMX and IICAX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

Return for Risk

BCAMX vs. IICAX — 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

IICAX

IICAX Risk / Return Rank: 62
IICAX Sharpe Ratio Rank: 56
IICAX Sortino Ratio Rank: 56
IICAX Omega Ratio Rank: 54
IICAX Calmar Ratio Rank: 70
IICAX Martin Ratio Rank: 75

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. IICAX - 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 Asset Management Fund Large Cap Equity Fund (IICAX). 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	IICAX	Difference
Sharpe ratio Return per unit of total volatility	1.96	2.21	-0.26
Sortino ratio Return per unit of downside risk	2.77	3.13	-0.36
Omega ratio Gain probability vs. loss probability	1.35	1.40	-0.05
Calmar ratio Return relative to maximum drawdown	2.57	3.24	-0.68
Martin ratio Return relative to average drawdown	12.21	14.15	-1.95
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. IICAX - Sharpe Ratio Comparison

The current BCAMX Sharpe Ratio is 1.96, which is comparable to the IICAX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BCAMX and IICAX, 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	IICAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	2.21	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.79	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.53	+0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.02	+0.72

Drawdowns

BCAMX vs. IICAX - Drawdown Comparison

The maximum BCAMX drawdown since its inception was -33.06%, smaller than the maximum IICAX drawdown of -96.26%. Use the drawdown chart below to compare losses from any high point for BCAMX and IICAX.

Drawdown Indicators

	BCAMX	IICAX	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-96.26%	+63.20%
Max Drawdown (1Y) Largest decline over 1 year	-8.81%	-7.25%	-1.56%
Max Drawdown (3Y) Largest decline over 3 years	-18.63%	-17.69%	-0.94%
Max Drawdown (5Y) Largest decline over 5 years	-26.22%	-22.79%	-3.43%
Max Drawdown (10Y) Largest decline over 10 years	-33.06%	-39.01%	+5.95%
Current Drawdown Current decline from peak	0.00%	-67.72%	+67.72%
Average Drawdown Average peak-to-trough decline	-4.22%	-68.17%	+63.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	1.66%	+0.19%

Volatility

BCAMX vs. IICAX - Volatility Comparison

Boston Common ESG Impact U.S. Equity Fund (BCAMX) has a higher volatility of 2.81% compared to Asset Management Fund Large Cap Equity Fund (IICAX) at 2.56%. This indicates that BCAMX's price experiences larger fluctuations and is considered to be riskier than IICAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCAMX	IICAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	2.56%	+0.25%
Volatility (6M) Calculated over the trailing 6-month period	8.89%	8.01%	+0.88%
Volatility (1Y) Calculated over the trailing 1-year period	11.46%	10.46%	+1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	15.93%	+0.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	21.91%	-4.04%

BCAMX vs. IICAX - Expense Ratio Comparison

BCAMX has a 1.00% expense ratio, which is lower than IICAX's 1.71% expense ratio.

Dividends

BCAMX vs. IICAX - Dividend Comparison

BCAMX's dividend yield for the trailing twelve months is around 5.79%, less than IICAX's 10.43% 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%
IICAX Asset Management Fund Large Cap Equity Fund	10.43%	11.22%	6.32%	9.33%	9.58%	5.38%	3.83%	5.15%	13.41%	0.85%	30.91%	8.23%

Frequently Asked Questions

Can I hold both BCAMX and IICAX in my portfolio?

BCAMX and IICAX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCAMX or IICAX?

BCAMX has higher volatility (2.81%) compared to IICAX (2.56%). In terms of maximum drawdown, BCAMX dropped -33.06% vs IICAX's -96.26%.

Which has better risk-adjusted returns?

IICAX currently has the higher Sharpe Ratio (2.21 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.