BCAMX vs. MNRMX

Last updated Jun 25, 2026

BCAMX (Boston Common ESG Impact U.S. Equity Fund) and MNRMX (Manor Investment Funds Manor Fund) are both Large Cap Blend Equities funds. Over the past 10 years, BCAMX returned 12.83%/yr vs 12.09%/yr for MNRMX. Their correlation of 0.90 suggests significant overlap in exposure. BCAMX charges 1.00%/yr vs 1.25%/yr for MNRMX.

Performance

BCAMX vs. MNRMX - 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 Manor Investment Funds Manor Fund (MNRMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCAMX achieves a 5.50% return, which is significantly lower than MNRMX's 16.87% return. Over the past 10 years, BCAMX has outperformed MNRMX with an annualized return of 12.83%, while MNRMX has yielded a comparatively lower 12.09% annualized return.

BCAMX

• 1D: -1.34%
• 1M: -1.02%
• YTD: 5.50%
• 6M: 4.21%
• 1Y: 17.39%
• 3Y*: 18.13%
• 5Y*: 10.31%
• 10Y*: 12.83%

MNRMX

• 1D: -2.45%
• 1M: 4.32%
• YTD: 16.87%
• 6M: 14.86%
• 1Y: 34.46%
• 3Y*: 21.10%
• 5Y*: 11.93%
• 10Y*: 12.09%

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

BCAMX vs. MNRMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BCAMX Boston Common ESG Impact U.S. Equity Fund	5.50%	14.23%	23.81%	21.04%	-18.15%	24.49%	19.53%	28.17%	-8.51%	20.64%
MNRMX Manor Investment Funds Manor Fund	16.87%	20.62%	12.32%	13.77%	-10.73%	29.52%	5.94%	31.64%	-19.36%	21.55%

Correlation

The correlation between BCAMX and MNRMX is 0.82, 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Apr 30, 2012	0.90

The correlation between BCAMX and MNRMX has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.

Return for Risk

BCAMX vs. MNRMX — Risk / Return Rank

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

BCAMX

BCAMX Risk / Return Rank: 42
BCAMX Sharpe Ratio Rank: 39
BCAMX Sortino Ratio Rank: 39
BCAMX Omega Ratio Rank: 38
BCAMX Calmar Ratio Rank: 40
BCAMX Martin Ratio Rank: 54

MNRMX

MNRMX Risk / Return Rank: 86
MNRMX Sharpe Ratio Rank: 85
MNRMX Sortino Ratio Rank: 78
MNRMX Omega Ratio Rank: 76
MNRMX Calmar Ratio Rank: 95
MNRMX Martin Ratio Rank: 96

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. MNRMX - 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 Manor Investment Funds Manor Fund (MNRMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BCAMX	MNRMX	Difference
Sharpe ratio: Return per unit of total volatility	1.57	2.41	-0.84
Sortino ratio: Return per unit of downside risk	2.25	3.18	-0.94
Omega ratio: Gain probability vs. loss probability	1.28	1.42	-0.14
Calmar ratio: Return relative to maximum drawdown	2.13	5.10	-2.97
Martin ratio: Return relative to average drawdown	9.81	21.11	-11.30

BCAMX vs. MNRMX - Sharpe Ratio Comparison

The current BCAMX Sharpe Ratio is 1.57, which is lower than the MNRMX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of BCAMX and MNRMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BCAMX vs. MNRMX - Drawdown Comparison

The maximum BCAMX drawdown since its inception was -33.06%, smaller than the maximum MNRMX drawdown of -78.38%. Use the drawdown chart below to compare losses from any high point for BCAMX and MNRMX.

Drawdown Indicators

	BCAMX	MNRMX	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-78.38%	+45.32%
Max Drawdown (1Y) Largest decline over 1 year	-8.81%	-7.20%	-1.61%
Max Drawdown (3Y) Largest decline over 3 years	-18.63%	-78.38%	+59.75%
Max Drawdown (5Y) Largest decline over 5 years	-26.22%	-78.38%	+52.16%
Max Drawdown (10Y) Largest decline over 10 years	-33.06%	-78.38%	+45.32%
Current Drawdown Current decline from peak	-2.44%	-63.57%	+61.13%
Average Drawdown Average peak-to-trough decline	-4.21%	-12.66%	+8.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	1.74%	+0.17%

Volatility

BCAMX vs. MNRMX - Volatility Comparison

The current volatility for Boston Common ESG Impact U.S. Equity Fund (BCAMX) is 4.31%, while Manor Investment Funds Manor Fund (MNRMX) has a volatility of 5.89%. This indicates that BCAMX experiences smaller price fluctuations and is considered to be less risky than MNRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCAMX	MNRMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	5.89%	-1.58%
Volatility (6M) Calculated over the trailing 6-month period	9.56%	12.39%	-2.83%
Volatility (1Y) Calculated over the trailing 1-year period	11.95%	15.26%	-3.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.86%	127.25%	-110.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.86%	91.14%	-73.28%

BCAMX vs. MNRMX - Expense Ratio Comparison

BCAMX has a 1.00% expense ratio, which is lower than MNRMX's 1.25% expense ratio.

Dividends

BCAMX vs. MNRMX - Dividend Comparison

BCAMX's dividend yield for the trailing twelve months is around 5.92%, less than MNRMX's 7.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCAMX Boston Common ESG Impact U.S. Equity Fund	5.92%	6.24%	6.22%	1.55%	6.30%	4.25%	0.35%	3.94%	5.47%	3.13%	1.89%	0.88%
MNRMX Manor Investment Funds Manor Fund	7.10%	8.30%	0.00%	1.00%	4.66%	3.46%	1.77%	1.14%	4.92%	1.03%	10.51%	5.71%

Frequently Asked Questions

Can I hold both BCAMX and MNRMX in my portfolio?

BCAMX and MNRMX have a correlation of 0.82, 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 MNRMX?

MNRMX has higher volatility (5.89%) compared to BCAMX (4.31%). In terms of maximum drawdown, BCAMX dropped -33.06% vs MNRMX's -78.38%.

Which has better risk-adjusted returns?

MNRMX currently has the higher Sharpe Ratio (2.41 vs 1.57), 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.