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BCAMX vs. YFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCAMX vs. YFSIX - 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 AMG Yacktman Global Fund (YFSIX). The values are adjusted to include any dividend payments, if applicable.

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BCAMX vs. YFSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCAMX
Boston Common ESG Impact U.S. Equity Fund
-4.51%14.23%23.81%21.04%-18.15%24.49%19.53%28.17%-8.51%18.43%
YFSIX
AMG Yacktman Global Fund
9.95%14.91%-0.34%16.64%-9.15%13.13%18.46%24.40%2.18%20.95%

Returns By Period

In the year-to-date period, BCAMX achieves a -4.51% return, which is significantly lower than YFSIX's 9.95% return.


BCAMX

1D
2.87%
1M
-5.42%
YTD
-4.51%
6M
-2.31%
1Y
15.60%
3Y*
15.75%
5Y*
9.32%
10Y*
11.56%

YFSIX

1D
1.66%
1M
-8.77%
YTD
9.95%
6M
1.95%
1Y
23.54%
3Y*
12.32%
5Y*
6.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCAMX vs. YFSIX - Expense Ratio Comparison

BCAMX has a 1.00% expense ratio, which is higher than YFSIX's 0.95% expense ratio.


Return for Risk

BCAMX vs. YFSIX — Risk / Return Rank

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

BCAMX
BCAMX Risk / Return Rank: 5151
Overall Rank
BCAMX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BCAMX Sortino Ratio Rank: 4545
Sortino Ratio Rank
BCAMX Omega Ratio Rank: 4545
Omega Ratio Rank
BCAMX Calmar Ratio Rank: 5555
Calmar Ratio Rank
BCAMX Martin Ratio Rank: 6868
Martin Ratio Rank

YFSIX
YFSIX Risk / Return Rank: 5454
Overall Rank
YFSIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
YFSIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
YFSIX Omega Ratio Rank: 7474
Omega Ratio Rank
YFSIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
YFSIX Martin Ratio Rank: 4343
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. YFSIX - 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 AMG Yacktman Global Fund (YFSIX). 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.


BCAMXYFSIXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.16

-0.20

Sortino ratio

Return per unit of downside risk

1.46

1.33

+0.14

Omega ratio

Gain probability vs. loss probability

1.21

1.30

-0.08

Calmar ratio

Return relative to maximum drawdown

1.52

1.52

0.00

Martin ratio

Return relative to average drawdown

7.21

4.86

+2.35

BCAMX vs. YFSIX - Sharpe Ratio Comparison

The current BCAMX Sharpe Ratio is 0.96, which is comparable to the YFSIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BCAMX and YFSIX, 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


BCAMXYFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.16

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.46

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.72

-0.04

Correlation

The correlation between BCAMX and YFSIX is 0.69, 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. YFSIX - Dividend Comparison

BCAMX's dividend yield for the trailing twelve months is around 6.54%, while YFSIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
BCAMX
Boston Common ESG Impact U.S. Equity Fund
6.54%6.24%6.22%1.55%6.30%4.25%0.35%3.94%5.47%3.13%1.89%0.88%
YFSIX
AMG Yacktman Global Fund
0.00%0.00%8.68%8.02%4.32%8.18%4.76%6.59%0.71%2.63%0.00%0.00%

Drawdowns

BCAMX vs. YFSIX - Drawdown Comparison

The maximum BCAMX drawdown since its inception was -33.06%, smaller than the maximum YFSIX drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for BCAMX and YFSIX.


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Drawdown Indicators


BCAMXYFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.06%

-35.10%

+2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-14.20%

+3.27%

Max Drawdown (5Y)

Largest decline over 5 years

-26.22%

-25.14%

-1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.06%

Current Drawdown

Current decline from peak

-6.20%

-9.56%

+3.36%

Average Drawdown

Average peak-to-trough decline

-4.26%

-4.94%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

4.43%

-2.13%

Volatility

BCAMX vs. YFSIX - Volatility Comparison

The current volatility for Boston Common ESG Impact U.S. Equity Fund (BCAMX) is 5.16%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.49%. This indicates that BCAMX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCAMXYFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

9.49%

-4.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

19.95%

-10.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.82%

21.30%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

15.13%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

16.21%

+1.65%