BCEMX vs. BCAIX
Compare and contrast key facts about Boston Common ESG Impact Emerging Markets Fund (BCEMX) and Boston Common ESG Impact International Fund (BCAIX).
BCEMX is managed by Boston Common. It was launched on Sep 19, 2021. BCAIX is managed by Boston Common. It was launched on Dec 29, 2010.
Performance
BCEMX vs. BCAIX - Performance Comparison
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BCEMX vs. BCAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BCEMX Boston Common ESG Impact Emerging Markets Fund | -0.37% | 37.06% | 8.63% | 6.39% | -17.32% | 1.08% |
BCAIX Boston Common ESG Impact International Fund | -3.75% | 25.22% | 0.55% | 11.55% | -21.86% | 0.53% |
Returns By Period
In the year-to-date period, BCEMX achieves a -0.37% return, which is significantly higher than BCAIX's -3.75% return.
BCEMX
- 1D
- -0.88%
- 1M
- -12.57%
- YTD
- -0.37%
- 6M
- 5.91%
- 1Y
- 32.93%
- 3Y*
- 14.83%
- 5Y*
- —
- 10Y*
- —
BCAIX
- 1D
- 0.39%
- 1M
- -11.80%
- YTD
- -3.75%
- 6M
- 0.10%
- 1Y
- 14.11%
- 3Y*
- 7.70%
- 5Y*
- 1.78%
- 10Y*
- 5.99%
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BCEMX vs. BCAIX - Expense Ratio Comparison
BCEMX has a 0.99% expense ratio, which is higher than BCAIX's 0.86% expense ratio.
Return for Risk
BCEMX vs. BCAIX — Risk / Return Rank
BCEMX
BCAIX
BCEMX vs. BCAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Common ESG Impact Emerging Markets Fund (BCEMX) and Boston Common ESG Impact International Fund (BCAIX). 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.
| BCEMX | BCAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 0.77 | +0.99 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.12 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.15 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.01 | +1.15 |
Martin ratioReturn relative to average drawdown | 8.84 | 3.85 | +4.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCEMX | BCAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.77 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.11 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.26 | +0.11 |
Correlation
The correlation between BCEMX and BCAIX is 0.74, 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
BCEMX vs. BCAIX - Dividend Comparison
BCEMX's dividend yield for the trailing twelve months is around 2.19%, less than BCAIX's 3.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCEMX Boston Common ESG Impact Emerging Markets Fund | 2.19% | 2.18% | 2.33% | 2.15% | 2.02% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BCAIX Boston Common ESG Impact International Fund | 3.97% | 3.82% | 2.73% | 2.32% | 1.26% | 3.34% | 0.63% | 2.25% | 1.42% | 1.18% | 1.61% | 1.10% |
Drawdowns
BCEMX vs. BCAIX - Drawdown Comparison
The maximum BCEMX drawdown since its inception was -31.06%, smaller than the maximum BCAIX drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for BCEMX and BCAIX.
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Drawdown Indicators
| BCEMX | BCAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.06% | -37.34% | +6.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.85% | -12.15% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.34% | — |
Current DrawdownCurrent decline from peak | -13.85% | -11.80% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -9.74% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.17% | +0.21% |
Volatility
BCEMX vs. BCAIX - Volatility Comparison
Boston Common ESG Impact Emerging Markets Fund (BCEMX) has a higher volatility of 8.64% compared to Boston Common ESG Impact International Fund (BCAIX) at 7.09%. This indicates that BCEMX's price experiences larger fluctuations and is considered to be riskier than BCAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCEMX | BCAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 7.09% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 11.10% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 16.87% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 16.39% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 16.52% | +1.57% |