BCEMX vs. BCAMX
Compare and contrast key facts about Boston Common ESG Impact Emerging Markets Fund (BCEMX) and Boston Common ESG Impact U.S. Equity Fund (BCAMX).
BCEMX is managed by Boston Common. It was launched on Sep 19, 2021. BCAMX is managed by Boston Common. It was launched on Apr 30, 2012.
Performance
BCEMX vs. BCAMX - Performance Comparison
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BCEMX vs. BCAMX - 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% |
BCAMX Boston Common ESG Impact U.S. Equity Fund | -7.17% | 14.23% | 23.81% | 21.04% | -18.15% | 1.11% |
Returns By Period
In the year-to-date period, BCEMX achieves a -0.37% return, which is significantly higher than BCAMX's -7.17% return.
BCEMX
- 1D
- -0.88%
- 1M
- -12.57%
- YTD
- -0.37%
- 6M
- 5.91%
- 1Y
- 32.93%
- 3Y*
- 14.83%
- 5Y*
- —
- 10Y*
- —
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%
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BCEMX vs. BCAMX - Expense Ratio Comparison
BCEMX has a 0.99% expense ratio, which is lower than BCAMX's 1.00% expense ratio.
Return for Risk
BCEMX vs. BCAMX — Risk / Return Rank
BCEMX
BCAMX
BCEMX vs. BCAMX - 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 U.S. Equity Fund (BCAMX). 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 | BCAMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 0.81 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.25 | +1.07 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.18 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.00 | +1.16 |
Martin ratioReturn relative to average drawdown | 8.84 | 4.83 | +4.01 |
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 | BCAMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.81 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.67 | -0.30 |
Correlation
The correlation between BCEMX and BCAMX is 0.65, 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
BCEMX vs. BCAMX - Dividend Comparison
BCEMX's dividend yield for the trailing twelve months is around 2.19%, less than BCAMX's 6.72% 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% |
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% |
Drawdowns
BCEMX vs. BCAMX - Drawdown Comparison
The maximum BCEMX drawdown since its inception was -31.06%, smaller than the maximum BCAMX drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for BCEMX and BCAMX.
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Drawdown Indicators
| BCEMX | BCAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.06% | -33.06% | +2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.85% | -10.93% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.06% | — |
Current DrawdownCurrent decline from peak | -13.85% | -8.81% | -5.04% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -4.26% | -7.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.27% | +1.11% |
Volatility
BCEMX vs. BCAMX - Volatility Comparison
Boston Common ESG Impact Emerging Markets Fund (BCEMX) has a higher volatility of 8.64% compared to Boston Common ESG Impact U.S. Equity Fund (BCAMX) at 4.02%. This indicates that BCEMX's price experiences larger fluctuations and is considered to be riskier than BCAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCEMX | BCAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 4.02% | +4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 8.60% | +5.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 16.62% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 16.76% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 17.83% | +0.26% |