BCEMX vs. EAEMX

Last updated Jun 3, 2026

BCEMX (Boston Common ESG Impact Emerging Markets Fund) and EAEMX (Parametric Emerging Markets Fund) are both Emerging Markets Diversified funds. Over the past 3 years, BCEMX returned 24.17%/yr vs 16.68%/yr for EAEMX. Their correlation of 0.88 suggests significant overlap in exposure. BCEMX charges 0.99%/yr vs 1.58%/yr for EAEMX.

Performance

BCEMX vs. EAEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Common ESG Impact Emerging Markets Fund (BCEMX) and Parametric Emerging Markets Fund (EAEMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCEMX achieves a 25.60% return, which is significantly higher than EAEMX's 12.43% return.

BCEMX

• 1D: 2.40%
• 1M: 8.32%
• YTD: 25.60%
• 6M: 28.55%
• 1Y: 57.04%
• 3Y*: 24.17%
• 5Y*: —
• 10Y*: —

EAEMX

• 1D: 0.78%
• 1M: 2.80%
• YTD: 12.43%
• 6M: 13.84%
• 1Y: 31.24%
• 3Y*: 16.68%
• 5Y*: 6.71%
• 10Y*: 7.20%

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

BCEMX vs. EAEMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BCEMX Boston Common ESG Impact Emerging Markets Fund	25.60%	37.06%	8.63%	6.39%	-17.32%	1.08%
EAEMX Parametric Emerging Markets Fund	12.43%	27.16%	5.39%	9.46%	-11.27%	1.30%

Correlation

The correlation between BCEMX and EAEMX is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021	0.88

The correlation between BCEMX and EAEMX has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

Return for Risk

BCEMX vs. EAEMX — Risk / Return Rank

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

BCEMX

BCEMX Risk / Return Rank: 86
BCEMX Sharpe Ratio Rank: 93
BCEMX Sortino Ratio Rank: 84
BCEMX Omega Ratio Rank: 85
BCEMX Calmar Ratio Rank: 85
BCEMX Martin Ratio Rank: 84

EAEMX

EAEMX Risk / Return Rank: 74
EAEMX Sharpe Ratio Rank: 85
EAEMX Sortino Ratio Rank: 78
EAEMX Omega Ratio Rank: 83
EAEMX Calmar Ratio Rank: 64
EAEMX Martin Ratio Rank: 56

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.

BCEMX vs. EAEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Common ESG Impact Emerging Markets Fund (BCEMX) and Parametric Emerging Markets Fund (EAEMX). 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	EAEMX	Difference
Sharpe ratio Return per unit of total volatility	3.14	2.77	+0.37
Sortino ratio Return per unit of downside risk	4.00	3.74	+0.26
Omega ratio Gain probability vs. loss probability	1.58	1.55	+0.02
Calmar ratio Return relative to maximum drawdown	4.04	3.10	+0.94
Martin ratio Return relative to average drawdown	15.93	11.44	+4.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BCEMX vs. EAEMX - Sharpe Ratio Comparison

The current BCEMX Sharpe Ratio is 3.14, which is comparable to the EAEMX Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of BCEMX and EAEMX, 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

	BCEMX	EAEMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.14	2.77	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.30	+0.36

Drawdowns

BCEMX vs. EAEMX - Drawdown Comparison

The maximum BCEMX drawdown since its inception was -31.06%, smaller than the maximum EAEMX drawdown of -62.70%. Use the drawdown chart below to compare losses from any high point for BCEMX and EAEMX.

Drawdown Indicators

	BCEMX	EAEMX	Difference
Max Drawdown Largest peak-to-trough decline	-31.06%	-62.70%	+31.64%
Max Drawdown (1Y) Largest decline over 1 year	-13.85%	-9.90%	-3.95%
Max Drawdown (3Y) Largest decline over 3 years	-19.11%	-11.74%	-7.37%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.16%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-11.35%	-13.48%	+2.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	2.69%	+0.82%

Volatility

BCEMX vs. EAEMX - Volatility Comparison

Boston Common ESG Impact Emerging Markets Fund (BCEMX) has a higher volatility of 7.78% compared to Parametric Emerging Markets Fund (EAEMX) at 4.00%. This indicates that BCEMX's price experiences larger fluctuations and is considered to be riskier than EAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCEMX	EAEMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.78%	4.00%	+3.78%
Volatility (6M) Calculated over the trailing 6-month period	15.49%	9.83%	+5.66%
Volatility (1Y) Calculated over the trailing 1-year period	18.54%	11.58%	+6.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.44%	11.60%	+6.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.44%	13.43%	+5.01%

BCEMX vs. EAEMX - Expense Ratio Comparison

BCEMX has a 0.99% expense ratio, which is lower than EAEMX's 1.58% expense ratio.

Dividends

BCEMX vs. EAEMX - Dividend Comparison

BCEMX's dividend yield for the trailing twelve months is around 1.74%, less than EAEMX's 2.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCEMX Boston Common ESG Impact Emerging Markets Fund	1.74%	2.18%	2.33%	2.15%	2.02%	0.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EAEMX Parametric Emerging Markets Fund	2.51%	2.83%	3.00%	2.71%	4.40%	1.64%	1.08%	2.48%	2.14%	2.31%	1.52%	1.68%

Frequently Asked Questions

Can I hold both BCEMX and EAEMX in my portfolio?

BCEMX and EAEMX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCEMX or EAEMX?

BCEMX has higher volatility (7.78%) compared to EAEMX (4.00%). In terms of maximum drawdown, BCEMX dropped -31.06% vs EAEMX's -62.70%.

Which has better risk-adjusted returns?

BCEMX currently has the higher Sharpe Ratio (3.14 vs 2.77), 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.