BCEMX vs. SSKEX

Last updated Apr 2, 2026

Compare and contrast key facts about Boston Common ESG Impact Emerging Markets Fund (BCEMX) and State Street Emerging Markets Equity Index Fund (SSKEX).

BCEMX is managed by Boston Common. It was launched on Sep 19, 2021. SSKEX is managed by State Street. It was launched on Dec 17, 2015.

Performance

BCEMX vs. SSKEX - Performance Comparison

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

BCEMX vs. SSKEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BCEMX Boston Common ESG Impact Emerging Markets Fund	2.37%	37.06%	8.63%	6.39%	-17.32%	1.08%
SSKEX State Street Emerging Markets Equity Index Fund	2.70%	33.79%	7.00%	9.50%	-20.23%	1.45%

Returns By Period

In the year-to-date period, BCEMX achieves a 2.37% return, which is significantly lower than SSKEX's 2.70% return.

BCEMX

• 1D: 2.75%
• 1M: -8.97%
• YTD: 2.37%
• 6M: 8.07%
• 1Y: 36.29%
• 3Y*: 15.88%
• 5Y*: —
• 10Y*: —

SSKEX

• 1D: 1.61%
• 1M: -8.96%
• YTD: 2.70%
• 6M: 6.45%
• 1Y: 32.02%
• 3Y*: 15.63%
• 5Y*: 3.69%
• 10Y*: 7.96%

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

BCEMX vs. SSKEX - Expense Ratio Comparison

BCEMX has a 0.99% expense ratio, which is higher than SSKEX's 0.17% expense ratio.

BCEMX

Boston Common ESG Impact Emerging Markets Fund

SSKEX

State Street Emerging Markets Equity Index Fund

Return for Risk

BCEMX vs. SSKEX — Risk / Return Rank

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

BCEMX

BCEMX Risk / Return Rank: 88
BCEMX Sharpe Ratio Rank: 90
BCEMX Sortino Ratio Rank: 89
BCEMX Omega Ratio Rank: 87
BCEMX Calmar Ratio Rank: 88
BCEMX Martin Ratio Rank: 88

SSKEX

SSKEX Risk / Return Rank: 88
SSKEX Sharpe Ratio Rank: 91
SSKEX Sortino Ratio Rank: 88
SSKEX Omega Ratio Rank: 86
SSKEX Calmar Ratio Rank: 89
SSKEX Martin Ratio Rank: 87

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. SSKEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Common ESG Impact Emerging Markets Fund (BCEMX) and State Street Emerging Markets Equity Index Fund (SSKEX). 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	SSKEX	Difference
Sharpe ratio Return per unit of total volatility	1.98	1.99	-0.01
Sortino ratio Return per unit of downside risk	2.58	2.55	+0.03
Omega ratio Gain probability vs. loss probability	1.38	1.37	+0.01
Calmar ratio Return relative to maximum drawdown	2.59	2.57	+0.02
Martin ratio Return relative to average drawdown	10.37	9.74	+0.63
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. SSKEX - Sharpe Ratio Comparison

The current BCEMX Sharpe Ratio is 1.98, which is comparable to the SSKEX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of BCEMX and SSKEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BCEMX	SSKEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	1.99	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.23	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.50	-0.09

Correlation

The correlation between BCEMX and SSKEX is 0.86, 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. SSKEX - Dividend Comparison

BCEMX's dividend yield for the trailing twelve months is around 2.13%, less than SSKEX's 2.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BCEMX Boston Common ESG Impact Emerging Markets Fund	2.13%	2.18%	2.33%	2.15%	2.02%	0.46%	0.00%	0.00%	0.00%	0.00%	0.00%
SSKEX State Street Emerging Markets Equity Index Fund	2.78%	2.85%	2.90%	3.26%	3.90%	1.95%	1.84%	2.84%	3.01%	2.55%	2.29%

Drawdowns

BCEMX vs. SSKEX - Drawdown Comparison

The maximum BCEMX drawdown since its inception was -31.06%, smaller than the maximum SSKEX drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for BCEMX and SSKEX.

Drawdown Indicators

	BCEMX	SSKEX	Difference
Max Drawdown Largest peak-to-trough decline	-31.06%	-39.23%	+8.17%
Max Drawdown (1Y) Largest decline over 1 year	-13.85%	-12.44%	-1.41%
Max Drawdown (5Y) Largest decline over 5 years	—	-37.16%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.23%	—
Current Drawdown Current decline from peak	-11.48%	-11.03%	-0.45%
Average Drawdown Average peak-to-trough decline	-11.70%	-13.46%	+1.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	3.28%	+0.18%

Volatility

BCEMX vs. SSKEX - Volatility Comparison

Boston Common ESG Impact Emerging Markets Fund (BCEMX) has a higher volatility of 9.22% compared to State Street Emerging Markets Equity Index Fund (SSKEX) at 7.77%. This indicates that BCEMX's price experiences larger fluctuations and is considered to be riskier than SSKEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCEMX	SSKEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.22%	7.77%	+1.45%
Volatility (6M) Calculated over the trailing 6-month period	13.91%	12.06%	+1.85%
Volatility (1Y) Calculated over the trailing 1-year period	18.59%	16.41%	+2.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.13%	16.11%	+2.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.13%	17.09%	+1.04%