See what your fund actually adds
Boston Common ESG Impact Emerging Markets Fund BCEMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BCEMX | Replication |
|---|---|---|
| Annualized growth | 7.4% | 7.3% |
| Annualized volatility | 18.1% | 15.1% |
| Sharpe ratio | 0.48 | 0.54 |
| Maximum drawdown | 31.2% | 28.9% |
| Replication fit (R²) | 0.91 · Tracking error 5.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model BCEMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 83.9% |
| XLK | Sector · Technology | 5.1% |
| EFG | Intl · Growth | 4.0% |
| VEA | Intl · Developed | 3.7% |
| MTUM | Factor · Momentum | 3.3% |