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Domini Impact International Equity Fund (DOMIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US2571327046

CUSIP

257132704

Issuer

Domini

Inception Date

Dec 27, 2006

Min. Investment

$2,500

Asset Class

Equity

Expense Ratio

DOMIX has a high expense ratio of 1.37%, indicating higher-than-average management fees.


Expense ratio chart for DOMIX: current value at 1.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.37%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Domini Impact International Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.81%
9.25%
DOMIX (Domini Impact International Equity Fund)
Benchmark (^GSPC)

Returns By Period

Domini Impact International Equity Fund had a return of 8.64% year-to-date (YTD) and 17.46% in the last 12 months. Over the past 10 years, Domini Impact International Equity Fund had an annualized return of 4.14%, while the S&P 500 had an annualized return of 11.26%, indicating that Domini Impact International Equity Fund did not perform as well as the benchmark.


DOMIX

YTD

8.64%

1M

7.80%

6M

6.70%

1Y

17.46%

5Y*

5.83%

10Y*

4.14%

^GSPC (Benchmark)

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of DOMIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.21%8.64%
2024-0.23%2.57%4.21%-3.06%5.85%-2.53%2.55%3.57%1.25%-4.74%2.06%-2.93%8.25%
20239.41%-3.29%1.96%1.92%-4.65%6.05%3.29%-3.80%-3.57%-3.57%10.96%6.48%21.38%
2022-5.05%-2.60%-1.05%-7.98%0.25%-10.63%6.47%-6.08%-9.21%5.55%10.96%-1.33%-20.83%
2021-1.41%2.03%3.27%1.81%4.33%-1.31%1.09%1.94%-4.96%2.33%-3.47%5.08%10.70%
2020-2.60%-8.50%-15.81%6.59%5.56%2.20%4.30%4.67%-1.97%-3.48%13.31%4.70%5.74%
20197.60%1.44%1.03%1.91%-5.51%6.14%-3.25%-3.36%3.21%2.98%1.26%3.12%16.95%
20186.05%-4.86%-1.55%1.35%-2.56%-2.49%2.35%-2.41%0.70%-8.28%0.00%-8.15%-18.95%
20174.22%1.96%2.95%3.61%2.88%-0.55%3.06%0.11%1.25%1.58%-0.11%1.38%24.61%
2016-4.68%-2.45%8.88%1.77%-0.54%-4.68%4.53%0.41%1.48%-0.66%-3.21%3.02%3.05%
20152.44%5.30%-1.89%3.33%0.25%-1.85%1.77%-5.96%-3.43%7.11%-2.55%-4.40%-0.76%
2014-3.92%5.99%-1.44%0.24%0.97%1.45%-1.78%1.33%-4.30%-0.12%1.63%-8.32%-8.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DOMIX is 69, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DOMIX is 6969
Overall Rank
The Sharpe Ratio Rank of DOMIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DOMIX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of DOMIX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of DOMIX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DOMIX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Domini Impact International Equity Fund (DOMIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DOMIX, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.001.461.83
The chart of Sortino ratio for DOMIX, currently valued at 2.03, compared to the broader market0.002.004.006.008.0010.0012.002.032.47
The chart of Omega ratio for DOMIX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.33
The chart of Calmar ratio for DOMIX, currently valued at 2.19, compared to the broader market0.005.0010.0015.0020.002.192.76
The chart of Martin ratio for DOMIX, currently valued at 5.33, compared to the broader market0.0020.0040.0060.0080.005.3311.27
DOMIX
^GSPC

The current Domini Impact International Equity Fund Sharpe ratio is 1.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Domini Impact International Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.46
1.83
DOMIX (Domini Impact International Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Domini Impact International Equity Fund provided a 2.76% dividend yield over the last twelve months, with an annual payout of $0.27 per share. The fund has been increasing its distributions for 4 consecutive years.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.05$0.10$0.15$0.20$0.2520142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.27$0.27$0.17$0.14$0.11$0.04$0.22$0.14$0.23$0.14$0.05$0.09

Dividend yield

2.76%3.00%1.99%1.92%1.18%0.51%2.78%1.91%2.52%1.88%0.63%1.18%

Monthly Dividends

The table displays the monthly dividend distributions for Domini Impact International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.13$0.27
2023$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.03$0.17
2022$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.06$0.14
2021$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.03$0.11
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2019$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.21$0.22
2018$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.11$0.14
2017$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.20$0.23
2016$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.10$0.14
2015$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.03$0.05
2014$0.09$0.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.07%
DOMIX (Domini Impact International Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Domini Impact International Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Domini Impact International Equity Fund was 65.23%, occurring on Mar 9, 2009. Recovery took 2106 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.23%Nov 1, 2007338Mar 9, 20092106Jul 20, 20172444
-42.16%Jan 29, 2018541Mar 23, 2020284May 7, 2021825
-33.83%Sep 7, 2021278Oct 12, 2022397May 13, 2024675
-13.72%Jul 13, 200725Aug 16, 200753Oct 31, 200778
-8.79%Jul 17, 202414Aug 5, 202414Aug 23, 202428

Volatility

Volatility Chart

The current Domini Impact International Equity Fund volatility is 3.47%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.47%
3.21%
DOMIX (Domini Impact International Equity Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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