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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.
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Returns By Period
Domini Impact International Equity Fund (DOMIX) has returned -2.59% so far this year and 20.86% over the past 12 months. Over the last ten years, DOMIX has returned 6.99% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Domini Impact International Equity Fund
- 1D
- 0.00%
- 1M
- -11.04%
- YTD
- -2.59%
- 6M
- 2.48%
- 1Y
- 20.86%
- 3Y*
- 15.78%
- 5Y*
- 7.15%
- 10Y*
- 6.99%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 28, 2006, DOMIX's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, your investment would double in approximately 13.8 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +13.3%, while the worst month was Oct 2008 at -22.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DOMIX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +9.8%, while the worst single day was Mar 12, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.15% | 5.14% | -11.04% | -2.59% | |||||||||
| 2025 | 4.21% | 2.55% | -1.35% | 4.73% | 4.81% | 2.53% | -1.12% | 3.60% | 2.29% | 0.72% | 1.24% | 3.18% | 30.81% |
| 2024 | -0.23% | 2.57% | 4.21% | -3.06% | 5.86% | -2.53% | 2.55% | 3.57% | 1.25% | -4.74% | 2.06% | -2.93% | 8.24% |
| 2023 | 9.41% | -3.29% | 1.96% | 1.92% | -4.65% | 6.05% | 3.29% | -3.80% | -3.57% | -3.57% | 10.96% | 6.48% | 21.39% |
| 2022 | -5.05% | -2.60% | -1.05% | -7.98% | 0.26% | -10.63% | 6.47% | -6.08% | -9.21% | 5.55% | 10.96% | -1.33% | -20.84% |
| 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% | 10.69% |
Benchmark Metrics
Domini Impact International Equity Fund has an annualized alpha of -2.76%, beta of 0.84, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since December 29, 2006.
- This fund participated in 105.71% of S&P 500 Index downside but only 85.33% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.76% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -2.76%
- Beta
- 0.84
- R²
- 0.69
- Upside Capture
- 85.33%
- Downside Capture
- 105.71%
Expense Ratio
DOMIX has a high expense ratio of 1.37%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
DOMIX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Domini Impact International Equity Fund (DOMIX) and compare them to a chosen benchmark (S&P 500 Index).
| DOMIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.90 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.39 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.40 | +0.15 |
Martin ratioReturn relative to average drawdown | 6.06 | 6.61 | -0.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DOMIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Domini Impact International Equity Fund provided a 2.00% dividend yield over the last twelve months, with an annual payout of $0.23 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.23 | $0.23 | $0.27 | $0.17 | $0.14 | $0.11 | $0.04 | $0.22 | $0.37 | $0.22 | $0.14 | $0.23 |
Dividend yield | 2.00% | 1.94% | 3.00% | 2.00% | 1.92% | 1.17% | 0.50% | 2.77% | 5.14% | 2.52% | 1.88% | 3.19% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.23 |
| 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 | $0.07 | $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 |
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.
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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 66.21%, occurring on Mar 9, 2009. Recovery took 2020 trading sessions.
The current Domini Impact International Equity Fund drawdown is 11.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.21% | May 8, 2007 | 463 | Mar 9, 2009 | 2020 | Mar 16, 2017 | 2483 |
| -40.31% | Jan 29, 2018 | 541 | Mar 23, 2020 | 226 | Feb 12, 2021 | 767 |
| -33.83% | Sep 7, 2021 | 278 | Oct 12, 2022 | 397 | May 13, 2024 | 675 |
| -14.51% | Mar 10, 2025 | 22 | Apr 8, 2025 | 17 | May 2, 2025 | 39 |
| -11.71% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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