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Domini Impact Bond Fund (DSBFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US2571322096

CUSIP

257132209

Issuer

Domini

Inception Date

Jun 1, 2000

Min. Investment

$2,500

Asset Class

Bond

Expense Ratio

DSBFX has an expense ratio of 0.87%, placing it in the medium range.


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


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Returns By Period

Domini Impact Bond Fund (DSBFX) returned 1.40% year-to-date (YTD) and 4.78% over the past 12 months. Over the past 10 years, DSBFX returned 1.15% annually, underperforming the S&P 500 benchmark at 10.46%.


DSBFX

YTD

1.40%

1M

0.80%

6M

0.73%

1Y

4.78%

5Y*

-1.18%

10Y*

1.15%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.47%2.17%-0.14%0.00%-1.08%1.40%
2024-0.08%-1.06%0.60%-2.41%1.89%0.81%2.81%1.08%1.65%-2.85%0.59%-1.16%1.73%
20233.25%-2.28%2.04%0.60%-0.88%-0.39%-0.28%-0.59%-2.54%-1.65%4.65%3.98%5.72%
2022-2.29%-1.35%-3.04%-3.87%0.16%-2.30%2.61%-2.40%-4.59%-1.86%3.54%-0.05%-14.66%
2021-0.21%-1.52%-1.13%0.89%0.19%1.04%0.76%0.02%-0.78%0.02%0.11%-1.07%-1.72%
20201.76%1.67%-1.44%2.46%0.92%1.39%1.86%-0.25%-0.11%-0.67%1.52%-2.60%6.58%
20191.23%0.25%1.69%0.30%1.73%1.17%0.38%2.55%-0.49%0.21%-0.10%-0.10%9.13%
2018-1.21%-0.79%0.56%-0.71%0.66%-0.05%-0.10%0.60%-0.64%-0.92%0.42%1.32%-0.89%
20170.17%0.71%-0.09%0.89%0.80%-0.09%0.46%0.89%-0.44%0.05%0.01%0.37%3.78%
20161.39%0.47%1.27%0.64%0.19%1.52%1.16%0.10%-0.01%-0.97%-2.38%-0.37%2.98%
20151.89%-1.18%0.33%-0.48%-0.05%-1.55%0.69%-0.22%0.68%-0.03%-0.03%-1.01%-1.00%
20141.20%0.39%-0.24%0.48%0.93%-0.05%-0.33%0.74%-0.50%0.74%0.48%-0.24%3.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DSBFX is 67, 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 DSBFX is 6767
Overall Rank
The Sharpe Ratio Rank of DSBFX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of DSBFX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of DSBFX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DSBFX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of DSBFX is 6060
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 Bond Fund (DSBFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Domini Impact Bond Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.85
  • 5-Year: -0.21
  • 10-Year: 0.22
  • All Time: 0.63

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Domini Impact Bond Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Domini Impact Bond Fund provided a 2.98% dividend yield over the last twelve months, with an annual payout of $0.30 per share. The fund has been increasing its distributions for 3 consecutive years.


1.50%2.00%2.50%3.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.30$0.31$0.26$0.23$0.16$0.21$0.27$0.28$0.25$0.25$0.19$0.16

Dividend yield

2.98%3.13%2.58%2.35%1.38%1.74%2.36%2.55%2.18%2.26%1.72%1.43%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.03$0.03$0.03$0.00$0.00$0.08
2024$0.02$0.02$0.02$0.03$0.02$0.03$0.02$0.03$0.02$0.02$0.03$0.05$0.31
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.26
2022$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.05$0.23
2021$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.02$0.01$0.01$0.01$0.16
2020$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.21
2019$0.02$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.27
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.03$0.03$0.28
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.25
2016$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.25
2015$0.01$0.01$0.02$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.19
2014$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.16

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 Bond 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 Bond Fund was 22.33%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Domini Impact Bond Fund drawdown is 11.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.33%Dec 15, 2020468Oct 24, 2022
-8.13%Mar 10, 20208Mar 19, 202049May 29, 202057
-5.17%Nov 5, 201065Feb 8, 2011122Aug 3, 2011187
-4.71%Sep 8, 201677Dec 27, 2016172Sep 5, 2017249
-4.68%Dec 7, 2012186Sep 5, 2013279Oct 14, 2014465

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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