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ISIN
US2571322096
CUSIP
257132209
Issuer
Domini
Inception Date
Jun 1, 2000
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

DSBFX Performance Chart

Domini Impact Bond Fund (DSBFX) is up 0.6% since the beginning of the year. DSBFX is currently trading at $10 per share. Investors who bought $1,000 worth of DSBFX shares 5 years ago would now be looking at an investment worth $976.


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S&P 500 Index

Returns By Period

Domini Impact Bond Fund (DSBFX) has returned 0.63% so far this year and 4.40% over the past 12 months. Over the last ten years, DSBFX has returned 1.52% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Domini Impact Bond Fund

1D
0.20%
1M
0.86%
YTD
0.63%
6M
0.89%
1Y
4.40%
3Y*
3.90%
5Y*
-0.48%
10Y*
1.52%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSBFX Monthly Returns History

Based on dividend-adjusted daily data since May 31, 2000, DSBFX's average daily return is +0.01%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2023 with a return of +4.7%, while the worst month was Sep 2022 at -4.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DSBFX closed higher 43% of trading days. The best single day was Nov 10, 2022 with a return of +2.0%, while the worst single day was Mar 18, 2020 at -2.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.36%1.63%-1.85%0.25%0.27%-0.00%0.63%
20250.47%2.18%-0.13%0.26%-0.83%1.54%-0.33%1.26%0.85%0.55%0.55%-0.42%6.07%
2024-0.08%-1.06%0.82%-2.63%1.89%1.06%2.55%1.33%1.39%-2.85%0.85%-1.41%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%5.73%
2022-2.29%-1.35%-3.04%-3.87%0.16%-2.47%2.44%-2.40%-4.79%-1.86%3.54%-0.02%-15.11%
2021-0.21%-1.52%-1.13%0.89%0.19%1.04%0.76%0.02%-0.78%0.01%0.11%-0.15%-0.80%

Benchmark Metrics

Domini Impact Bond Fund has an annualized alpha of 1.73%, beta of -0.03, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since May 31, 2000.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (5.64%) than losses (1.59%) - typical of diversified or defensive assets.
  • Beta of -0.03 may look defensive, but with R2 of 0.02 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.02 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.73%
Beta
-0.03
0.02
Upside Capture
5.64%
Downside Capture
1.59%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DSBFX ranks 20 for risk / return — in the bottom 20% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DSBFX Risk / Return Rank: 2020
Overall Rank
DSBFX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DSBFX Sortino Ratio Rank: 2121
Sortino Ratio Rank
DSBFX Omega Ratio Rank: 1919
Omega Ratio Rank
DSBFX Calmar Ratio Rank: 1919
Calmar Ratio Rank
DSBFX Martin Ratio Rank: 1717
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Domini Impact Bond Fund (DSBFX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DSBFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.50

2.78

-1.29

Martin ratioReturn relative to average drawdown

4.32

12.44

-8.12

Dividends

Dividend History

Domini Impact Bond Fund provided a 3.13% dividend yield over the last twelve months, with an annual payout of $0.32 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.32$0.32$0.31$0.26$0.18$0.27$0.61$0.28$0.29$0.19$0.05$0.06

Dividend yield

3.13%3.09%3.13%2.59%1.81%2.31%5.03%2.38%2.67%1.70%0.48%0.55%

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
2026$0.03$0.03$0.03$0.03$0.03$0.00$0.13
2025$0.03$0.03$0.03$0.03$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.32
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$0.00$0.00$0.02$0.00$0.02$0.02$0.05$0.18
2021$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.02$0.01$0.01$0.12$0.27

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 20.10%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Domini Impact Bond Fund drawdown is 3.64%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-20.10%Oct 2022
1y 1mo
4y 9moSep 2021 - now
2006 pullback2006
-8.81%Jun 2006
3y 8d3y 3mo
6y 3moJun 2003 - Oct 2009
COVID crash2020
-8.13%Mar 2020
9d2mo 11d
2mo 20dMar 2020 - May 2020
2016 pullback2016
-5.00%Dec 2016
4mo 17d2y 2mo
2y 7moAug 2016 - Mar 2019
2013 pullback2013
-4.88%Sep 2013
11mo 12d1y 4mo
2y 4moSep 2012 - Jan 2015

Drawdown Indicators


DSBFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-56.78%

+36.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-9.10%

+6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-6.59%

-18.90%

+12.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-25.43%

+5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-20.10%

-33.92%

+13.82%

Current Drawdown

Current decline from peak

-3.64%

-1.80%

-1.84%

Average Drawdown

Average peak-to-trough decline

-3.78%

-10.71%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.03%

-1.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DSBFX

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