- ISIN
- US2571321007
- CUSIP
- 257132100
- Issuer
- Domini
- Inception Date
- Jun 3, 1991
- Category
- Large Cap Growth Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
DSEFX Performance Chart
Domini Impact Equity Fund (DSEFX) is up 8.8% since the beginning of the year. DSEFX is currently trading at $41 per share. Investors who bought $1,000 worth of DSEFX shares 5 years ago would now be looking at an investment worth $1,500.
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Returns By Period
Domini Impact Equity Fund (DSEFX) has returned 8.77% so far this year and 18.38% over the past 12 months. Over the last ten years, DSEFX has returned 12.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Domini Impact Equity Fund
- 1D
- 1.82%
- 1M
- -0.41%
- 6M
- 7.91%
- YTD
- 8.77%
- 1Y
- 18.38%
- 3Y*
- 15.74%
- 5Y*
- 8.44%
- 10Y*
- 12.51%
- ALL TIME*
- 9.14%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DSEFX Monthly Returns History
Based on dividend-adjusted daily data since May 31, 1991, DSEFX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +12.7%, while the worst month was Oct 2008 at -17.8%. The longest winning streak lasted 18 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DSEFX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.80% | -0.97% | -5.69% | 11.03% | 6.53% | -1.81% | -0.51% | 8.77% | |||||
| 2025 | 2.31% | -2.16% | -6.56% | -0.48% | 6.06% | 4.21% | 1.27% | 2.15% | 2.20% | 2.70% | -0.62% | 0.45% | 11.51% |
| 2024 | 1.76% | 4.36% | 2.37% | -4.29% | 5.19% | 3.87% | 0.73% | 2.00% | 2.05% | -1.68% | 5.54% | -1.62% | 21.68% |
| 2023 | 7.60% | -2.07% | 4.76% | 0.28% | 1.81% | 5.64% | 2.67% | -1.67% | -5.54% | -2.42% | 10.50% | 4.91% | 28.43% |
| 2022 | -7.81% | -3.19% | 3.30% | -11.36% | -0.88% | -7.59% | 9.71% | -4.81% | -9.20% | 5.88% | 5.82% | -6.58% | -25.70% |
| 2021 | 0.20% | 0.07% | 1.71% | 4.78% | -0.55% | 4.51% | 2.68% | 3.04% | -5.38% | 8.04% | -1.12% | 2.24% | 21.44% |
Benchmark Metrics
Domini Impact Equity Fund has an annualized alpha of 0.39%, beta of 1.01, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since May 31, 1991.
- With beta of 1.01 and R2 of 0.96, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.39%
- Beta
- 1.01
- R²
- 0.96
- Upside Capture
- 101.89%
- Downside Capture
- 99.99%
Expense Ratio
DSEFX has a high expense ratio of 1.09%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
DSEFX ranks 34 for risk / return — above 34% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) 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.
| DSEFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.00 | -0.51 |
| Martin ratioReturn relative to average drawdown | 6.06 | 8.49 | -2.43 |
Dividends
Dividend History
Domini Impact Equity Fund provided a 10.33% dividend yield over the last twelve months, with an annual payout of $4.22 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.22 | $4.21 | $1.95 | $0.33 | $0.47 | $2.10 | $0.70 | $0.58 | $2.71 | $1.25 | $0.57 | $1.28 |
Dividend yield | 10.33% | 11.18% | 5.18% | 1.01% | 1.83% | 6.00% | 2.29% | 2.42% | 14.44% | 5.31% | 2.67% | 6.44% |
Monthly Dividends
The table displays the monthly dividend distributions for Domini Impact 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 | $0.00 | $0.09 | $0.00 | $0.09 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.13 | $4.21 |
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $1.86 | $1.95 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.33 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.46 | $0.47 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.05 | $2.10 |
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 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 Equity Fund was 57.66%, occurring on Mar 9, 2009. Recovery took 761 trading sessions.
The current Domini Impact Equity Fund drawdown is 2.73%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-57.66%Mar 2009 | 8y 11mo | 3y 5d | 11y 11moMar 2000 - Mar 2012 | Financial crisis2007–2009 |
-31.09%Mar 2020 | 1mo 2d | 3mo 17d | 4mo 19dFeb 2020 - Jul 2020 | COVID crash2020 |
-30.86%Oct 2022 | 10mo 26d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 | Bear market2022 |
-20.96%Dec 2018 | 10mo 29d | 5mo 28d | 1y 4moJan 2018 - Jun 2019 | Rate-hike selloffLate 2018 |
-20.80%Feb 2016 | 8mo 28d | 10mo | 1y 6moMay 2015 - Dec 2016 | — |
Drawdown Indicators
| DSEFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.66% | -56.78% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -9.10% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -20.32% | -18.90% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -30.86% | -25.43% | -5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -31.09% | -33.92% | +2.83% |
Current DrawdownCurrent decline from peak | -2.73% | -1.58% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -10.70% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.14% | +0.45% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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