Domini Impact Equity Fund (DSEFX)
Under normal circumstances, at least 80% of the fund's net assets (plus the amount of borrowings, if any, for investment purposes) will be invested in equity securities and related investments with similar economic characteristics including derivative instruments such as futures and options. It may, but is not required to, invest in companies that, in addition to being subject to environmental and social factors, also demonstrate a commitment to sustainability solutions.
Fund Info
US2571321007
257132100
Jun 3, 1991
$2,500
Large-Cap
Growth
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Domini Impact 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.
Returns By Period
Domini Impact Equity Fund had a return of 21.11% year-to-date (YTD) and 27.45% in the last 12 months. Over the past 10 years, Domini Impact Equity Fund had an annualized return of 5.35%, while the S&P 500 had an annualized return of 11.13%, indicating that Domini Impact Equity Fund did not perform as well as the benchmark.
DSEFX
21.11%
0.69%
9.79%
27.45%
11.12%
5.35%
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Monthly Returns
The table below presents the monthly returns of DSEFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.76% | 4.36% | 2.37% | -4.29% | 5.19% | 3.87% | 0.73% | 2.00% | 2.05% | -1.68% | 21.11% | ||
| 2023 | 7.60% | -2.07% | 4.76% | 0.28% | 1.81% | 5.64% | 2.67% | -1.67% | -5.54% | -2.42% | 10.50% | 4.25% | 27.62% |
| 2022 | -7.81% | -3.19% | 3.30% | -11.36% | -0.87% | -7.59% | 9.71% | -4.81% | -9.20% | 5.88% | 5.82% | -8.07% | -26.89% |
| 2021 | 0.20% | 0.07% | 1.71% | 4.78% | -0.55% | 4.51% | 2.68% | 3.04% | -5.38% | 8.04% | -1.12% | -3.58% | 14.53% |
| 2020 | 1.45% | -6.92% | -10.49% | 12.69% | 5.48% | 3.82% | 7.01% | 8.08% | -3.54% | -2.80% | 10.68% | 2.19% | 27.91% |
| 2019 | 7.47% | 3.67% | 1.97% | 3.87% | -6.27% | 7.14% | 1.67% | -1.56% | 1.59% | 2.58% | 3.52% | 0.93% | 29.15% |
| 2018 | 5.18% | -3.91% | -1.75% | -0.56% | 1.08% | -0.72% | 4.00% | 2.61% | -0.19% | -7.90% | 2.37% | -19.34% | -19.73% |
| 2017 | 2.09% | 3.37% | -0.40% | 1.00% | 0.07% | -0.79% | 2.30% | 0.24% | 1.89% | 2.13% | 2.32% | -4.61% | 9.78% |
| 2016 | -6.48% | 1.43% | 6.92% | -0.57% | 0.98% | -2.29% | 5.70% | 0.65% | 1.12% | -2.13% | 4.87% | -0.34% | 9.49% |
| 2015 | -2.66% | 5.47% | -1.51% | 0.30% | 0.15% | -2.65% | 1.05% | -6.19% | -3.28% | 6.40% | 0.02% | -8.79% | -12.00% |
| 2014 | -3.24% | 5.78% | 0.51% | 0.42% | 2.39% | 2.82% | -0.45% | 5.02% | -2.90% | 1.93% | 2.02% | -7.79% | 5.86% |
| 2013 | 4.34% | 0.55% | 5.05% | 2.27% | 2.49% | -1.97% | 5.77% | -2.60% | 4.06% | 4.41% | 3.16% | 1.64% | 32.90% |
Expense Ratio
DSEFX has a high expense ratio of 1.09%, indicating higher-than-average management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DSEFX is 60, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Domini Impact Equity Fund provided a 0.30% dividend yield over the last twelve months, with an annual payout of $0.12 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.12 | $0.13 | $0.03 | $0.05 | $0.15 | $0.12 | $0.22 | $0.03 | $0.22 | $0.19 | $0.29 | $0.13 |
Dividend yield | 0.30% | 0.39% | 0.12% | 0.14% | 0.50% | 0.49% | 1.19% | 0.14% | 1.04% | 0.94% | 1.26% | 0.58% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.08 | |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.13 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.03 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 |
| 2020 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.15 |
| 2019 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.12 |
| 2018 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.22 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.03 |
| 2016 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.10 | $0.22 |
| 2015 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.12 | $0.19 |
| 2014 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.13 | $0.29 |
| 2013 | $0.09 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.13 |
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.
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 80.93%, occurring on Mar 9, 2009. Recovery took 3136 trading sessions.
The current Domini Impact Equity Fund drawdown is 1.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -80.93% | Jul 5, 2000 | 2176 | Mar 9, 2009 | 3136 | Aug 23, 2021 | 5312 |
| -34.8% | Nov 22, 2021 | 226 | Oct 14, 2022 | 430 | Jul 3, 2024 | 656 |
| -19.77% | Jul 20, 1998 | 31 | Aug 31, 1998 | 60 | Nov 23, 1998 | 91 |
| -13.64% | Mar 24, 2000 | 42 | May 23, 2000 | 28 | Jul 3, 2000 | 70 |
| -11.68% | Jul 19, 1999 | 65 | Oct 15, 1999 | 22 | Nov 16, 1999 | 87 |
Volatility
Volatility Chart
The current Domini Impact Equity Fund volatility is 4.05%, 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.