DOMIX vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Domini Impact International Equity Fund (DOMIX) and S&P 500 Index (^GSPC).

DOMIX is managed by Domini. It was launched on Dec 27, 2006.

Performance

DOMIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Domini Impact International Equity Fund (DOMIX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

DOMIX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DOMIX Domini Impact International Equity Fund	-2.59%	30.81%	8.24%	21.39%	-20.84%	10.69%	5.73%	16.94%	-16.35%	24.61%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, DOMIX achieves a -2.59% return, which is significantly higher than ^GSPC's -4.63% return. Over the past 10 years, DOMIX has underperformed ^GSPC with an annualized return of 6.99%, while ^GSPC has yielded a comparatively higher 12.16% annualized return.

DOMIX

• 1D: 0.00%
• 1M: -11.04%
• YTD: -2.59%
• 6M: 2.48%
• 1Y: 20.86%
• 3Y*: 15.78%
• 5Y*: 7.15%
• 10Y*: 6.99%

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DOMIX vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DOMIX

DOMIX Risk / Return Rank: 64
DOMIX Sharpe Ratio Rank: 64
DOMIX Sortino Ratio Rank: 63
DOMIX Omega Ratio Rank: 60
DOMIX Calmar Ratio Rank: 67
DOMIX Martin Ratio Rank: 64

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

DOMIX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domini Impact International Equity Fund (DOMIX) and S&P 500 Index (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	DOMIX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.15	0.90	+0.25
Sortino ratio Return per unit of downside risk	1.62	1.39	+0.23
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.55	1.40	+0.15
Martin ratio Return 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.

DOMIX vs. ^GSPC - Sharpe Ratio Comparison

The current DOMIX Sharpe Ratio is 1.15, which is comparable to the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of DOMIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DOMIX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	0.90	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.61	-0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.68	-0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.46	-0.29

Correlation

The correlation between DOMIX and ^GSPC is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

DOMIX vs. ^GSPC - Drawdown Comparison

The maximum DOMIX drawdown since its inception was -66.21%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DOMIX and ^GSPC.

Drawdown Indicators

	DOMIX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-66.21%	-56.78%	-9.43%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-12.14%	+0.43%
Max Drawdown (5Y) Largest decline over 5 years	-33.83%	-25.43%	-8.40%
Max Drawdown (10Y) Largest decline over 10 years	-40.31%	-33.92%	-6.39%
Current Drawdown Current decline from peak	-11.32%	-6.45%	-4.87%
Average Drawdown Average peak-to-trough decline	-16.87%	-10.75%	-6.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	2.57%	+0.42%

Volatility

DOMIX vs. ^GSPC - Volatility Comparison

Domini Impact International Equity Fund (DOMIX) has a higher volatility of 7.30% compared to S&P 500 Index (^GSPC) at 5.34%. This indicates that DOMIX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOMIX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.30%	5.34%	+1.96%
Volatility (6M) Calculated over the trailing 6-month period	10.97%	9.54%	+1.43%
Volatility (1Y) Calculated over the trailing 1-year period	17.19%	18.33%	-1.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.80%	16.91%	-1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	18.05%	-1.41%