DOMIX vs. DSBFX
Compare and contrast key facts about Domini Impact International Equity Fund (DOMIX) and Domini Impact Bond Fund (DSBFX).
DOMIX is managed by Domini. It was launched on Dec 27, 2006. DSBFX is managed by Domini. It was launched on Jun 1, 2000.
Performance
DOMIX vs. DSBFX - Performance Comparison
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DOMIX vs. DSBFX - 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% |
DSBFX Domini Impact Bond Fund | -0.35% | 6.07% | 1.73% | 5.73% | -15.11% | -0.80% | 10.10% | 9.15% | -0.77% | 3.28% |
Returns By Period
In the year-to-date period, DOMIX achieves a -2.59% return, which is significantly lower than DSBFX's -0.35% return. Over the past 10 years, DOMIX has outperformed DSBFX with an annualized return of 6.99%, while DSBFX has yielded a comparatively lower 1.53% 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%
DSBFX
- 1D
- 0.40%
- 1M
- -2.31%
- YTD
- -0.35%
- 6M
- 0.32%
- 1Y
- 3.09%
- 3Y*
- 3.36%
- 5Y*
- -0.30%
- 10Y*
- 1.53%
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DOMIX vs. DSBFX - Expense Ratio Comparison
DOMIX has a 1.37% expense ratio, which is higher than DSBFX's 0.87% expense ratio.
Return for Risk
DOMIX vs. DSBFX — Risk / Return Rank
DOMIX
DSBFX
DOMIX vs. DSBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact International Equity Fund (DOMIX) and Domini Impact Bond Fund (DSBFX). 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 | DSBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.84 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.20 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.47 | +0.08 |
Martin ratioReturn relative to average drawdown | 6.06 | 4.19 | +1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DOMIX | DSBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.84 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | -0.05 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.31 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.34 | -0.17 |
Correlation
The correlation between DOMIX and DSBFX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DOMIX vs. DSBFX - Dividend Comparison
DOMIX's dividend yield for the trailing twelve months is around 2.00%, less than DSBFX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOMIX Domini Impact International Equity Fund | 2.00% | 1.94% | 3.00% | 2.00% | 1.92% | 1.17% | 0.50% | 2.77% | 5.14% | 2.52% | 1.88% | 3.19% |
DSBFX Domini Impact Bond Fund | 2.86% | 3.09% | 3.13% | 2.59% | 1.81% | 2.31% | 5.03% | 2.38% | 2.67% | 1.70% | 0.48% | 0.55% |
Drawdowns
DOMIX vs. DSBFX - Drawdown Comparison
The maximum DOMIX drawdown since its inception was -66.21%, which is greater than DSBFX's maximum drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for DOMIX and DSBFX.
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Drawdown Indicators
| DOMIX | DSBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.21% | -20.10% | -46.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -2.84% | -8.87% |
Max Drawdown (5Y)Largest decline over 5 years | -33.83% | -20.10% | -13.73% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -20.10% | -20.21% |
Current DrawdownCurrent decline from peak | -11.32% | -4.59% | -6.73% |
Average DrawdownAverage peak-to-trough decline | -16.87% | -3.78% | -13.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 1.00% | +1.99% |
Volatility
DOMIX vs. DSBFX - Volatility Comparison
Domini Impact International Equity Fund (DOMIX) has a higher volatility of 7.30% compared to Domini Impact Bond Fund (DSBFX) at 1.36%. This indicates that DOMIX's price experiences larger fluctuations and is considered to be riskier than DSBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOMIX | DSBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 1.36% | +5.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 2.37% | +8.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 4.24% | +12.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 5.98% | +9.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 5.00% | +11.64% |