DOMIX vs. SIMYX

Last updated Aug 1, 2026

DOMIX (Domini Impact International Equity Fund) and SIMYX (SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, DOMIX returned 8.98%/yr vs 9.28%/yr for SIMYX. Their correlation of 0.84 means they have usually moved in the same direction. DOMIX charges 1.37%/yr vs 0.86%/yr for SIMYX.

Performance

DOMIX vs. SIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Domini Impact International Equity Fund (DOMIX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DOMIX having a 12.38% return and SIMYX slightly lower at 12.15%.

DOMIX

• 1D: 2.53%
• 1M: 1.73%
• 6M: 7.90%
• YTD: 12.38%
• 1Y: 25.17%
• 3Y*: 18.92%
• 5Y*: 8.98%
• 10Y*: 8.24%
• ALL TIME*: 4.11%

SIMYX

• 1D: 1.76%
• 1M: 4.59%
• 6M: 7.27%
• YTD: 12.15%
• 1Y: 21.54%
• 3Y*: 16.61%
• 5Y*: 9.28%
• 10Y*: —
• ALL TIME*: 7.76%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DOMIX Domini Impact International Equity Fund	$0.00	$0.00	$0.00
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	$0.00	$0.00	$0.00

DOMIX vs. SIMYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DOMIX Domini Impact International Equity Fund	12.38%	30.81%	8.24%	21.39%	-20.84%	10.69%	5.73%	16.94%	-16.35%	24.61%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	12.15%	30.07%	6.26%	13.11%	-11.38%	7.83%	-1.33%	15.77%	-12.11%	21.58%

Correlation

The correlation between DOMIX and SIMYX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.78
Correlation (3Y) Balances recent behavior with more history.	0.76
Correlation (5Y) Shows whether the relationship held over a longer period.	0.82
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.84

The correlation between DOMIX and SIMYX has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

Return for Risk

DOMIX vs. SIMYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DOMIX

DOMIX Risk / Return Rank: 60
DOMIX Sharpe Ratio Rank: 59
DOMIX Sortino Ratio Rank: 61
DOMIX Omega Ratio Rank: 59
DOMIX Calmar Ratio Rank: 59
DOMIX Martin Ratio Rank: 61

SIMYX

SIMYX Risk / Return Rank: 77
SIMYX Sharpe Ratio Rank: 86
SIMYX Sortino Ratio Rank: 85
SIMYX Omega Ratio Rank: 82
SIMYX Calmar Ratio Rank: 77
SIMYX Martin Ratio Rank: 54

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DOMIX vs. SIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domini Impact International Equity Fund (DOMIX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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.

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.

	DOMIX	SIMYX	Difference
Sharpe ratio: Return per unit of total volatility	1.51	2.08	-0.57
Sortino ratio: Return per unit of downside risk	2.22	3.05	-0.83
Omega ratio: Gain probability vs. loss probability	1.28	1.39	-0.11
Calmar ratio: Return relative to maximum drawdown	2.09	2.51	-0.42
Martin ratio: Return relative to average drawdown	8.11	7.23	+0.87

DOMIX vs. SIMYX - Sharpe Ratio Comparison

The current DOMIX Sharpe Ratio is 1.51, which is comparable to the SIMYX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DOMIX and SIMYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DOMIX vs. SIMYX - Drawdown Comparison

The maximum DOMIX drawdown since its inception was -66.21%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for DOMIX and SIMYX.

Drawdown Indicators

	DOMIX	SIMYX	Difference
Max Drawdown Largest peak-to-trough decline	-66.21%	-32.14%	-34.07%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-8.55%	-3.16%
Max Drawdown (3Y) Largest decline over 3 years	-14.51%	-9.47%	-5.04%
Max Drawdown (5Y) Largest decline over 5 years	-33.83%	-25.06%	-8.77%
Max Drawdown (10Y) Largest decline over 10 years	-40.31%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-16.61%	-6.05%	-10.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	2.96%	+0.05%

Volatility

DOMIX vs. SIMYX - Volatility Comparison

Domini Impact International Equity Fund (DOMIX) has a higher volatility of 4.65% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 3.35%. This indicates that DOMIX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOMIX	SIMYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.65%	3.35%	+1.30%
Volatility (6M) Calculated over the trailing 6-month period	13.91%	8.65%	+5.26%
Volatility (1Y) Calculated over the trailing 1-year period	16.21%	10.31%	+5.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.27%	11.45%	+4.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.38%	12.21%	+4.17%

DOMIX vs. SIMYX - Expense Ratio Comparison

DOMIX has a 1.37% expense ratio, which is higher than SIMYX's 0.86% expense ratio.

Dividends

DOMIX vs. SIMYX - Dividend Comparison

DOMIX's dividend yield for the trailing twelve months is around 1.80%, less than SIMYX's 2.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOMIX Domini Impact International Equity Fund	1.80%	1.94%	3.00%	2.00%	1.92%	1.17%	0.50%	2.77%	5.14%	2.52%	1.88%	3.19%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	2.80%	3.13%	5.26%	3.62%	3.13%	3.41%	1.96%	3.09%	3.01%	2.74%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DOMIX and SIMYX in my portfolio?

DOMIX and SIMYX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DOMIX or SIMYX?

DOMIX has higher volatility (4.65%) compared to SIMYX (3.35%). In terms of maximum drawdown, DOMIX dropped -66.21% vs SIMYX's -32.14%.

Which has better risk-adjusted returns?

SIMYX currently has the higher Sharpe Ratio (2.08 vs 1.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.