DSBFX vs. DSEFX
Compare and contrast key facts about Domini Impact Bond Fund (DSBFX) and Domini Impact Equity Fund (DSEFX).
DSBFX is managed by Domini. It was launched on Jun 1, 2000. DSEFX is managed by Domini. It was launched on Jun 3, 1991.
Performance
DSBFX vs. DSEFX - Performance Comparison
Loading graphics...
DSBFX vs. DSEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DSEFX Domini Impact Equity Fund | -8.68% | 11.51% | 21.68% | 28.43% | -25.70% | 21.44% | 30.06% | 31.66% | -9.25% | 15.44% |
Returns By Period
In the year-to-date period, DSBFX achieves a -0.35% return, which is significantly higher than DSEFX's -8.68% return. Over the past 10 years, DSBFX has underperformed DSEFX with an annualized return of 1.53%, while DSEFX has yielded a comparatively higher 10.88% annualized return.
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%
DSEFX
- 1D
- -0.32%
- 1M
- -8.51%
- YTD
- -8.68%
- 6M
- -6.38%
- 1Y
- 8.86%
- 3Y*
- 12.96%
- 5Y*
- 7.08%
- 10Y*
- 10.88%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DSBFX vs. DSEFX - Expense Ratio Comparison
DSBFX has a 0.87% expense ratio, which is lower than DSEFX's 1.09% expense ratio.
Return for Risk
DSBFX vs. DSEFX — Risk / Return Rank
DSBFX
DSEFX
DSBFX vs. DSEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Bond Fund (DSBFX) and Domini Impact Equity Fund (DSEFX). 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.
| DSBFX | DSEFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.53 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.20 | 0.88 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.60 | +0.87 |
Martin ratioReturn relative to average drawdown | 4.19 | 2.63 | +1.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DSBFX | DSEFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.53 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.40 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.59 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.47 | -0.13 |
Correlation
The correlation between DSBFX and DSEFX is -0.16. 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
DSBFX vs. DSEFX - Dividend Comparison
DSBFX's dividend yield for the trailing twelve months is around 2.86%, less than DSEFX's 12.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DSEFX Domini Impact Equity Fund | 12.24% | 11.18% | 5.18% | 1.01% | 1.83% | 6.00% | 2.29% | 2.42% | 14.44% | 5.31% | 2.67% | 6.44% |
Drawdowns
DSBFX vs. DSEFX - Drawdown Comparison
The maximum DSBFX drawdown since its inception was -20.10%, smaller than the maximum DSEFX drawdown of -57.66%. Use the drawdown chart below to compare losses from any high point for DSBFX and DSEFX.
Loading graphics...
Drawdown Indicators
| DSBFX | DSEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -57.66% | +37.56% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -11.98% | +9.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.10% | -30.86% | +10.76% |
Max Drawdown (10Y)Largest decline over 10 years | -20.10% | -31.09% | +10.99% |
Current DrawdownCurrent decline from peak | -4.59% | -10.49% | +5.90% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -10.96% | +7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 2.73% | -1.73% |
Volatility
DSBFX vs. DSEFX - Volatility Comparison
The current volatility for Domini Impact Bond Fund (DSBFX) is 1.36%, while Domini Impact Equity Fund (DSEFX) has a volatility of 4.40%. This indicates that DSBFX experiences smaller price fluctuations and is considered to be less risky than DSEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DSBFX | DSEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 4.40% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 9.07% | -6.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.24% | 17.72% | -13.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.98% | 18.00% | -12.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 18.60% | -13.60% |