DSBFX vs. DSEFX
DSBFX (Domini Impact Bond Fund) and DSEFX (Domini Impact Equity Fund) are both mutual funds - DSBFX is a Intermediate Core-Plus Bond fund managed by Domini, while DSEFX is a Large Cap Growth Equities fund managed by Domini. Over the past 10 years, DSBFX returned 1.27%/yr vs 12.51%/yr for DSEFX. Their -0.15 correlation means they have often moved in opposite directions in the past. DSBFX charges 0.87%/yr vs 1.09%/yr for DSEFX.
Performance
DSBFX vs. DSEFX - Performance Comparison
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Returns By Period
In the year-to-date period, DSBFX achieves a -0.39% return, which is significantly lower than DSEFX's 8.77% return. Over the past 10 years, DSBFX has underperformed DSEFX with an annualized return of 1.27%, while DSEFX has yielded a comparatively higher 12.51% annualized return.
DSBFX
- 1D
- 0.10%
- 1M
- -1.18%
- 6M
- -0.75%
- YTD
- -0.39%
- 1Y
- 1.61%
- 3Y*
- 3.68%
- 5Y*
- -0.87%
- 10Y*
- 1.27%
- ALL TIME*
- 1.34%
DSEFX
- 1D
- 1.82%
- 1M
- -0.41%
- 6M
- 7.91%
- YTD
- 8.77%
- 1Y
- 18.38%
- 3Y*
- 15.74%
- 5Y*
- 8.44%
- 10Y*
- 12.51%
- ALL TIME*
- 9.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DSBFX vs. DSEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSBFX Domini Impact Bond Fund | -0.39% | 6.07% | 1.73% | 5.73% | -15.11% | -0.80% | 10.10% | 9.15% | -0.77% | 3.28% |
DSEFX Domini Impact Equity Fund | 8.77% | 11.51% | 21.68% | 28.43% | -25.70% | 21.44% | 30.06% | 31.66% | -9.25% | 15.44% |
Correlation
The correlation between DSBFX and DSEFX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 31, 2000 | -0.15 |
The correlation between DSBFX and DSEFX shifts across timeframes, from -0.15 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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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.
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.
| DSBFX | DSEFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.49 | -0.58 |
| Martin ratioReturn relative to average drawdown | 2.33 | 6.06 | -3.73 |
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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.
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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 | -2.95% | -10.49% | +7.54% |
Max Drawdown (3Y)Largest decline over 3 years | -5.37% | -20.32% | +14.95% |
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 | -4.62% | -2.73% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -10.88% | +7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.59% | -1.43% |
Volatility
DSBFX vs. DSEFX - Volatility Comparison
The current volatility for Domini Impact Bond Fund (DSBFX) is 0.97%, while Domini Impact Equity Fund (DSEFX) has a volatility of 3.62%. 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.
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Volatility by Period
| DSBFX | DSEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 3.62% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 2.84% | 10.76% | -7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.59% | 13.31% | -9.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.01% | 18.14% | -12.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.01% | 18.60% | -13.59% |
DSBFX vs. DSEFX - Expense Ratio Comparison
DSBFX has a 0.87% expense ratio, which is lower than DSEFX's 1.09% expense ratio.
Dividends
DSBFX vs. DSEFX - Dividend Comparison
DSBFX's dividend yield for the trailing twelve months is around 2.94%, less than DSEFX's 10.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSBFX Domini Impact Bond Fund | 2.94% | 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 | 10.33% | 11.18% | 5.18% | 1.01% | 1.83% | 6.00% | 2.29% | 2.42% | 14.44% | 5.31% | 2.67% | 6.44% |
Frequently Asked Questions
DSBFX and DSEFX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSEFX has higher volatility (3.62%) compared to DSBFX (0.97%). In terms of maximum drawdown, DSBFX dropped -20.10% vs DSEFX's -57.66%.
DSEFX currently has the higher Sharpe Ratio (1.18 vs 0.75), 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.
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