DSBFX vs. GUGAX
Compare and contrast key facts about Domini Impact Bond Fund (DSBFX) and GMO Multi-Sector Fixed Income Fund (GUGAX).
DSBFX is managed by Domini. It was launched on Jun 1, 2000. GUGAX is managed by GMO. It was launched on Apr 30, 1997.
Performance
DSBFX vs. GUGAX - Performance Comparison
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DSBFX vs. GUGAX - 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% |
GUGAX GMO Multi-Sector Fixed Income Fund | 0.96% | 7.29% | 0.96% | 6.02% | -14.52% | -3.17% | 4.91% | 9.66% | 2.13% | 4.44% |
Returns By Period
In the year-to-date period, DSBFX achieves a -0.35% return, which is significantly lower than GUGAX's 0.96% return. Both investments have delivered pretty close results over the past 10 years, with DSBFX having a 1.53% annualized return and GUGAX not far ahead at 1.60%.
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%
GUGAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.96%
- 6M
- 1.90%
- 1Y
- 5.20%
- 3Y*
- 4.05%
- 5Y*
- 0.13%
- 10Y*
- 1.60%
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DSBFX vs. GUGAX - Expense Ratio Comparison
DSBFX has a 0.87% expense ratio, which is higher than GUGAX's 0.45% expense ratio.
Return for Risk
DSBFX vs. GUGAX — Risk / Return Rank
DSBFX
GUGAX
DSBFX vs. GUGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Bond Fund (DSBFX) and GMO Multi-Sector Fixed Income Fund (GUGAX). 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 | GUGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.36 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.98 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.80 | -0.33 |
Martin ratioReturn relative to average drawdown | 4.19 | 6.66 | -2.47 |
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
| DSBFX | GUGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.36 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.02 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.30 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.08 | +0.26 |
Correlation
The correlation between DSBFX and GUGAX is 0.77, 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.
Dividends
DSBFX vs. GUGAX - Dividend Comparison
DSBFX's dividend yield for the trailing twelve months is around 2.86%, less than GUGAX's 4.52% 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% |
GUGAX GMO Multi-Sector Fixed Income Fund | 4.52% | 3.69% | 4.34% | 0.00% | 1.94% | 2.90% | 7.96% | 5.74% | 5.08% | 2.43% | 3.29% | 1.76% |
Drawdowns
DSBFX vs. GUGAX - Drawdown Comparison
The maximum DSBFX drawdown since its inception was -20.10%, smaller than the maximum GUGAX drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for DSBFX and GUGAX.
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Drawdown Indicators
| DSBFX | GUGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -38.57% | +18.47% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -3.08% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -20.10% | -20.53% | +0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -20.10% | -23.06% | +2.96% |
Current DrawdownCurrent decline from peak | -4.59% | -6.72% | +2.13% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -11.29% | +7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 0.84% | +0.16% |
Volatility
DSBFX vs. GUGAX - Volatility Comparison
Domini Impact Bond Fund (DSBFX) has a higher volatility of 1.36% compared to GMO Multi-Sector Fixed Income Fund (GUGAX) at 0.00%. This indicates that DSBFX's price experiences larger fluctuations and is considered to be riskier than GUGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSBFX | GUGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 0.00% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 1.84% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.24% | 4.03% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.98% | 6.57% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 5.44% | -0.44% |