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DSBFX vs. GUGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSBFX vs. GUGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Domini Impact Bond Fund (DSBFX) and GMO Multi-Sector Fixed Income Fund (GUGAX). The values are adjusted to include any dividend payments, if applicable.

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DSBFX vs. GUGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSBFX
DSBFX Risk / Return Rank: 4141
Overall Rank
DSBFX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DSBFX Sortino Ratio Rank: 3636
Sortino Ratio Rank
DSBFX Omega Ratio Rank: 2727
Omega Ratio Rank
DSBFX Calmar Ratio Rank: 6363
Calmar Ratio Rank
DSBFX Martin Ratio Rank: 3939
Martin Ratio Rank

GUGAX
GUGAX Risk / Return Rank: 7474
Overall Rank
GUGAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GUGAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
GUGAX Omega Ratio Rank: 6969
Omega Ratio Rank
GUGAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GUGAX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DSBFXGUGAXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.36

-0.51

Sortino ratio

Return per unit of downside risk

1.20

1.98

-0.77

Omega ratio

Gain probability vs. loss probability

1.15

1.26

-0.11

Calmar ratio

Return relative to maximum drawdown

1.47

1.80

-0.33

Martin ratio

Return relative to average drawdown

4.19

6.66

-2.47

DSBFX vs. GUGAX - Sharpe Ratio Comparison

The current DSBFX Sharpe Ratio is 0.84, which is lower than the GUGAX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of DSBFX and GUGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DSBFXGUGAXDifference

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.


TTM20252024202320222021202020192018201720162015
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


DSBFXGUGAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.59%

-6.72%

+2.13%

Average Drawdown

Average peak-to-trough decline

-3.78%

-11.29%

+7.51%

Ulcer Index

Depth 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


DSBFXGUGAXDifference

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%