DSBFX vs. GUGAX
DSBFX (Domini Impact Bond Fund) and GUGAX (GMO Multi-Sector Fixed Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, DSBFX returned 1.27%/yr vs 1.36%/yr for GUGAX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. DSBFX charges 0.87%/yr vs 0.45%/yr for GUGAX.
Performance
DSBFX vs. GUGAX - 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 GUGAX's 0.96% return. Over the past 10 years, DSBFX has underperformed GUGAX with an annualized return of 1.27%, while GUGAX has yielded a comparatively higher 1.36% 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%
GUGAX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.38%
- YTD
- 0.96%
- 1Y
- 3.41%
- 3Y*
- 4.15%
- 5Y*
- -0.70%
- 10Y*
- 1.36%
- ALL TIME*
- 0.48%
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. GUGAX - 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% |
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% |
Correlation
The correlation between DSBFX and GUGAX is 0.53, 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. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 31, 2000 | 0.76 |
Over the past year, the correlation between DSBFX and GUGAX has dropped to 0.53 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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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.
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 | GUGAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.48 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 4.81 | -3.90 |
| Martin ratioReturn relative to average drawdown | 2.33 | 13.57 | -11.24 |
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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 | -2.95% | -1.00% | -1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -5.37% | -5.81% | +0.44% |
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 | -4.62% | -6.72% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -11.25% | +7.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 0.38% | +0.78% |
Volatility
DSBFX vs. GUGAX - Volatility Comparison
Domini Impact Bond Fund (DSBFX) has a higher volatility of 0.97% 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 | 0.97% | 0.00% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 2.84% | 1.01% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.59% | 2.51% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.01% | 6.57% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.01% | 5.42% | -0.41% |
DSBFX vs. GUGAX - Expense Ratio Comparison
DSBFX has a 0.87% expense ratio, which is higher than GUGAX's 0.45% expense ratio.
Dividends
DSBFX vs. GUGAX - Dividend Comparison
DSBFX's dividend yield for the trailing twelve months is around 2.94%, less than GUGAX's 3.45% 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% |
GUGAX GMO Multi-Sector Fixed Income Fund | 3.45% | 3.69% | 4.34% | 0.00% | 1.94% | 2.90% | 7.96% | 5.74% | 5.08% | 2.43% | 3.29% | 1.76% |
Frequently Asked Questions
DSBFX and GUGAX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSBFX has higher volatility (0.97%) compared to GUGAX (0.00%). In terms of maximum drawdown, DSBFX dropped -20.10% vs GUGAX's -38.57%.
GUGAX currently has the higher Sharpe Ratio (1.93 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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