DSBFX vs. LMSMX
Compare and contrast key facts about Domini Impact Bond Fund (DSBFX) and Western Asset SMASh Series M Fund (LMSMX).
DSBFX is managed by Domini. It was launched on Jun 1, 2000. LMSMX is managed by Legg Mason. It was launched on Dec 27, 2006.
Performance
DSBFX vs. LMSMX - Performance Comparison
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DSBFX vs. LMSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSBFX Domini Impact Bond Fund | -0.16% | 6.07% | 1.73% | 5.73% | -15.11% | -0.80% | 10.10% | 9.15% | -0.77% | 3.47% |
LMSMX Western Asset SMASh Series M Fund | 0.56% | 12.15% | -1.72% | 5.13% | -23.44% | -2.32% | 12.86% | 7.71% | 1.46% | 5.52% |
Returns By Period
In the year-to-date period, DSBFX achieves a -0.16% return, which is significantly lower than LMSMX's 0.56% return.
DSBFX
- 1D
- 0.20%
- 1M
- -1.74%
- YTD
- -0.16%
- 6M
- 0.33%
- 1Y
- 3.09%
- 3Y*
- 3.43%
- 5Y*
- -0.32%
- 10Y*
- 1.55%
LMSMX
- 1D
- 0.38%
- 1M
- -1.28%
- YTD
- 0.56%
- 6M
- 2.13%
- 1Y
- 7.08%
- 3Y*
- 3.86%
- 5Y*
- -1.85%
- 10Y*
- —
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DSBFX vs. LMSMX - Expense Ratio Comparison
DSBFX has a 0.87% expense ratio, which is higher than LMSMX's 0.00% expense ratio.
Return for Risk
DSBFX vs. LMSMX — Risk / Return Rank
DSBFX
LMSMX
DSBFX vs. LMSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Bond Fund (DSBFX) and Western Asset SMASh Series M Fund (LMSMX). 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 | LMSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.10 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.64 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.61 | -0.28 |
Martin ratioReturn relative to average drawdown | 3.74 | 5.40 | -1.67 |
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 | LMSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.10 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | -0.18 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.17 | +0.17 |
Correlation
The correlation between DSBFX and LMSMX is 0.87, 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. LMSMX - Dividend Comparison
DSBFX's dividend yield for the trailing twelve months is around 2.85%, less than LMSMX's 4.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSBFX Domini Impact Bond Fund | 2.85% | 3.09% | 3.13% | 2.59% | 1.81% | 2.31% | 5.03% | 2.38% | 2.67% | 1.70% | 0.48% | 0.55% |
LMSMX Western Asset SMASh Series M Fund | 4.38% | 4.20% | 5.24% | 4.68% | 3.40% | 3.78% | 6.84% | 7.19% | 3.18% | 3.24% | 0.00% | 0.00% |
Drawdowns
DSBFX vs. LMSMX - Drawdown Comparison
The maximum DSBFX drawdown since its inception was -20.10%, smaller than the maximum LMSMX drawdown of -30.76%. Use the drawdown chart below to compare losses from any high point for DSBFX and LMSMX.
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Drawdown Indicators
| DSBFX | LMSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -30.76% | +10.66% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -4.83% | +1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -20.10% | -30.18% | +10.08% |
Max Drawdown (10Y)Largest decline over 10 years | -20.10% | — | — |
Current DrawdownCurrent decline from peak | -4.40% | -13.02% | +8.62% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -10.07% | +6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 1.44% | -0.43% |
Volatility
DSBFX vs. LMSMX - Volatility Comparison
The current volatility for Domini Impact Bond Fund (DSBFX) is 1.36%, while Western Asset SMASh Series M Fund (LMSMX) has a volatility of 1.52%. This indicates that DSBFX experiences smaller price fluctuations and is considered to be less risky than LMSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSBFX | LMSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 1.52% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 2.47% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.24% | 6.95% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.98% | 10.39% | -4.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 8.22% | -3.22% |