DSBFX vs. MWIGX
DSBFX (Domini Impact Bond Fund) and MWIGX (Metropolitan West Investment Grade Credit Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, DSBFX returned -0.51%/yr vs 0.71%/yr for MWIGX. Their correlation of 0.85 suggests significant overlap in exposure. DSBFX charges 0.87%/yr vs 1.87%/yr for MWIGX.
Performance
DSBFX vs. MWIGX - Performance Comparison
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Returns By Period
In the year-to-date period, DSBFX achieves a 0.34% return, which is significantly higher than MWIGX's -0.05% return.
DSBFX
- 1D
- -0.29%
- 1M
- 0.56%
- YTD
- 0.34%
- 6M
- 0.60%
- 1Y
- 3.78%
- 3Y*
- 3.77%
- 5Y*
- -0.51%
- 10Y*
- 1.47%
MWIGX
- 1D
- -0.25%
- 1M
- 0.35%
- YTD
- -0.05%
- 6M
- 0.32%
- 1Y
- 4.37%
- 3Y*
- 5.41%
- 5Y*
- 0.71%
- 10Y*
- —
DSBFX vs. MWIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DSBFX Domini Impact Bond Fund | 0.34% | 6.07% | 1.73% | 5.73% | -15.11% | -0.80% | 10.10% | 9.15% | 0.79% |
MWIGX Metropolitan West Investment Grade Credit Fund | -0.05% | 7.99% | 3.82% | 6.55% | -13.01% | -1.13% | 8.41% | 11.21% | 4.27% |
Correlation
The correlation between DSBFX and MWIGX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2018 | 0.85 |
The correlation between DSBFX and MWIGX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
DSBFX vs. MWIGX — Risk / Return Rank
DSBFX
MWIGX
DSBFX vs. MWIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Bond Fund (DSBFX) and Metropolitan West Investment Grade Credit Fund (MWIGX). 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 | MWIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.93 | -0.53 |
| Martin ratioReturn relative to average drawdown | 3.99 | 6.03 | -2.03 |
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Drawdowns
DSBFX vs. MWIGX - Drawdown Comparison
The maximum DSBFX drawdown since its inception was -20.10%, which is greater than MWIGX's maximum drawdown of -18.32%. Use the drawdown chart below to compare losses from any high point for DSBFX and MWIGX.
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Drawdown Indicators
| DSBFX | MWIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -18.32% | -1.78% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -2.35% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -6.59% | -3.88% | -2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -20.10% | -18.32% | -1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -20.10% | — | — |
Current DrawdownCurrent decline from peak | -3.93% | -1.31% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -4.45% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 0.75% | +0.28% |
Volatility
DSBFX vs. MWIGX - Volatility Comparison
Domini Impact Bond Fund (DSBFX) and Metropolitan West Investment Grade Credit Fund (MWIGX) have volatilities of 1.14% and 1.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSBFX | MWIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 1.15% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | 2.48% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.69% | 3.25% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.01% | 4.95% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 4.76% | +0.26% |
DSBFX vs. MWIGX - Expense Ratio Comparison
DSBFX has a 0.87% expense ratio, which is lower than MWIGX's 1.87% expense ratio.
Dividends
DSBFX vs. MWIGX - Dividend Comparison
DSBFX's dividend yield for the trailing twelve months is around 3.14%, less than MWIGX's 4.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSBFX Domini Impact Bond Fund | 3.14% | 3.09% | 3.13% | 2.59% | 1.81% | 2.31% | 5.03% | 2.38% | 2.67% | 1.70% | 0.48% | 0.55% |
MWIGX Metropolitan West Investment Grade Credit Fund | 4.07% | 3.70% | 4.52% | 4.97% | 6.33% | 4.25% | 9.21% | 12.03% | 3.98% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, DSBFX and MWIGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MWIGX has higher volatility (1.15%) compared to DSBFX (1.14%). In terms of maximum drawdown, DSBFX dropped -20.10% vs MWIGX's -18.32%.
MWIGX currently has the higher Sharpe Ratio (1.39 vs 1.11), 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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