DSBFX vs. TIBDX
DSBFX (Domini Impact Bond Fund) and TIBDX (TIAA-CREF Core Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, DSBFX returned 1.47%/yr vs 1.91%/yr for TIBDX. Their correlation of 0.91 suggests significant overlap in exposure. DSBFX charges 0.87%/yr vs 0.29%/yr for TIBDX.
Performance
DSBFX vs. TIBDX - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with DSBFX at 0.34% and TIBDX at 0.34%. Over the past 10 years, DSBFX has underperformed TIBDX with an annualized return of 1.47%, while TIBDX has yielded a comparatively higher 1.91% annualized 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%
TIBDX
- 1D
- -0.33%
- 1M
- 0.60%
- YTD
- 0.34%
- 6M
- 0.71%
- 1Y
- 4.87%
- 3Y*
- 4.18%
- 5Y*
- 0.09%
- 10Y*
- 1.91%
DSBFX vs. TIBDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSBFX Domini Impact Bond Fund | 0.34% | 6.07% | 1.73% | 5.73% | -15.11% | -0.80% | 10.10% | 9.15% | -0.77% | 3.28% |
TIBDX TIAA-CREF Core Bond Fund | 0.34% | 7.38% | 1.95% | 5.63% | -13.68% | -0.95% | 8.10% | 9.57% | -0.64% | 4.48% |
Correlation
The correlation between DSBFX and TIBDX is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 31, 2000 | 0.91 |
The correlation between DSBFX and TIBDX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
DSBFX vs. TIBDX — Risk / Return Rank
DSBFX
TIBDX
DSBFX vs. TIBDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Bond Fund (DSBFX) and TIAA-CREF Core Bond Fund (TIBDX). 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 | TIBDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.72 | -0.33 |
| Martin ratioReturn relative to average drawdown | 3.99 | 5.09 | -1.10 |
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Drawdowns
DSBFX vs. TIBDX - Drawdown Comparison
The maximum DSBFX drawdown since its inception was -20.10%, which is greater than TIBDX's maximum drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for DSBFX and TIBDX.
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Drawdown Indicators
| DSBFX | TIBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -18.82% | -1.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -2.98% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -6.59% | -6.29% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -20.10% | -18.82% | -1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -20.10% | -18.82% | -1.28% |
Current DrawdownCurrent decline from peak | -3.93% | -1.54% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -2.30% | -1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 1.01% | +0.02% |
Volatility
DSBFX vs. TIBDX - Volatility Comparison
Domini Impact Bond Fund (DSBFX) and TIAA-CREF Core Bond Fund (TIBDX) have volatilities of 1.14% and 1.10%, 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 | TIBDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 1.10% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | 2.95% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.69% | 3.88% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.01% | 5.64% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.02% | 4.74% | +0.28% |
DSBFX vs. TIBDX - Expense Ratio Comparison
DSBFX has a 0.87% expense ratio, which is higher than TIBDX's 0.29% expense ratio.
Dividends
DSBFX vs. TIBDX - Dividend Comparison
DSBFX's dividend yield for the trailing twelve months is around 3.14%, less than TIBDX's 4.46% 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% |
TIBDX TIAA-CREF Core Bond Fund | 4.46% | 4.34% | 3.60% | 3.22% | 2.44% | 2.39% | 4.45% | 3.09% | 2.88% | 2.93% | 3.80% | 4.68% |
Frequently Asked Questions
With a correlation of 0.94, DSBFX and TIBDX 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.
DSBFX has higher volatility (1.14%) compared to TIBDX (1.10%). In terms of maximum drawdown, DSBFX dropped -20.10% vs TIBDX's -18.82%.
TIBDX currently has the higher Sharpe Ratio (1.33 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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