DSEFX vs. ARCC
DSEFX (Domini Impact Equity Fund) is Large Cap Growth Equities fund managed by Domini, while ARCC (Ares Capital Corporation) is a stock. Over the past 10 years, DSEFX returned 13.40%/yr vs 12.46%/yr for ARCC. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
DSEFX vs. ARCC - Performance Comparison
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Returns By Period
In the year-to-date period, DSEFX achieves a 9.17% return, which is significantly higher than ARCC's -6.83% return. Over the past 10 years, DSEFX has outperformed ARCC with an annualized return of 13.40%, while ARCC has yielded a comparatively lower 12.46% annualized return.
DSEFX
- 1D
- -0.19%
- 1M
- 0.20%
- YTD
- 9.17%
- 6M
- 8.39%
- 1Y
- 22.21%
- 3Y*
- 17.69%
- 5Y*
- 9.41%
- 10Y*
- 13.40%
ARCC
- 1D
- 0.28%
- 1M
- -1.31%
- YTD
- -6.83%
- 6M
- -5.38%
- 1Y
- -8.17%
- 3Y*
- 9.59%
- 5Y*
- 8.14%
- 10Y*
- 12.46%
DSEFX vs. ARCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 9.17% | 11.51% | 21.68% | 28.43% | -25.70% | 21.44% | 30.06% | 31.66% | -9.25% | 15.44% |
ARCC Ares Capital Corporation | -6.83% | 1.07% | 19.78% | 20.03% | -3.84% | 36.14% | 0.86% | 31.30% | 8.81% | 4.50% |
Correlation
The correlation between DSEFX and ARCC is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2004 | 0.54 |
The correlation between DSEFX and ARCC has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.
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Return for Risk
DSEFX vs. ARCC — Risk / Return Rank
DSEFX
ARCC
DSEFX vs. ARCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and Ares Capital Corporation (ARCC). 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.
| DSEFX | ARCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.25 | ||
| Sortino ratioReturn per unit of downside risk | +2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.94 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | -0.42 | +2.65 |
| Martin ratioReturn relative to average drawdown | 9.59 | -0.75 | +10.35 |
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Drawdowns
DSEFX vs. ARCC - Drawdown Comparison
The maximum DSEFX drawdown since its inception was -57.66%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for DSEFX and ARCC.
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Drawdown Indicators
| DSEFX | ARCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.66% | -79.36% | +21.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -19.35% | +8.86% |
Max Drawdown (3Y)Largest decline over 3 years | -20.32% | -19.35% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -30.86% | -21.76% | -9.10% |
Max Drawdown (10Y)Largest decline over 10 years | -31.09% | -56.77% | +25.68% |
Current DrawdownCurrent decline from peak | -2.37% | -15.20% | +12.83% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -9.11% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 10.89% | -8.46% |
Volatility
DSEFX vs. ARCC - Volatility Comparison
Domini Impact Equity Fund (DSEFX) has a higher volatility of 4.99% compared to Ares Capital Corporation (ARCC) at 4.64%. This indicates that DSEFX's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSEFX | ARCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 4.64% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 15.11% | -4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 18.65% | -5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 19.96% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 25.60% | -6.91% |
Dividends
DSEFX vs. ARCC - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 10.29%, less than ARCC's 10.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 10.73% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
DSEFX Domini Impact Equity Fund | 10.29% | 11.18% | 5.18% | 1.01% | 1.83% | 6.00% | 2.29% | 2.42% | 14.44% | 5.31% | 2.67% | 6.44% |
Frequently Asked Questions
DSEFX and ARCC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSEFX has higher volatility (4.99%) compared to ARCC (4.64%). In terms of maximum drawdown, DSEFX dropped -57.66% vs ARCC's -79.36%.
DSEFX currently has the higher Sharpe Ratio (1.81 vs -0.44), 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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