DSEFX vs. ARES
Compare and contrast key facts about Domini Impact Equity Fund (DSEFX) and Ares Management Corporation (ARES).
DSEFX is managed by Domini. It was launched on Jun 3, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEFX or ARES.
Performance
DSEFX vs. ARES - Performance Comparison
Returns By Period
In the year-to-date period, DSEFX achieves a 22.29% return, which is significantly lower than ARES's 50.61% return. Over the past 10 years, DSEFX has underperformed ARES with an annualized return of 5.42%, while ARES has yielded a comparatively higher 32.47% annualized return.
DSEFX
22.29%
2.88%
10.67%
28.19%
11.32%
5.42%
ARES
50.61%
4.86%
21.82%
65.71%
45.31%
32.47%
Key characteristics
| DSEFX | ARES | |
|---|---|---|
| Sharpe Ratio | 2.10 | 2.48 |
| Sortino Ratio | 2.83 | 3.12 |
| Omega Ratio | 1.38 | 1.40 |
| Calmar Ratio | 1.65 | 5.17 |
| Martin Ratio | 12.56 | 14.74 |
| Ulcer Index | 2.24% | 4.46% |
| Daily Std Dev | 13.40% | 26.48% |
| Max Drawdown | -80.93% | -45.85% |
| Current Drawdown | -0.65% | 0.00% |
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Correlation
The correlation between DSEFX and ARES is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DSEFX vs. ARES - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and Ares Management Corporation (ARES). 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.
Dividends
DSEFX vs. ARES - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 0.30%, less than ARES's 2.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 0.30% | 0.39% | 0.12% | 0.14% | 0.50% | 0.49% | 1.19% | 0.14% | 1.04% | 0.94% | 1.26% | 0.58% |
ARES Ares Management Corporation | 2.03% | 2.59% | 3.57% | 2.31% | 3.40% | 3.59% | 7.50% | 6.30% | 4.32% | 6.81% | 2.45% | 0.00% |
Drawdowns
DSEFX vs. ARES - Drawdown Comparison
The maximum DSEFX drawdown since its inception was -80.93%, which is greater than ARES's maximum drawdown of -45.85%. Use the drawdown chart below to compare losses from any high point for DSEFX and ARES. For additional features, visit the drawdowns tool.
Volatility
DSEFX vs. ARES - Volatility Comparison
The current volatility for Domini Impact Equity Fund (DSEFX) is 3.92%, while Ares Management Corporation (ARES) has a volatility of 8.52%. This indicates that DSEFX experiences smaller price fluctuations and is considered to be less risky than ARES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.