DSEFX vs. DOMIX

Last updated Jun 26, 2026

DSEFX (Domini Impact Equity Fund) and DOMIX (Domini Impact International Equity Fund) are both mutual funds - DSEFX is a Large Cap Growth Equities fund managed by Domini, while DOMIX is a Foreign Large Cap Equities fund managed by Domini. Over the past 10 years, DSEFX returned 13.20%/yr vs 8.69%/yr for DOMIX. A 0.73 correlation means they provide meaningful diversification when combined. DSEFX charges 1.09%/yr vs 1.37%/yr for DOMIX.

Performance

DSEFX vs. DOMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Domini Impact Equity Fund (DSEFX) and Domini Impact International Equity Fund (DOMIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DSEFX achieves a 7.22% return, which is significantly lower than DOMIX's 8.82% return. Over the past 10 years, DSEFX has outperformed DOMIX with an annualized return of 13.20%, while DOMIX has yielded a comparatively lower 8.69% annualized return.

DSEFX

• 1D: -0.10%
• 1M: -2.63%
• YTD: 7.22%
• 6M: 6.10%
• 1Y: 18.45%
• 3Y*: 16.98%
• 5Y*: 8.85%
• 10Y*: 13.20%

DOMIX

• 1D: -0.32%
• 1M: -0.70%
• YTD: 8.82%
• 6M: 8.26%
• 1Y: 22.96%
• 3Y*: 19.95%
• 5Y*: 8.28%
• 10Y*: 8.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DSEFX vs. DOMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DSEFX Domini Impact Equity Fund	7.22%	11.51%	21.68%	28.43%	-25.70%	21.44%	30.06%	31.66%	-9.25%	15.44%
DOMIX Domini Impact International Equity Fund	8.82%	30.81%	8.24%	21.39%	-20.84%	10.69%	5.73%	16.94%	-16.35%	24.61%

Correlation

The correlation between DSEFX and DOMIX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Dec 28, 2006	0.73

The correlation between DSEFX and DOMIX has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

Return for Risk

DSEFX vs. DOMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSEFX

DSEFX Risk / Return Rank: 35
DSEFX Sharpe Ratio Rank: 35
DSEFX Sortino Ratio Rank: 33
DSEFX Omega Ratio Rank: 34
DSEFX Calmar Ratio Rank: 31
DSEFX Martin Ratio Rank: 41

DOMIX

DOMIX Risk / Return Rank: 36
DOMIX Sharpe Ratio Rank: 34
DOMIX Sortino Ratio Rank: 36
DOMIX Omega Ratio Rank: 36
DOMIX Calmar Ratio Rank: 35
DOMIX Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DSEFX vs. DOMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and Domini Impact International Equity Fund (DOMIX). 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	DOMIX	Difference
Sharpe ratio: Return per unit of total volatility	1.44	1.39	+0.04
Sortino ratio: Return per unit of downside risk	2.01	2.05	-0.04
Omega ratio: Gain probability vs. loss probability	1.26	1.26	0.00
Calmar ratio: Return relative to maximum drawdown	1.78	1.91	-0.13
Martin ratio: Return relative to average drawdown	7.57	7.40	+0.17

DSEFX vs. DOMIX - Sharpe Ratio Comparison

The current DSEFX Sharpe Ratio is 1.44, which is comparable to the DOMIX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DSEFX and DOMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DSEFX vs. DOMIX - Drawdown Comparison

The maximum DSEFX drawdown since its inception was -57.66%, smaller than the maximum DOMIX drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for DSEFX and DOMIX.

Drawdown Indicators

	DSEFX	DOMIX	Difference
Max Drawdown Largest peak-to-trough decline	-57.66%	-66.21%	+8.55%
Max Drawdown (1Y) Largest decline over 1 year	-10.49%	-11.71%	+1.22%
Max Drawdown (3Y) Largest decline over 3 years	-20.32%	-14.51%	-5.81%
Max Drawdown (5Y) Largest decline over 5 years	-30.86%	-33.83%	+2.97%
Max Drawdown (10Y) Largest decline over 10 years	-31.09%	-40.31%	+9.22%
Current Drawdown Current decline from peak	-4.11%	-2.33%	-1.78%
Average Drawdown Average peak-to-trough decline	-10.90%	-16.69%	+5.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	3.01%	-0.56%

Volatility

DSEFX vs. DOMIX - Volatility Comparison

Domini Impact Equity Fund (DSEFX) and Domini Impact International Equity Fund (DOMIX) have volatilities of 5.26% and 5.19%, 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.

Volatility by Period

	DSEFX	DOMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	5.19%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	10.52%	13.49%	-2.97%
Volatility (1Y) Calculated over the trailing 1-year period	13.00%	16.10%	-3.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.12%	16.21%	+1.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.64%	16.45%	+2.19%

DSEFX vs. DOMIX - Expense Ratio Comparison

DSEFX has a 1.09% expense ratio, which is lower than DOMIX's 1.37% expense ratio.

Dividends

DSEFX vs. DOMIX - Dividend Comparison

DSEFX's dividend yield for the trailing twelve months is around 10.48%, more than DOMIX's 1.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOMIX Domini Impact International Equity Fund	1.86%	1.94%	3.00%	2.00%	1.92%	1.17%	0.50%	2.77%	5.14%	2.52%	1.88%	3.19%
DSEFX Domini Impact Equity Fund	10.48%	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

Can I hold both DSEFX and DOMIX in my portfolio?

DSEFX and DOMIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DSEFX or DOMIX?

DSEFX has higher volatility (5.26%) compared to DOMIX (5.19%). In terms of maximum drawdown, DSEFX dropped -57.66% vs DOMIX's -66.21%.

Which has better risk-adjusted returns?

DSEFX currently has the higher Sharpe Ratio (1.44 vs 1.39), 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.