DSEFX vs. DSBFX
Compare and contrast key facts about Domini Impact Equity Fund (DSEFX) and Domini Impact Bond Fund (DSBFX).
DSEFX is managed by Domini. It was launched on Jun 3, 1991. DSBFX is managed by Domini. It was launched on Jun 1, 2000.
Performance
DSEFX vs. DSBFX - Performance Comparison
Loading graphics...
DSEFX vs. DSBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | -8.68% | 11.51% | 21.68% | 28.43% | -25.70% | 21.44% | 30.06% | 31.66% | -9.25% | 15.44% |
DSBFX Domini Impact Bond Fund | -0.35% | 6.07% | 1.73% | 5.73% | -15.11% | -0.80% | 10.10% | 9.15% | -0.77% | 3.28% |
Returns By Period
In the year-to-date period, DSEFX achieves a -8.68% return, which is significantly lower than DSBFX's -0.35% return. Over the past 10 years, DSEFX has outperformed DSBFX with an annualized return of 10.88%, while DSBFX has yielded a comparatively lower 1.53% annualized return.
DSEFX
- 1D
- -0.32%
- 1M
- -8.51%
- YTD
- -8.68%
- 6M
- -6.38%
- 1Y
- 8.86%
- 3Y*
- 12.96%
- 5Y*
- 7.08%
- 10Y*
- 10.88%
DSBFX
- 1D
- 0.40%
- 1M
- -2.31%
- YTD
- -0.35%
- 6M
- 0.32%
- 1Y
- 3.09%
- 3Y*
- 3.36%
- 5Y*
- -0.30%
- 10Y*
- 1.53%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DSEFX vs. DSBFX - Expense Ratio Comparison
DSEFX has a 1.09% expense ratio, which is higher than DSBFX's 0.87% expense ratio.
Return for Risk
DSEFX vs. DSBFX — Risk / Return Rank
DSEFX
DSBFX
DSEFX vs. DSBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and Domini Impact Bond Fund (DSBFX). 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.
| DSEFX | DSBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.84 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.20 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.15 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.47 | -0.87 |
Martin ratioReturn relative to average drawdown | 2.63 | 4.19 | -1.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DSEFX | DSBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.84 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | -0.05 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.31 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.34 | +0.13 |
Correlation
The correlation between DSEFX and DSBFX is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DSEFX vs. DSBFX - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 12.24%, more than DSBFX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 12.24% | 11.18% | 5.18% | 1.01% | 1.83% | 6.00% | 2.29% | 2.42% | 14.44% | 5.31% | 2.67% | 6.44% |
DSBFX Domini Impact Bond Fund | 2.86% | 3.09% | 3.13% | 2.59% | 1.81% | 2.31% | 5.03% | 2.38% | 2.67% | 1.70% | 0.48% | 0.55% |
Drawdowns
DSEFX vs. DSBFX - Drawdown Comparison
The maximum DSEFX drawdown since its inception was -57.66%, which is greater than DSBFX's maximum drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for DSEFX and DSBFX.
Loading graphics...
Drawdown Indicators
| DSEFX | DSBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.66% | -20.10% | -37.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -2.84% | -9.14% |
Max Drawdown (5Y)Largest decline over 5 years | -30.86% | -20.10% | -10.76% |
Max Drawdown (10Y)Largest decline over 10 years | -31.09% | -20.10% | -10.99% |
Current DrawdownCurrent decline from peak | -10.49% | -4.59% | -5.90% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -3.78% | -7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 1.00% | +1.73% |
Volatility
DSEFX vs. DSBFX - Volatility Comparison
Domini Impact Equity Fund (DSEFX) has a higher volatility of 4.40% compared to Domini Impact Bond Fund (DSBFX) at 1.36%. This indicates that DSEFX's price experiences larger fluctuations and is considered to be riskier than DSBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DSEFX | DSBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 1.36% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 2.37% | +6.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.72% | 4.24% | +13.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.00% | 5.98% | +12.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 5.00% | +13.60% |