DSEFX vs. ESGV
Compare and contrast key facts about Domini Impact Equity Fund (DSEFX) and Vanguard ESG U.S. Stock ETF (ESGV).
DSEFX is managed by Domini. It was launched on Jun 3, 1991. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEFX or ESGV.
Correlation
The correlation between DSEFX and ESGV is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DSEFX vs. ESGV - Performance Comparison
Key characteristics
DSEFX:
0.99
ESGV:
1.78
DSEFX:
1.30
ESGV:
2.39
DSEFX:
1.20
ESGV:
1.32
DSEFX:
1.37
ESGV:
2.68
DSEFX:
4.44
ESGV:
10.51
DSEFX:
3.54%
ESGV:
2.37%
DSEFX:
15.83%
ESGV:
13.99%
DSEFX:
-80.93%
ESGV:
-33.66%
DSEFX:
-5.52%
ESGV:
0.00%
Returns By Period
In the year-to-date period, DSEFX achieves a 3.11% return, which is significantly lower than ESGV's 4.12% return.
DSEFX
3.11%
1.41%
4.24%
14.67%
8.95%
5.80%
ESGV
4.12%
2.35%
11.84%
23.50%
14.26%
N/A
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DSEFX vs. ESGV - Expense Ratio Comparison
DSEFX has a 1.09% expense ratio, which is higher than ESGV's 0.09% expense ratio.
Risk-Adjusted Performance
DSEFX vs. ESGV — Risk-Adjusted Performance Rank
DSEFX
ESGV
DSEFX vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and Vanguard ESG U.S. Stock ETF (ESGV). 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. ESGV - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 0.25%, less than ESGV's 1.00% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 0.25% | 0.26% | 0.39% | 0.12% | 0.14% | 0.50% | 0.49% | 1.19% | 0.14% | 1.04% | 0.94% | 1.26% |
ESGV Vanguard ESG U.S. Stock ETF | 1.00% | 1.05% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DSEFX vs. ESGV - Drawdown Comparison
The maximum DSEFX drawdown since its inception was -80.93%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for DSEFX and ESGV. For additional features, visit the drawdowns tool.
Volatility
DSEFX vs. ESGV - Volatility Comparison
Domini Impact Equity Fund (DSEFX) has a higher volatility of 3.68% compared to Vanguard ESG U.S. Stock ETF (ESGV) at 3.45%. This indicates that DSEFX's price experiences larger fluctuations and is considered to be riskier than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.