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DSEFX vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSEFX vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Domini Impact Equity Fund (DSEFX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DSEFX having a 11.81% return and ITOT slightly lower at 11.25%. Over the past 10 years, DSEFX has underperformed ITOT with an annualized return of 13.19%, while ITOT has yielded a comparatively higher 15.01% annualized return.


DSEFX

1D
0.02%
1M
6.66%
YTD
11.81%
6M
11.75%
1Y
25.38%
3Y*
19.17%
5Y*
10.78%
10Y*
13.19%

ITOT

1D
-0.73%
1M
5.01%
YTD
11.25%
6M
11.12%
1Y
28.12%
3Y*
22.09%
5Y*
12.69%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSEFX vs. ITOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSEFX
Domini Impact Equity Fund
11.81%11.51%21.68%28.43%-25.70%21.44%30.06%31.66%-9.25%15.44%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
11.25%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%21.37%

Correlation

The correlation between DSEFX and ITOT is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2004

0.96

The correlation between DSEFX and ITOT has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

DSEFX vs. ITOT — Risk / Return Rank

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

DSEFX
DSEFX Risk / Return Rank: 4949
Overall Rank
DSEFX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DSEFX Sortino Ratio Rank: 4848
Sortino Ratio Rank
DSEFX Omega Ratio Rank: 4747
Omega Ratio Rank
DSEFX Calmar Ratio Rank: 4343
Calmar Ratio Rank
DSEFX Martin Ratio Rank: 5555
Martin Ratio Rank

ITOT
ITOT Risk / Return Rank: 6868
Overall Rank
ITOT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6868
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6767
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6363
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7575
Martin Ratio Rank
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. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.


DSEFXITOTDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.37

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

2.48

3.17

-0.69

Martin ratioReturn relative to average drawdown

11.07

14.57

-3.50

DSEFX vs. ITOT - Sharpe Ratio Comparison

The current DSEFX Sharpe Ratio is 2.12, which is comparable to the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DSEFX and ITOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DSEFXITOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.32

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.74

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.82

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.57

-0.07

Drawdowns

DSEFX vs. ITOT - Drawdown Comparison

The maximum DSEFX drawdown since its inception was -57.66%, roughly equal to the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DSEFX and ITOT.


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Drawdown Indicators


DSEFXITOTDifference

Max Drawdown

Largest peak-to-trough decline

-57.66%

-55.20%

-2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-8.90%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-20.32%

-19.44%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-30.86%

-25.36%

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

-35.00%

+3.91%

Current Drawdown

Current decline from peak

0.00%

-0.73%

+0.73%

Average Drawdown

Average peak-to-trough decline

-10.92%

-6.97%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

1.94%

+0.41%

Volatility

DSEFX vs. ITOT - Volatility Comparison

Domini Impact Equity Fund (DSEFX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 3.10% and 2.99%, 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.


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Volatility by Period


DSEFXITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

2.99%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

9.13%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

12.20%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

17.36%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.64%

18.26%

+0.38%

DSEFX vs. ITOT - Expense Ratio Comparison

DSEFX has a 1.09% expense ratio, which is higher than ITOT's 0.03% expense ratio.


Dividends

DSEFX vs. ITOT - Dividend Comparison

DSEFX's dividend yield for the trailing twelve months is around 10.00%, more than ITOT's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
DSEFX
Domini Impact Equity Fund
10.00%11.18%5.18%1.01%1.83%6.00%2.29%2.42%14.44%5.31%2.67%6.44%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
0.98%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%

Frequently Asked Questions


With a correlation of 0.97, DSEFX and ITOT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DSEFX has higher volatility (3.10%) compared to ITOT (2.99%). In terms of maximum drawdown, DSEFX dropped -57.66% vs ITOT's -55.20%.

ITOT currently has the higher Sharpe Ratio (2.32 vs 2.12), 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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