DSEFX vs. ITOT

In the year-to-date period, DSEFX achieves a -2.61% return, which is significantly lower than ITOT's -0.59% return. Over the past 10 years, DSEFX has underperformed ITOT with an annualized return of 5.15%, while ITOT has yielded a comparatively higher 12.07% annualized return.

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

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.

The current DSEFX Sharpe Ratio is 0.22, which is lower than the ITOT Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of DSEFX and ITOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DSEFX's dividend yield for the trailing twelve months is around 0.14%, less than ITOT's 1.28% yield.

The maximum DSEFX drawdown since its inception was -80.93%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DSEFX and ITOT. For additional features, visit the drawdowns tool.

Domini Impact Equity Fund (DSEFX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 6.02% and 6.27%, 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.