DSEFX vs. ITOT
Compare and contrast key facts about Domini Impact Equity Fund (DSEFX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
DSEFX is managed by Domini. It was launched on Jun 3, 1991. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEFX or ITOT.
Correlation
The correlation between DSEFX and ITOT is 0.96, 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. ITOT - Performance Comparison
Key characteristics
DSEFX:
1.23
ITOT:
2.10
DSEFX:
1.57
ITOT:
2.79
DSEFX:
1.25
ITOT:
1.39
DSEFX:
1.27
ITOT:
3.18
DSEFX:
7.99
ITOT:
13.43
DSEFX:
2.40%
ITOT:
2.01%
DSEFX:
15.58%
ITOT:
12.87%
DSEFX:
-80.93%
ITOT:
-55.20%
DSEFX:
-7.48%
ITOT:
-3.03%
Returns By Period
In the year-to-date period, DSEFX achieves a 17.32% return, which is significantly lower than ITOT's 24.93% return. Over the past 10 years, DSEFX has underperformed ITOT with an annualized return of 5.70%, while ITOT has yielded a comparatively higher 12.59% annualized return.
DSEFX
17.32%
-3.14%
2.86%
17.86%
9.99%
5.70%
ITOT
24.93%
0.06%
10.15%
25.61%
14.09%
12.59%
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DSEFX vs. ITOT - Expense Ratio Comparison
DSEFX has a 1.09% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
DSEFX vs. ITOT - Risk-Adjusted Performance 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.
Dividends
DSEFX vs. ITOT - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 0.24%, less than ITOT's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 0.24% | 0.39% | 0.12% | 0.14% | 0.50% | 0.49% | 1.19% | 0.14% | 1.04% | 0.94% | 1.26% | 0.58% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.22% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
DSEFX vs. ITOT - Drawdown Comparison
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.
Volatility
DSEFX vs. ITOT - Volatility Comparison
Domini Impact Equity Fund (DSEFX) has a higher volatility of 8.73% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.07%. This indicates that DSEFX's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.