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.
Performance
DSEFX vs. ITOT - Performance Comparison
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DSEFX vs. ITOT - 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -4.00% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Returns By Period
In the year-to-date period, DSEFX achieves a -8.68% return, which is significantly lower than ITOT's -4.00% return. Over the past 10 years, DSEFX has underperformed ITOT with an annualized return of 10.88%, while ITOT has yielded a comparatively higher 13.57% 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%
ITOT
- 1D
- 2.98%
- 1M
- -4.92%
- YTD
- -4.00%
- 6M
- -1.67%
- 1Y
- 18.07%
- 3Y*
- 17.83%
- 5Y*
- 10.46%
- 10Y*
- 13.57%
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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.
Return for Risk
DSEFX vs. ITOT — Risk / Return Rank
DSEFX
ITOT
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.
| DSEFX | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.97 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.49 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.51 | -0.91 |
Martin ratioReturn relative to average drawdown | 2.63 | 7.22 | -4.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSEFX | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.97 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.61 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.75 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.54 | -0.07 |
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.
Dividends
DSEFX vs. ITOT - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 12.24%, more than ITOT's 1.13% 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.13% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
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
| DSEFX | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.66% | -55.20% | -2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -12.34% | +0.36% |
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 DrawdownCurrent decline from peak | -10.49% | -6.18% | -4.31% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -7.02% | -3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.59% | +0.14% |
Volatility
DSEFX vs. ITOT - Volatility Comparison
The current volatility for Domini Impact Equity Fund (DSEFX) is 4.40%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 5.47%. This indicates that DSEFX experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSEFX | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 5.47% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 9.76% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.72% | 18.67% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.00% | 17.37% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 18.25% | +0.35% |