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.
Performance
DSEFX vs. ITOT - Performance Comparison
Returns By Period
In the year-to-date period, DSEFX achieves a 22.29% return, which is significantly lower than ITOT's 26.27% return. Over the past 10 years, DSEFX has underperformed ITOT with an annualized return of 5.42%, while ITOT has yielded a comparatively higher 12.82% annualized return.
DSEFX
22.29%
2.88%
10.67%
28.19%
11.32%
5.42%
ITOT
26.27%
4.08%
14.07%
33.69%
15.18%
12.82%
Key characteristics
| DSEFX | ITOT | |
|---|---|---|
| Sharpe Ratio | 2.10 | 2.68 |
| Sortino Ratio | 2.83 | 3.57 |
| Omega Ratio | 1.38 | 1.49 |
| Calmar Ratio | 1.65 | 3.97 |
| Martin Ratio | 12.56 | 17.14 |
| Ulcer Index | 2.24% | 1.97% |
| Daily Std Dev | 13.40% | 12.56% |
| Max Drawdown | -80.93% | -55.21% |
| Current Drawdown | -0.65% | -0.37% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DSEFX vs. ITOT - Expense Ratio Comparison
DSEFX has a 1.09% expense ratio, which is higher than ITOT's 0.03% expense ratio.
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.
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 0.30%, less than ITOT's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 0.30% | 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 | 1.20% | 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 -55.21%. 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
The current volatility for Domini Impact Equity Fund (DSEFX) is 3.92%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.18%. 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.