PortfoliosLab logoPortfoliosLab logo
DSEFX vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSEFX vs. IVV - 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 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DSEFX achieves a 11.81% return, which is significantly higher than IVV's 10.85% return. Over the past 10 years, DSEFX has underperformed IVV with an annualized return of 13.19%, while IVV has yielded a comparatively higher 15.54% 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%

IVV

1D
-0.76%
1M
4.97%
YTD
10.85%
6M
10.87%
1Y
28.00%
3Y*
22.43%
5Y*
13.88%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSEFX vs. IVV - 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%
IVV
iShares Core S&P 500 ETF
10.85%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between DSEFX and IVV 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

0.98

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 May 22, 2000

0.96

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DSEFX vs. IVV — 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

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV 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. IVV - 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 500 ETF (IVV). 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.


DSEFXIVVDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.37

1.43

-0.06

Calmar ratioReturn relative to maximum drawdown

2.48

3.17

-0.68

Martin ratioReturn relative to average drawdown

11.07

14.71

-3.64

DSEFX vs. IVV - Sharpe Ratio Comparison

The current DSEFX Sharpe Ratio is 2.12, which is comparable to the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of DSEFX and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DSEFXIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.39

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.83

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.86

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.45

+0.05

Drawdowns

DSEFX vs. IVV - Drawdown Comparison

The maximum DSEFX drawdown since its inception was -57.66%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for DSEFX and IVV.


Loading charts...

Drawdown Indicators


DSEFXIVVDifference

Max Drawdown

Largest peak-to-trough decline

-57.66%

-55.25%

-2.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-8.89%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-20.32%

-18.75%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-30.86%

-24.53%

-6.33%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

-33.90%

+2.81%

Current Drawdown

Current decline from peak

0.00%

-0.76%

+0.76%

Average Drawdown

Average peak-to-trough decline

-10.92%

-10.78%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

1.91%

+0.44%

Volatility

DSEFX vs. IVV - Volatility Comparison

Domini Impact Equity Fund (DSEFX) has a higher volatility of 3.10% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. This indicates that DSEFX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DSEFXIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

2.87%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

8.90%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

11.80%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

16.88%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.64%

18.05%

+0.59%

DSEFX vs. IVV - Expense Ratio Comparison

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


Dividends

DSEFX vs. IVV - Dividend Comparison

DSEFX's dividend yield for the trailing twelve months is around 10.00%, more than IVV's 1.06% 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%
IVV
iShares Core S&P 500 ETF
1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


With a correlation of 0.97, DSEFX and IVV 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 IVV (2.87%). In terms of maximum drawdown, DSEFX dropped -57.66% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.39 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.

Portfolio Optimizer

Find the right allocation for DSEFX and IVV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer