DSEFX vs. IVV
DSEFX (Domini Impact Equity Fund) and IVV (iShares Core S&P 500 ETF) are both funds - DSEFX is a Large Cap Growth Equities fund managed by Domini, while IVV is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, DSEFX returned 13.19%/yr vs 15.54%/yr for IVV. With a 0.96 correlation, they move nearly in lockstep. DSEFX charges 1.09%/yr vs 0.03%/yr for IVV.
Performance
DSEFX vs. IVV - Performance Comparison
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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%
DSEFX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
DSEFX vs. IVV — Risk / Return Rank
DSEFX
IVV
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.
| DSEFX | IVV | Difference | |
|---|---|---|---|
| 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 |
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 | IVV | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| DSEFX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.76% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -10.78% | -0.14% |
Ulcer IndexDepth 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.
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Volatility by Period
| DSEFX | IVV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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