DSEFX vs. PAXWX
Compare and contrast key facts about Domini Impact Equity Fund (DSEFX) and Pax Sustainable Allocation Fund (PAXWX).
DSEFX is managed by Domini. It was launched on Jun 3, 1991. PAXWX is managed by Pax World. It was launched on Aug 9, 1971.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEFX or PAXWX.
Performance
DSEFX vs. PAXWX - Performance Comparison
Returns By Period
In the year-to-date period, DSEFX achieves a 22.29% return, which is significantly higher than PAXWX's 9.33% return. Over the past 10 years, DSEFX has outperformed PAXWX with an annualized return of 5.42%, while PAXWX has yielded a comparatively lower 1.61% annualized return.
DSEFX
22.29%
2.88%
10.67%
28.19%
11.32%
5.42%
PAXWX
9.33%
0.38%
4.70%
13.52%
3.07%
1.61%
Key characteristics
| DSEFX | PAXWX | |
|---|---|---|
| Sharpe Ratio | 2.10 | 1.68 |
| Sortino Ratio | 2.83 | 2.37 |
| Omega Ratio | 1.38 | 1.30 |
| Calmar Ratio | 1.65 | 0.74 |
| Martin Ratio | 12.56 | 8.92 |
| Ulcer Index | 2.24% | 1.51% |
| Daily Std Dev | 13.40% | 8.04% |
| Max Drawdown | -80.93% | -43.03% |
| Current Drawdown | -0.65% | -7.21% |
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DSEFX vs. PAXWX - Expense Ratio Comparison
DSEFX has a 1.09% expense ratio, which is higher than PAXWX's 0.30% expense ratio.
Correlation
The correlation between DSEFX and PAXWX is 0.90, 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. PAXWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and Pax Sustainable Allocation Fund (PAXWX). 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. PAXWX - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 0.30%, less than PAXWX's 1.88% 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% |
PAXWX Pax Sustainable Allocation Fund | 1.88% | 1.38% | 1.32% | 0.81% | 0.99% | 1.60% | 2.21% | 0.63% | 1.29% | 0.93% | 0.94% | 0.85% |
Drawdowns
DSEFX vs. PAXWX - Drawdown Comparison
The maximum DSEFX drawdown since its inception was -80.93%, which is greater than PAXWX's maximum drawdown of -43.03%. Use the drawdown chart below to compare losses from any high point for DSEFX and PAXWX. For additional features, visit the drawdowns tool.
Volatility
DSEFX vs. PAXWX - Volatility Comparison
Domini Impact Equity Fund (DSEFX) has a higher volatility of 3.92% compared to Pax Sustainable Allocation Fund (PAXWX) at 2.22%. This indicates that DSEFX's price experiences larger fluctuations and is considered to be riskier than PAXWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.