DSEFX vs. SPY
Compare and contrast key facts about Domini Impact Equity Fund (DSEFX) and SPDR S&P 500 ETF (SPY).
DSEFX is managed by Domini. It was launched on Jun 3, 1991. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEFX or SPY.
Correlation
The correlation between DSEFX and SPY is 0.95, 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.
Performance
DSEFX vs. SPY - Performance Comparison
Key characteristics
DSEFX:
1.23
SPY:
2.21
DSEFX:
1.57
SPY:
2.93
DSEFX:
1.25
SPY:
1.41
DSEFX:
1.27
SPY:
3.26
DSEFX:
7.99
SPY:
14.43
DSEFX:
2.40%
SPY:
1.90%
DSEFX:
15.58%
SPY:
12.41%
DSEFX:
-80.93%
SPY:
-55.19%
DSEFX:
-7.48%
SPY:
-2.74%
Returns By Period
In the year-to-date period, DSEFX achieves a 17.32% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, DSEFX has underperformed SPY with an annualized return of 5.70%, while SPY has yielded a comparatively higher 12.97% annualized return.
DSEFX
17.32%
-3.14%
2.86%
17.86%
9.99%
5.70%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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. SPY - Expense Ratio Comparison
DSEFX has a 1.09% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
DSEFX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 0.24%, less than SPY's 0.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 0.24% | 0.39% | 0.12% | 0.14% | 0.50% | 0.49% | 1.19% | 0.14% | 1.04% | 0.94% | 1.26% | 0.58% |
SPY SPDR S&P 500 ETF | 0.86% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DSEFX vs. SPY - Drawdown Comparison
The maximum DSEFX drawdown since its inception was -80.93%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DSEFX and SPY. For additional features, visit the drawdowns tool.
Volatility
DSEFX vs. SPY - Volatility Comparison
Domini Impact Equity Fund (DSEFX) has a higher volatility of 8.73% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that DSEFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.