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:
-0.06
SPY:
0.34
DSEFX:
0.06
SPY:
0.62
DSEFX:
1.01
SPY:
1.09
DSEFX:
-0.05
SPY:
0.35
DSEFX:
-0.19
SPY:
1.64
DSEFX:
6.50%
SPY:
4.00%
DSEFX:
20.63%
SPY:
19.55%
DSEFX:
-80.93%
SPY:
-55.19%
DSEFX:
-17.49%
SPY:
-12.02%
Returns By Period
In the year-to-date period, DSEFX achieves a -9.95% return, which is significantly lower than SPY's -7.99% return. Over the past 10 years, DSEFX has underperformed SPY with an annualized return of 4.50%, while SPY has yielded a comparatively higher 11.91% annualized return.
DSEFX
-9.95%
-4.65%
-12.48%
0.10%
9.24%
4.50%
SPY
-7.99%
-4.19%
-6.68%
7.93%
15.74%
11.91%
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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 Rank
DSEFX
SPY
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 0.15%, less than SPY's 1.33% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 0.15% | 0.26% | 0.39% | 0.12% | 0.14% | 0.50% | 0.49% | 1.19% | 0.14% | 1.04% | 0.94% | 1.26% |
SPY SPDR S&P 500 ETF | 1.33% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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
The current volatility for Domini Impact Equity Fund (DSEFX) is 12.89%, while SPDR S&P 500 ETF (SPY) has a volatility of 14.47%. This indicates that DSEFX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.