Correlation
The correlation between DSEFX and SPY is 0.97, 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.
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.
Performance
DSEFX vs. SPY - Performance Comparison
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Key characteristics
DSEFX:
0.51
SPY:
0.68
DSEFX:
0.82
SPY:
1.11
DSEFX:
1.11
SPY:
1.16
DSEFX:
0.49
SPY:
0.75
DSEFX:
1.72
SPY:
2.86
DSEFX:
5.74%
SPY:
4.93%
DSEFX:
20.07%
SPY:
20.44%
DSEFX:
-76.94%
SPY:
-55.19%
DSEFX:
-4.98%
SPY:
-3.01%
Returns By Period
In the year-to-date period, DSEFX achieves a -0.98% return, which is significantly lower than SPY's 1.44% return. Over the past 10 years, DSEFX has underperformed SPY with an annualized return of 9.97%, while SPY has yielded a comparatively higher 12.88% annualized return.
DSEFX
-0.98%
4.23%
-3.00%
10.08%
12.56%
12.19%
9.97%
SPY
1.44%
4.58%
-1.18%
13.82%
14.68%
15.35%
12.88%
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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.
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Dividends
DSEFX vs. SPY - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 5.11%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 5.11% | 5.18% | 1.01% | 1.83% | 6.00% | 2.29% | 2.42% | 14.44% | 5.31% | 2.67% | 6.44% | 8.80% |
SPY SPDR S&P 500 ETF | 1.21% | 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 -76.94%, 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.
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Volatility
DSEFX vs. SPY - Volatility Comparison
The current volatility for Domini Impact Equity Fund (DSEFX) is 4.59%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. 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.
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