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 0.97, 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.
Performance
DSEFX vs. SPY - Performance Comparison
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Key characteristics
DSEFX:
0.22
SPY:
0.66
DSEFX:
0.48
SPY:
1.12
DSEFX:
1.07
SPY:
1.17
DSEFX:
0.23
SPY:
0.75
DSEFX:
0.70
SPY:
2.92
DSEFX:
7.73%
SPY:
4.86%
DSEFX:
21.18%
SPY:
20.32%
DSEFX:
-80.93%
SPY:
-55.19%
DSEFX:
-10.76%
SPY:
-4.60%
Returns By Period
In the year-to-date period, DSEFX achieves a -2.61% return, which is significantly lower than SPY's -0.23% return. Over the past 10 years, DSEFX has underperformed SPY with an annualized return of 5.15%, while SPY has yielded a comparatively higher 12.59% annualized return.
DSEFX
-2.61%
9.05%
-8.08%
4.71%
10.53%
5.15%
SPY
-0.23%
9.19%
-2.01%
13.36%
17.44%
12.59%
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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 0.14%, less than SPY's 1.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 0.14% | 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 | 1.23% | 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.
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Volatility
DSEFX vs. SPY - Volatility Comparison
The current volatility for Domini Impact Equity Fund (DSEFX) is 6.02%, while SPDR S&P 500 ETF (SPY) has a volatility of 6.39%. 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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