DSEFX vs. TBCUX
Compare and contrast key facts about Domini Impact Equity Fund (DSEFX) and Tweedy, Browne International Value Fund II - Currency Unhedged (TBCUX).
DSEFX is managed by Domini. It was launched on Jun 3, 1991. TBCUX is managed by Tweedy, Browne. It was launched on Oct 25, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEFX or TBCUX.
Key characteristics
| DSEFX | TBCUX | |
|---|---|---|
| YTD Return | 17.59% | 2.65% |
| 1Y Return | 30.71% | 10.71% |
| 3Y Return (Ann) | 3.66% | 1.95% |
| 5Y Return (Ann) | 13.39% | 3.78% |
| 10Y Return (Ann) | 9.88% | 3.54% |
| Sharpe Ratio | 2.39 | 1.21 |
| Sortino Ratio | 3.20 | 1.69 |
| Omega Ratio | 1.44 | 1.21 |
| Calmar Ratio | 2.11 | 1.74 |
| Martin Ratio | 14.40 | 5.65 |
| Ulcer Index | 2.23% | 2.21% |
| Daily Std Dev | 13.43% | 10.24% |
| Max Drawdown | -77.28% | -35.99% |
| Current Drawdown | -2.46% | -5.98% |
Correlation
The correlation between DSEFX and TBCUX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DSEFX vs. TBCUX - Performance Comparison
In the year-to-date period, DSEFX achieves a 17.59% return, which is significantly higher than TBCUX's 2.65% return. Over the past 10 years, DSEFX has outperformed TBCUX with an annualized return of 9.88%, while TBCUX has yielded a comparatively lower 3.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DSEFX vs. TBCUX - Expense Ratio Comparison
DSEFX has a 1.09% expense ratio, which is lower than TBCUX's 1.39% expense ratio.
Risk-Adjusted Performance
DSEFX vs. TBCUX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and Tweedy, Browne International Value Fund II - Currency Unhedged (TBCUX). 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. TBCUX - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 0.83%, less than TBCUX's 1.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 0.83% | 1.01% | 1.83% | 6.00% | 2.29% | 2.42% | 14.44% | 5.31% | 2.67% | 6.44% | 8.80% | 0.54% |
TBCUX Tweedy, Browne International Value Fund II - Currency Unhedged | 1.71% | 1.76% | 1.69% | 1.03% | 0.92% | 2.17% | 1.38% | 1.23% | 1.54% | 1.48% | 1.34% | 1.01% |
Drawdowns
DSEFX vs. TBCUX - Drawdown Comparison
The maximum DSEFX drawdown since its inception was -77.28%, which is greater than TBCUX's maximum drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for DSEFX and TBCUX. For additional features, visit the drawdowns tool.
Volatility
DSEFX vs. TBCUX - Volatility Comparison
Domini Impact Equity Fund (DSEFX) has a higher volatility of 3.32% compared to Tweedy, Browne International Value Fund II - Currency Unhedged (TBCUX) at 2.31%. This indicates that DSEFX's price experiences larger fluctuations and is considered to be riskier than TBCUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.