DSEFX vs. VOO
Compare and contrast key facts about Domini Impact Equity Fund (DSEFX) and Vanguard S&P 500 ETF (VOO).
DSEFX is managed by Domini. It was launched on Jun 3, 1991. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
DSEFX vs. VOO - Performance Comparison
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DSEFX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | -8.68% | 11.51% | 21.68% | 28.43% | -25.70% | 21.44% | 30.06% | 31.66% | -9.25% | 15.44% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DSEFX achieves a -8.68% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, DSEFX has underperformed VOO with an annualized return of 10.88%, while VOO has yielded a comparatively higher 14.05% annualized return.
DSEFX
- 1D
- -0.32%
- 1M
- -8.51%
- YTD
- -8.68%
- 6M
- -6.38%
- 1Y
- 8.86%
- 3Y*
- 12.96%
- 5Y*
- 7.08%
- 10Y*
- 10.88%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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DSEFX vs. VOO - Expense Ratio Comparison
DSEFX has a 1.09% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DSEFX vs. VOO — Risk / Return Rank
DSEFX
VOO
DSEFX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and Vanguard S&P 500 ETF (VOO). 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.
| DSEFX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.98 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.50 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.53 | -0.93 |
Martin ratioReturn relative to average drawdown | 2.63 | 7.29 | -4.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSEFX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.98 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.70 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.78 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.83 | -0.36 |
Correlation
The correlation between DSEFX and VOO 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.
Dividends
DSEFX vs. VOO - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 12.24%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 12.24% | 11.18% | 5.18% | 1.01% | 1.83% | 6.00% | 2.29% | 2.42% | 14.44% | 5.31% | 2.67% | 6.44% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DSEFX vs. VOO - Drawdown Comparison
The maximum DSEFX drawdown since its inception was -57.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DSEFX and VOO.
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Drawdown Indicators
| DSEFX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.66% | -33.99% | -23.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -11.98% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -30.86% | -24.52% | -6.34% |
Max Drawdown (10Y)Largest decline over 10 years | -31.09% | -33.99% | +2.90% |
Current DrawdownCurrent decline from peak | -10.49% | -6.29% | -4.20% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -3.72% | -7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.52% | +0.21% |
Volatility
DSEFX vs. VOO - Volatility Comparison
The current volatility for Domini Impact Equity Fund (DSEFX) is 4.40%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that DSEFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSEFX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 5.29% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 9.44% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.72% | 18.10% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.00% | 16.82% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 17.99% | +0.61% |