PAXWX vs. DSEFX
Compare and contrast key facts about Pax Sustainable Allocation Fund (PAXWX) and Domini Impact Equity Fund (DSEFX).
PAXWX is managed by Pax World. It was launched on Aug 9, 1971. DSEFX is managed by Domini. It was launched on Jun 3, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAXWX or DSEFX.
Performance
PAXWX vs. DSEFX - Performance Comparison
Returns By Period
In the year-to-date period, PAXWX achieves a 8.92% return, which is significantly lower than DSEFX's 21.70% return. Over the past 10 years, PAXWX has underperformed DSEFX with an annualized return of 1.59%, while DSEFX has yielded a comparatively higher 5.35% annualized return.
PAXWX
8.92%
-0.60%
4.80%
13.09%
2.99%
1.59%
DSEFX
21.70%
1.34%
10.97%
27.57%
11.22%
5.35%
Key characteristics
| PAXWX | DSEFX | |
|---|---|---|
| Sharpe Ratio | 1.67 | 2.10 |
| Sortino Ratio | 2.36 | 2.82 |
| Omega Ratio | 1.30 | 1.38 |
| Calmar Ratio | 0.74 | 1.65 |
| Martin Ratio | 8.88 | 12.51 |
| Ulcer Index | 1.51% | 2.24% |
| Daily Std Dev | 8.04% | 13.39% |
| Max Drawdown | -43.03% | -80.93% |
| Current Drawdown | -7.56% | -1.13% |
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PAXWX vs. DSEFX - Expense Ratio Comparison
PAXWX has a 0.30% expense ratio, which is lower than DSEFX's 1.09% expense ratio.
Correlation
The correlation between PAXWX and DSEFX is 0.90, 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.
Risk-Adjusted Performance
PAXWX vs. DSEFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax Sustainable Allocation Fund (PAXWX) and Domini Impact Equity Fund (DSEFX). 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
PAXWX vs. DSEFX - Dividend Comparison
PAXWX's dividend yield for the trailing twelve months is around 1.89%, more than DSEFX's 0.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAXWX Pax Sustainable Allocation Fund | 1.89% | 1.38% | 1.32% | 0.81% | 0.99% | 1.60% | 2.21% | 0.63% | 1.29% | 0.93% | 0.94% | 0.85% |
DSEFX Domini Impact Equity Fund | 0.30% | 0.39% | 0.12% | 0.14% | 0.50% | 0.49% | 1.19% | 0.14% | 1.04% | 0.94% | 1.26% | 0.58% |
Drawdowns
PAXWX vs. DSEFX - Drawdown Comparison
The maximum PAXWX drawdown since its inception was -43.03%, smaller than the maximum DSEFX drawdown of -80.93%. Use the drawdown chart below to compare losses from any high point for PAXWX and DSEFX. For additional features, visit the drawdowns tool.
Volatility
PAXWX vs. DSEFX - Volatility Comparison
The current volatility for Pax Sustainable Allocation Fund (PAXWX) is 2.19%, while Domini Impact Equity Fund (DSEFX) has a volatility of 3.91%. This indicates that PAXWX experiences smaller price fluctuations and is considered to be less risky than DSEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.