Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DOMAX (DOMINI IMPACT INTERNATIONAL EQUITY FUND CLASS A SHARES) | NA | 16.41% | 1.34% | 4.57% | 4.29% | 5.47% | NA | … | … |
Data as of 11/20/2024, Common starting date is 01/04/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DOMAX (DOMINI IMPACT INTERNATIONAL EQUITY FUND CLASS A SHARES) | 01/04/2007 | 11/20/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.41 | 1.34 | 4.57 | 4.29 | 5.47 | NA | … | … | 7.97 | 21.28 | -20.90 | 10.67 | 5.71 | 16.83 | -16.32 | 24.47 | 3.12 | 1.74 | -3.34 | 26.03 | 22.42 | -13.49 | 11.26 | 29.00 | -46.05 | 5.23 |
| Sharpe Ratio | NA | 1.04 | -0.18 | 0.12 | 0.17 | NA | NA | … | … | 0.21 | 1.29 | -1.07 | 0.87 | 0.18 | 1.43 | -1.34 | 2.90 | 0.15 | 0.11 | -0.29 | 1.91 | 1.31 | -0.48 | 0.52 | 1.01 | -1.18 | 0.12 |
| Standard Deviation(%) | NA | 9.42 | 15.44 | 18.67 | 16.55 | NA | NA | … | … | 9.38 | 13.32 | 20.94 | 12.31 | 29.83 | 10.79 | 13.19 | 8.24 | 19.59 | 15.70 | 11.60 | 13.58 | 17.21 | 28.15 | 21.65 | 28.51 | 39.77 | 19.31 |
| Draw Down(%) | NA | 4.77 | 32.63 | 34.71 | 40.38 | NA | NA | … | … | 4.77 | 11.43 | 32.63 | 7.51 | 34.71 | 10.09 | 25.01 | 2.82 | 12.23 | 14.09 | 12.02 | 10.91 | 15.95 | 27.54 | 19.69 | 30.74 | 55.66 | 13.65 |
| Yield(%) | 0.00 | 1.81 | 1.47 | 1.74 | 2.60 | 3.33 | 2.00 | … | … | 1.59 | 1.84 | 1.21 | 1.32 | 0.48 | 2.40 | 3.38 | 2.81 | 1.80 | 3.07 | 6.21 | 6.36 | 1.71 | 5.81 | 2.20 | 2.88 | 1.59 | 3.46 |
Data as of 11/20/2024, Common starting date is 01/04/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DOMAX (DOMINI IMPACT INTERNATIONAL EQUITY FUND CLASS A SHARES) |
-16.67%
May 2007 – May 2010 |
-9.24%
May 2007 – May 2012 |
1.16%
Feb 2007 – Feb 2017 |
-0.17%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DOMAX (DOMINI IMPACT INTERNATIONAL EQUITY FUND CLASS A SHARES) |
21.12%
Feb 2009 – Feb 2012 |
20.07%
Feb 2009 – Feb 2014 |
10.95%
Feb 2009 – Feb 2019 |
8.66%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart