Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DOMIX (DOMINI IMPACT INTERNATIONAL EQUITY FUND INVESTOR SHARES) | 16.94% | 13.40% | 17.25% | 9.61% | 5.09% | 7.10% | NA | 3.41% |
Data as of 07/16/2025, AR inception is 01/04/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DOMIX (DOMINI IMPACT INTERNATIONAL EQUITY FUND INVESTOR SHARES) | 01/04/2007 | 07/16/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.68 | 13.40 | 17.25 | 9.61 | 5.09 | 7.10 | NA | 3.41 | 16.94 | 8.25 | 21.38 | -20.83 | 10.70 | 5.74 | 16.75 | -16.34 | 24.60 | 3.04 | 1.78 | -3.26 | 25.77 | 22.54 | -13.45 | 11.20 | 28.69 | -46.64 | 2.12 |
| Sharpe Ratio | NA | 0.69 | 0.92 | 0.52 | 0.23 | NA | NA | 0.12 | 1.72 | 0.13 | 1.30 | -1.07 | 0.87 | 0.18 | 1.42 | -1.35 | 2.91 | 0.14 | 0.11 | -0.28 | 1.91 | 1.31 | -0.48 | 0.51 | 1.01 | -1.20 | -0.04 |
| Standard Deviation(%) | NA | 17.40 | 15.68 | 15.71 | 17.02 | NA | NA | 20.29 | 19.46 | 13.10 | 13.32 | 20.93 | 12.23 | 29.87 | 10.80 | 13.11 | 8.28 | 19.61 | 15.62 | 11.51 | 13.47 | 17.28 | 28.21 | 21.59 | 28.38 | 39.46 | 19.02 |
| Draw Down(%) | NA | 14.51 | 16.84 | 33.83 | 40.40 | NA | NA | 65.04 | 14.51 | 8.79 | 11.40 | 32.51 | 7.60 | 34.72 | 10.10 | 24.95 | 2.75 | 12.17 | 14.06 | 11.99 | 10.85 | 15.86 | 27.59 | 19.77 | 30.64 | 55.96 | 13.72 |
| Yield(%) | 0.00 | 1.35 | 2.43 | 2.02 | 2.32 | 3.88 | 2.09 | 2.32 | 0.00 | 3.19 | 2.34 | 1.49 | 1.29 | 0.53 | 2.98 | 4.06 | 3.05 | 1.93 | 3.17 | 6.47 | 6.60 | 1.64 | 5.83 | 2.37 | 2.91 | 1.52 | 3.14 |
Data as of 07/16/2025, AR inception is 01/04/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DOMIX (DOMINI IMPACT INTERNATIONAL EQUITY FUND INVESTOR SHARES) |
-17.04%
May 2007 - May 2010 |
-9.51%
May 2007 - May 2012 |
1.02%
Feb 2007 - Feb 2017 |
-0.26%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DOMIX (DOMINI IMPACT INTERNATIONAL EQUITY FUND INVESTOR SHARES) |
21.05%
Feb 2009 - Feb 2012 |
20.03%
Feb 2009 - Feb 2014 |
10.94%
Feb 2009 - Feb 2019 |
8.66%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart