Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DSEFX (DOMINI IMPACT EQUITY FUND INVESTOR SHARES) | 3.96% | 5.47% | 11.19% | 8.15% | 8.35% | 10.12% | 7.41% | 8.56% |
Data as of 07/31/2025, AR inception is 06/03/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DSEFX (DOMINI IMPACT EQUITY FUND INVESTOR SHARES) | 06/03/1991 | 07/31/2025 |
| 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 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.24 | 5.47 | 11.19 | 8.15 | 8.35 | 10.12 | 7.41 | 8.56 | 3.96 | 16.18 | 27.62 | -26.89 | 14.53 | 27.91 | 31.66 | -14.01 | 15.44 | 11.24 | -7.19 | 14.16 | 32.85 | 11.33 | 0.74 | 13.70 | 35.56 | -37.91 | 1.51 | 12.58 | 2.03 | 9.37 | 27.13 | -20.53 | -12.76 | -15.05 | 22.62 | 32.99 | 36.03 | 21.84 | 35.17 | -0.36 | 6.54 | 12.10 | 8.37 |
| Sharpe Ratio | NA | 0.31 | 0.54 | 0.36 | 0.37 | NA | NA | 0.36 | 0.32 | 0.60 | 1.69 | -1.06 | 0.93 | 0.83 | 2.28 | -0.87 | 1.96 | 0.76 | -0.47 | 1.23 | 2.84 | 0.88 | 0.03 | 0.75 | 1.23 | -0.98 | -0.09 | 0.91 | -0.01 | 0.74 | 1.52 | -0.83 | -0.67 | -0.79 | 1.01 | 1.40 | 1.77 | 1.46 | 3.90 | -0.33 | 0.48 | 0.94 | 0.90 |
| Standard Deviation(%) | NA | 21.08 | 18.27 | 19.15 | 19.22 | NA | NA | 18.69 | 22.46 | 15.85 | 13.92 | 26.66 | 15.54 | 33.15 | 13.25 | 17.67 | 7.59 | 14.47 | 15.41 | 11.54 | 11.56 | 12.88 | 23.39 | 18.18 | 28.78 | 39.65 | 16.36 | 10.26 | 10.31 | 11.40 | 17.44 | 26.11 | 22.78 | 24.12 | 19.15 | 21.18 | 18.26 | 12.41 | 8.04 | 9.98 | 9.23 | 10.19 | 12.50 |
| Draw Down(%) | NA | 23.92 | 23.92 | 34.80 | 34.80 | NA | NA | 57.48 | 19.97 | 9.48 | 11.10 | 30.46 | 10.58 | 30.80 | 7.07 | 24.10 | 3.29 | 11.90 | 14.20 | 8.21 | 6.91 | 10.85 | 19.13 | 15.05 | 27.61 | 49.02 | 12.52 | 7.76 | 8.26 | 7.92 | 14.71 | 31.77 | 29.87 | 22.85 | 11.68 | 19.77 | 10.49 | 8.30 | 2.71 | 7.76 | 7.07 | 6.25 | 5.49 |
| Yield(%) | 0.00 | 0.05 | 0.29 | 0.26 | 2.18 | 3.66 | 2.94 | 7.11 | 0.00 | 0.30 | 0.50 | 0.09 | 0.16 | 0.63 | 3.11 | 5.68 | 5.76 | 2.93 | 5.61 | 9.29 | 0.70 | 0.65 | 0.54 | 0.56 | 0.93 | 1.17 | 5.64 | 0.86 | 0.71 | 1.19 | 0.61 | 0.56 | 8.34 | 2.36 | 0.83 | 1.78 | 0.49 | 1.67 | 1.93 | 2.28 | 1.80 | 1.30 | 0.63 |
Data as of 07/31/2025, AR inception is 06/03/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DSEFX (DOMINI IMPACT EQUITY FUND INVESTOR SHARES) |
-17.93%
Mar 2000 - Mar 2003 |
-8.76%
Feb 2004 - Feb 2009 |
-5.14%
Feb 1999 - Feb 2009 |
2.62%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DSEFX (DOMINI IMPACT EQUITY FUND INVESTOR SHARES) |
32.61%
Mar 1995 - Mar 1998 |
29.58%
Dec 1994 - Dec 1999 |
13.96%
Jul 1991 - Jul 2001 |
12.98%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart