See what your fund actually adds

Domini Impact Equity Fund Investor Shares DSEFX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

DSEFX compared with its replication portfolio
MeasureDSEFXReplication
Annualized growth8.9%13.5%
Annualized volatility17.4%18.6%
Sharpe ratio0.580.78
Maximum drawdown30.9%29.7%
Replication fit (R²)0.97 · Tracking error 3.0%

Replication portfolio

The published portfolio below is the investable basket used to model DSEFX’s historical return behavior.

DSEFX replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth65.3%
SCHDFactor · Dividend14.0%
XLKSector · Technology11.2%
XLVSector · Healthcare9.6%