I am using ARC copy file geodatabase to convert my current file database to an earlier version. I have made all features visible in the table of contents and when I invoke the tool the table of contents flash and it creates a named gdb in the correct location but it does not copy any domains. All domains are within my current gdb. I have checked file and folder access and they are all read / write and have done a simple feature copy and that works.
Copy in ArcCatalog, ArcMap will only copy the features. You can use the tool Create File Geodatabase http://resources.arcgis.com/en/help/main/10.2/index.html#//0017000000pw000000 to create a database to a previous version then copy the feature classes and feature datasets into the new geodatabase; the version of the database will not change unless you upgrade to the current version.