Does the USB-C port on the USB-C HDMI Dongle support data transfer?

I have the USB-C HDMI dongle for my MacBook and whenever I plug in a USB-C flash drive, hard drive, or my iPhone with a USB-C to Lightning cable, the computer doesn't recognize it it. Is my adapter faulty, or did Apple really not build this thing to support both power and data? When I connect these devices directly to the laptop's USB-C port they work.

USB-C Digital AV Multiport Adapter

USB-C Digital AV Multiport Adapter

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