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ISIN
US2620283018
CUSIP
262028301
Issuer
Driehaus
Inception Date
Dec 30, 1997
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

DREGX Performance Chart

Driehaus Emerging Markets Growth Fund (DREGX) is up 31.3% since the beginning of the year. DREGX is currently trading at $62 per share. Investors who bought $1,000 worth of DREGX shares 5 years ago would now be looking at an investment worth $1,492.


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S&P 500 Index

Returns By Period

Driehaus Emerging Markets Growth Fund (DREGX) has returned 31.34% so far this year and 58.33% over the past 12 months. Over the last ten years, DREGX has returned 11.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Driehaus Emerging Markets Growth Fund

1D
3.26%
1M
6.54%
YTD
31.34%
6M
33.46%
1Y
58.33%
3Y*
23.45%
5Y*
8.33%
10Y*
11.64%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DREGX Monthly Returns History

Based on dividend-adjusted daily data since Dec 31, 1997, DREGX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 59% of months were positive and 41% were negative. The best month was Dec 1999 with a return of +29.1%, while the worst month was Aug 1998 at -24.8%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DREGX closed higher 53% of trading days. The best single day was Dec 16, 2021 with a return of +16.9%, while the worst single day was Dec 17, 2021 at -15.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.59%5.30%-10.13%14.72%6.67%3.50%31.34%
20250.46%-0.97%0.41%0.87%4.39%6.81%0.05%2.68%8.00%4.31%-2.05%2.03%29.95%
2024-0.66%4.48%2.62%-0.57%2.16%3.13%-0.54%0.55%1.99%-3.76%-1.61%-0.32%7.40%
20237.42%-6.14%3.44%-0.30%-2.49%4.89%4.48%-4.97%-2.63%-3.35%8.96%2.76%11.26%
2022-3.86%-3.64%-1.57%-6.33%0.97%-6.05%0.54%0.33%-8.35%0.03%7.84%-4.13%-22.54%
20213.44%-0.18%-3.83%2.83%2.49%1.58%-5.06%3.17%-4.79%2.16%-3.68%0.51%-1.95%

Benchmark Metrics

Driehaus Emerging Markets Growth Fund has an annualized alpha of 6.16%, beta of 0.72, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since December 31, 1997.

  • This fund captured 109.15% of S&P 500 Index gains but only 93.80% of its losses - a favorable profile for investors.
  • R2 of 0.46 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
6.16%
Beta
0.72
0.46
Upside Capture
109.15%
Downside Capture
93.80%

Expense Ratio

DREGX has a high expense ratio of 1.34%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DREGX ranks 86 for risk / return — in the top 86% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


DREGX Risk / Return Rank: 8686
Overall Rank
DREGX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DREGX Sortino Ratio Rank: 7878
Sortino Ratio Rank
DREGX Omega Ratio Rank: 8484
Omega Ratio Rank
DREGX Calmar Ratio Rank: 8989
Calmar Ratio Rank
DREGX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Driehaus Emerging Markets Growth Fund (DREGX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DREGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.53

1.37

+0.16

Calmar ratioReturn relative to maximum drawdown

4.22

2.78

+1.43

Martin ratioReturn relative to average drawdown

15.44

12.44

+3.00

Dividends

Dividend History

Driehaus Emerging Markets Growth Fund provided a 1.29% dividend yield over the last twelve months, with an annual payout of $0.80 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.80$0.80$0.33$0.63$0.24$6.89$1.22$0.33$1.38$0.23

Dividend yield

1.29%1.69%0.89%1.81%0.75%16.71%2.48%0.82%4.33%0.59%

Monthly Dividends

The table displays the monthly dividend distributions for Driehaus Emerging Markets Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80$0.80
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.89$6.89

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Driehaus Emerging Markets Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Driehaus Emerging Markets Growth Fund was 65.44%, occurring on Nov 20, 2008. Recovery took 1120 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-65.44%Nov 2008
1y 20d4y 5mo
5y 6moNov 2007 - May 2013
Dot-com crash2000–2002
-56.09%Sep 2001
1y 6mo3y 2mo
4y 8moMar 2000 - Nov 2004
1998 bear market1998
-36.75%Oct 1998
5mo 16d7mo 3d
1y 14dApr 1998 - May 1999
Bear market2022
-36.47%Oct 2022
1y 7mo2y 11mo
4y 7moFeb 2021 - Oct 2025
COVID crash2020
-31.10%Mar 2020
2y 1mo3mo 18d
2y 5moJan 2018 - Jul 2020

Drawdown Indicators


DREGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-65.44%

-56.78%

-8.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-9.10%

-4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-17.47%

-18.90%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-36.41%

-25.43%

-10.98%

Max Drawdown (10Y)

Largest decline over 10 years

-36.47%

-33.92%

-2.55%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-17.37%

-10.71%

-6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

2.03%

+1.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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