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Driehaus International Small Cap Growth Fund (DRIO...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US2620288066
CUSIP
262028806
Issuer
Driehaus
Inception Date
Sep 16, 2007
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Driehaus International Small Cap Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Driehaus International Small Cap Growth Fund (DRIOX) has returned -5.42% so far this year and 21.81% over the past 12 months. Over the last ten years, DRIOX has returned 8.60% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Driehaus International Small Cap Growth Fund

1D
-0.73%
1M
-14.47%
YTD
-5.42%
6M
-4.72%
1Y
21.81%
3Y*
10.80%
5Y*
2.84%
10Y*
8.60%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 19, 2007, DRIOX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, your investment would double in approximately 8.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was May 2009 with a return of +14.5%, while the worst month was Oct 2008 at -25.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DRIOX closed higher 52% of trading days. The best single day was Dec 16, 2021 with a return of +28.0%, while the worst single day was Dec 17, 2021 at -22.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.55%5.77%-14.47%-5.42%
20250.78%0.33%-0.99%6.01%9.03%6.74%-1.08%2.65%2.04%0.09%-0.78%1.45%28.93%
2024-0.69%4.95%3.73%-4.66%4.77%-1.91%3.46%1.57%1.44%-6.28%0.22%-2.74%3.15%
20235.44%-2.52%0.74%1.10%-3.87%4.40%2.77%-0.47%-5.18%-4.84%10.31%4.67%11.96%
2022-8.50%-5.34%-1.04%-6.96%0.68%-10.70%6.18%-4.87%-10.24%6.54%10.05%-0.77%-24.37%
2021-0.79%2.88%2.02%6.94%1.64%-0.21%0.84%2.37%-4.22%2.13%-4.74%3.48%12.44%

Benchmark Metrics

Driehaus International Small Cap Growth Fund has an annualized alpha of 1.69%, beta of 0.75, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since September 20, 2007.

  • This fund participated in 95.68% of S&P 500 Index downside but only 91.16% of its upside — more exposed to losses than it benefited from rallies.

Alpha
1.69%
Beta
0.75
0.52
Upside Capture
91.16%
Downside Capture
95.68%

Expense Ratio

DRIOX has a high expense ratio of 1.16%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DRIOX ranks 56 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DRIOX Risk / Return Rank: 5656
Overall Rank
DRIOX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DRIOX Sortino Ratio Rank: 6161
Sortino Ratio Rank
DRIOX Omega Ratio Rank: 5353
Omega Ratio Rank
DRIOX Calmar Ratio Rank: 5252
Calmar Ratio Rank
DRIOX Martin Ratio Rank: 5050
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 International Small Cap Growth Fund (DRIOX) and compare them to a chosen benchmark (S&P 500 Index).


DRIOXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.90

+0.27

Sortino ratio

Return per unit of downside risk

1.62

1.39

+0.24

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.29

1.40

-0.11

Martin ratio

Return relative to average drawdown

5.03

6.61

-1.57

Explore DRIOX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Driehaus International Small Cap Growth Fund provided a 1.13% dividend yield over the last twelve months, with an annual payout of $0.12 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.12$0.12$0.05$0.10$0.47$2.99$1.04$0.08$1.32$1.78$0.00$0.27

Dividend yield

1.13%1.06%0.51%1.16%5.94%27.01%8.26%0.77%16.19%15.63%0.00%2.72%

Monthly Dividends

The table displays the monthly dividend distributions for Driehaus International Small Cap 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.99$2.99

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 International Small Cap 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 International Small Cap Growth Fund was 59.68%, occurring on Mar 9, 2009. Recovery took 536 trading sessions.

The current Driehaus International Small Cap Growth Fund drawdown is 14.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.68%Jan 2, 2008298Mar 9, 2009536Apr 21, 2011834
-47.73%Dec 17, 2021194Sep 26, 2022855Feb 25, 20261049
-36.68%Jan 23, 202040Mar 19, 202085Jul 21, 2020125
-25.85%Jan 29, 2018229Dec 24, 2018254Dec 27, 2019483
-25.21%May 3, 2011108Oct 4, 2011390Apr 25, 2013498

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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