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Driehaus International Small Cap Growth Fund (DRIOX) Sharpe Ratio: 1.52

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund uses a growth style of investment in equity securities, including common stocks and other equity securities of issuers, and under normal market conditions, invests at least 80% of its net assets (plus the amount of borrowings for investment purposes) in the equity securities of non-U.S. small capitalization companies.

DRIOX's Sharpe Ratio of 1.52 indicates that for each unit of volatility, it generates 1.52 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

DRIOX Sharpe Ratio Rank

DRIOX Sharpe Ratio Rank: 27.327
Below Average

DRIOX ranks above 27.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

DRIOX Sharpe Ratio Market Positioning

The chart shows DRIOX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Driehaus International Small Cap Growth Fund's Sharpe Ratio with other mutual funds in the Foreign Small & Mid Cap Equities category across multiple time periods, showing how DRIOX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HRIOXHood River International Opportunity Fund4.20
HRIIXHood River International Opportunity Fund Investor Class4.19
AVANXAvantis International Small Cap Value Fund Class G3.06
AVDVXAvantis International Small Cap Value Fund3.04
KGGIXKopernik Global All-Cap Fund3.02
KGGAXKopernik Global All-Cap Fund Class A3.01
ALOIXVirtus International Small-Cap Fund2.96
DWUSXDFA World ex U.S. Targeted Value Portfolio2.81
FMNEXRBB Free Market International Equity Fund2.63
DISVXDFA International Small Cap Value Portfolio2.62
DRIOXDriehaus International Small Cap Growth Fund1.52

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DRIOX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DRIOX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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