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Driehaus Small Cap Growth Fund (DVSMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US2620287498

CUSIP

262028749

Issuer

Driehaus

Inception Date

Aug 21, 2017

Min. Investment

$10,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Growth

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DVSMX vs. FTHNX DVSMX vs. HFMDX DVSMX vs. TMCIX DVSMX vs. FCPGX DVSMX vs. OBMCX DVSMX vs. CALF DVSMX vs. NEAGX DVSMX vs. POAGX DVSMX vs. VDIGX
Popular comparisons:
DVSMX vs. FTHNX DVSMX vs. HFMDX DVSMX vs. TMCIX DVSMX vs. FCPGX DVSMX vs. OBMCX DVSMX vs. CALF DVSMX vs. NEAGX DVSMX vs. POAGX DVSMX vs. VDIGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Driehaus 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.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.75%
12.93%
DVSMX (Driehaus Small Cap Growth Fund)
Benchmark (^GSPC)

Returns By Period

Driehaus Small Cap Growth Fund had a return of 35.72% year-to-date (YTD) and 50.61% in the last 12 months.


DVSMX

YTD

35.72%

1M

4.49%

6M

14.75%

1Y

50.61%

5Y (annualized)

10.04%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of DVSMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.74%11.25%2.86%-6.49%6.40%0.84%0.83%2.02%3.64%-0.65%35.72%
20236.00%0.18%-2.09%-0.06%0.94%8.39%4.01%-1.65%-6.33%-8.26%8.15%10.03%18.93%
2022-19.40%1.15%-1.14%-11.85%-2.78%-8.29%9.50%1.52%-7.41%9.30%-0.06%-9.34%-35.44%
20216.31%6.49%-3.63%3.26%-2.56%4.36%-1.66%3.46%-1.20%8.53%-2.81%-17.18%0.59%
2020-0.00%-5.08%-19.19%17.05%15.43%6.21%5.97%6.41%1.00%1.61%16.50%3.55%53.68%
201912.44%9.53%0.21%2.57%-2.64%8.77%3.58%-2.22%-8.21%4.89%3.81%-2.84%31.82%
20183.36%0.25%2.41%-0.16%10.89%2.64%0.07%12.70%-0.51%-14.31%0.07%-13.50%0.34%
20174.60%4.88%3.19%3.62%-0.94%16.20%

Expense Ratio

DVSMX has a high expense ratio of 0.99%, indicating higher-than-average management fees.


Expense ratio chart for DVSMX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DVSMX is 67, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of DVSMX is 6767
Combined Rank
The Sharpe Ratio Rank of DVSMX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of DVSMX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DVSMX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of DVSMX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of DVSMX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Driehaus Small Cap Growth Fund (DVSMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DVSMX, currently valued at 2.35, compared to the broader market-1.000.001.002.003.004.005.002.352.54
The chart of Sortino ratio for DVSMX, currently valued at 3.07, compared to the broader market0.005.0010.003.073.40
The chart of Omega ratio for DVSMX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.47
The chart of Calmar ratio for DVSMX, currently valued at 1.08, compared to the broader market0.005.0010.0015.0020.001.083.66
The chart of Martin ratio for DVSMX, currently valued at 13.30, compared to the broader market0.0020.0040.0060.0080.00100.0013.3016.26
DVSMX
^GSPC

The current Driehaus Small Cap Growth Fund Sharpe ratio is 2.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Driehaus Small Cap Growth Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.35
2.54
DVSMX (Driehaus Small Cap Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Driehaus Small Cap Growth Fund provided a 0.28% dividend yield over the last twelve months, with an annual payout of $0.07 per share.


0.38%$0.00$0.01$0.02$0.03$0.04$0.05$0.06$0.072023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$0.07$0.07

Dividend yield

0.28%0.38%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.07$0.07

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.40%
-0.88%
DVSMX (Driehaus Small Cap Growth Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Driehaus 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 Small Cap Growth Fund was 53.84%, occurring on Jun 16, 2022. The portfolio has not yet recovered.

The current Driehaus Small Cap Growth Fund drawdown is 21.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.84%Nov 9, 2021152Jun 16, 2022
-39.75%Feb 20, 202020Mar 18, 202064Jun 18, 202084
-32.7%Sep 17, 201869Dec 24, 2018131Jul 3, 2019200
-16.46%Feb 16, 202161May 12, 2021118Oct 28, 2021179
-14.28%Jul 29, 201947Oct 2, 201995Feb 19, 2020142

Volatility

Volatility Chart

The current Driehaus Small Cap Growth Fund volatility is 7.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.63%
3.96%
DVSMX (Driehaus Small Cap Growth Fund)
Benchmark (^GSPC)