DEVDX vs. DREGX
Compare and contrast key facts about Driehaus Event Driven Fund (DEVDX) and Driehaus Emerging Markets Growth Fund (DREGX).
DEVDX is managed by Driehaus. It was launched on Aug 22, 2013. DREGX is managed by Driehaus. It was launched on Dec 30, 1997.
Performance
DEVDX vs. DREGX - Performance Comparison
Loading graphics...
DEVDX vs. DREGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEVDX Driehaus Event Driven Fund | -1.35% | 5.99% | 3.06% | 9.59% | -9.99% | 7.24% | 24.78% | 20.49% | -4.06% | 4.35% |
DREGX Driehaus Emerging Markets Growth Fund | 3.70% | 29.95% | 7.40% | 11.26% | -22.54% | -1.95% | 27.36% | 25.34% | -16.26% | 42.52% |
Returns By Period
In the year-to-date period, DEVDX achieves a -1.35% return, which is significantly lower than DREGX's 3.70% return. Over the past 10 years, DEVDX has underperformed DREGX with an annualized return of 6.56%, while DREGX has yielded a comparatively higher 9.19% annualized return.
DEVDX
- 1D
- -0.18%
- 1M
- 0.27%
- YTD
- -1.35%
- 6M
- 2.69%
- 1Y
- 9.17%
- 3Y*
- 5.17%
- 5Y*
- 2.08%
- 10Y*
- 6.56%
DREGX
- 1D
- 2.80%
- 1M
- -9.45%
- YTD
- 3.70%
- 6M
- 7.27%
- 1Y
- 34.39%
- 3Y*
- 15.58%
- 5Y*
- 3.82%
- 10Y*
- 9.19%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DEVDX vs. DREGX - Expense Ratio Comparison
DEVDX has a 1.66% expense ratio, which is higher than DREGX's 1.34% expense ratio.
Return for Risk
DEVDX vs. DREGX — Risk / Return Rank
DEVDX
DREGX
DEVDX vs. DREGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Event Driven Fund (DEVDX) and Driehaus Emerging Markets Growth Fund (DREGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DEVDX | DREGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.89 | -0.57 |
Sortino ratioReturn per unit of downside risk | 2.04 | 2.44 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.31 | -0.03 |
Martin ratioReturn relative to average drawdown | 5.21 | 8.91 | -3.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DEVDX | DREGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.89 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.20 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.50 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.50 | -0.03 |
Correlation
The correlation between DEVDX and DREGX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DEVDX vs. DREGX - Dividend Comparison
DEVDX's dividend yield for the trailing twelve months is around 16.48%, more than DREGX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEVDX Driehaus Event Driven Fund | 16.48% | 14.24% | 1.35% | 4.48% | 1.49% | 12.11% | 3.48% | 4.09% | 3.57% | 0.00% | 1.20% | 0.66% |
DREGX Driehaus Emerging Markets Growth Fund | 1.63% | 1.69% | 0.89% | 1.81% | 0.75% | 16.71% | 2.48% | 0.82% | 4.33% | 0.59% | 0.00% | 0.00% |
Drawdowns
DEVDX vs. DREGX - Drawdown Comparison
The maximum DEVDX drawdown since its inception was -21.00%, smaller than the maximum DREGX drawdown of -65.44%. Use the drawdown chart below to compare losses from any high point for DEVDX and DREGX.
Loading graphics...
Drawdown Indicators
| DEVDX | DREGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.00% | -65.44% | +44.44% |
Max Drawdown (1Y)Largest decline over 1 year | -3.37% | -13.82% | +10.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.00% | -36.41% | +15.41% |
Max Drawdown (10Y)Largest decline over 10 years | -21.00% | -36.47% | +15.47% |
Current DrawdownCurrent decline from peak | -3.69% | -11.41% | +7.72% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -17.49% | +10.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 3.59% | -2.00% |
Volatility
DEVDX vs. DREGX - Volatility Comparison
The current volatility for Driehaus Event Driven Fund (DEVDX) is 0.37%, while Driehaus Emerging Markets Growth Fund (DREGX) has a volatility of 9.42%. This indicates that DEVDX experiences smaller price fluctuations and is considered to be less risky than DREGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DEVDX | DREGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.37% | 9.42% | -9.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.81% | 14.36% | -10.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.26% | 18.62% | -12.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.93% | 18.91% | -8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.67% | 18.43% | -8.76% |