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DEVDX vs. DSMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEVDX vs. DSMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Driehaus Event Driven Fund (DEVDX) and Driehaus Small/Mid Cap Growth Fund (DSMDX). The values are adjusted to include any dividend payments, if applicable.

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DEVDX vs. DSMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DEVDX
Driehaus Event Driven Fund
-1.35%5.99%3.06%9.59%-9.99%7.24%32.46%
DSMDX
Driehaus Small/Mid Cap Growth Fund
-4.16%9.83%26.45%20.71%-31.46%17.96%74.27%

Returns By Period

In the year-to-date period, DEVDX achieves a -1.35% return, which is significantly higher than DSMDX's -4.16% return.


DEVDX

1D
-0.18%
1M
0.27%
YTD
-1.35%
6M
2.37%
1Y
8.81%
3Y*
5.17%
5Y*
2.08%
10Y*
6.56%

DSMDX

1D
-3.04%
1M
-12.82%
YTD
-4.16%
6M
-2.44%
1Y
25.15%
3Y*
15.38%
5Y*
4.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEVDX vs. DSMDX - Expense Ratio Comparison

DEVDX has a 1.66% expense ratio, which is higher than DSMDX's 0.95% expense ratio.


Return for Risk

DEVDX vs. DSMDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEVDX
DEVDX Risk / Return Rank: 7373
Overall Rank
DEVDX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DEVDX Sortino Ratio Rank: 8080
Sortino Ratio Rank
DEVDX Omega Ratio Rank: 6868
Omega Ratio Rank
DEVDX Calmar Ratio Rank: 8787
Calmar Ratio Rank
DEVDX Martin Ratio Rank: 5353
Martin Ratio Rank

DSMDX
DSMDX Risk / Return Rank: 4545
Overall Rank
DSMDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DSMDX Sortino Ratio Rank: 4141
Sortino Ratio Rank
DSMDX Omega Ratio Rank: 3636
Omega Ratio Rank
DSMDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
DSMDX Martin Ratio Rank: 4949
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.

DEVDX vs. DSMDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Driehaus Event Driven Fund (DEVDX) and Driehaus Small/Mid Cap Growth Fund (DSMDX). 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.


DEVDXDSMDXDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.88

+0.44

Sortino ratio

Return per unit of downside risk

2.04

1.31

+0.73

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratio

Return relative to maximum drawdown

2.28

1.37

+0.91

Martin ratio

Return relative to average drawdown

5.21

4.89

+0.33

DEVDX vs. DSMDX - Sharpe Ratio Comparison

The current DEVDX Sharpe Ratio is 1.32, which is higher than the DSMDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DEVDX and DSMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DEVDXDSMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.88

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.17

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.58

-0.11

Correlation

The correlation between DEVDX and DSMDX is 0.63, 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. DSMDX - Dividend Comparison

DEVDX's dividend yield for the trailing twelve months is around 16.48%, more than DSMDX's 0.43% yield.


TTM20252024202320222021202020192018201720162015
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%
DSMDX
Driehaus Small/Mid Cap Growth Fund
0.43%0.41%0.33%0.00%3.72%7.93%1.37%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DEVDX vs. DSMDX - Drawdown Comparison

The maximum DEVDX drawdown since its inception was -21.00%, smaller than the maximum DSMDX drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for DEVDX and DSMDX.


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Drawdown Indicators


DEVDXDSMDXDifference

Max Drawdown

Largest peak-to-trough decline

-21.00%

-41.90%

+20.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-14.51%

+11.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-41.90%

+20.90%

Max Drawdown (10Y)

Largest decline over 10 years

-21.00%

Current Drawdown

Current decline from peak

-3.69%

-14.51%

+10.82%

Average Drawdown

Average peak-to-trough decline

-7.14%

-16.11%

+8.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

4.11%

-2.52%

Volatility

DEVDX vs. DSMDX - Volatility Comparison

The current volatility for Driehaus Event Driven Fund (DEVDX) is 0.37%, while Driehaus Small/Mid Cap Growth Fund (DSMDX) has a volatility of 10.34%. This indicates that DEVDX experiences smaller price fluctuations and is considered to be less risky than DSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEVDXDSMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

10.34%

-9.97%

Volatility (6M)

Calculated over the trailing 6-month period

3.81%

19.44%

-15.63%

Volatility (1Y)

Calculated over the trailing 1-year period

6.26%

27.28%

-21.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.93%

25.53%

-15.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.67%

25.88%

-16.21%