DMAGX vs. DREGX
Compare and contrast key facts about Driehaus Emerging Markets Opportunities Fund (DMAGX) and Driehaus Emerging Markets Growth Fund (DREGX).
DMAGX is managed by Driehaus. It was launched on Apr 6, 2017. DREGX is managed by Driehaus. It was launched on Dec 30, 1997.
Performance
DMAGX vs. DREGX - Performance Comparison
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DMAGX vs. DREGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMAGX Driehaus Emerging Markets Opportunities Fund | -3.41% | 22.77% | 26.16% | 19.48% | -18.85% | -1.84% | 30.20% | 21.64% | -13.22% | 21.16% |
DREGX Driehaus Emerging Markets Growth Fund | 0.87% | 29.95% | 7.40% | 11.26% | -22.54% | -1.95% | 27.36% | 25.34% | -16.26% | 27.85% |
Returns By Period
In the year-to-date period, DMAGX achieves a -3.41% return, which is significantly lower than DREGX's 0.87% return.
DMAGX
- 1D
- -0.86%
- 1M
- -9.12%
- YTD
- -3.41%
- 6M
- -2.57%
- 1Y
- 23.42%
- 3Y*
- 19.12%
- 5Y*
- 7.39%
- 10Y*
- —
DREGX
- 1D
- -1.15%
- 1M
- -12.58%
- YTD
- 0.87%
- 6M
- 5.16%
- 1Y
- 31.22%
- 3Y*
- 14.52%
- 5Y*
- 3.68%
- 10Y*
- 8.89%
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DMAGX vs. DREGX - Expense Ratio Comparison
DMAGX has a 0.99% expense ratio, which is lower than DREGX's 1.34% expense ratio.
Return for Risk
DMAGX vs. DREGX — Risk / Return Rank
DMAGX
DREGX
DMAGX vs. DREGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Emerging Markets Opportunities Fund (DMAGX) 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.
| DMAGX | DREGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.67 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.87 | 2.18 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.33 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 2.08 | -0.30 |
Martin ratioReturn relative to average drawdown | 7.52 | 7.82 | -0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DMAGX | DREGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.67 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.20 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.49 | +0.17 |
Correlation
The correlation between DMAGX and DREGX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DMAGX vs. DREGX - Dividend Comparison
DMAGX's dividend yield for the trailing twelve months is around 14.49%, more than DREGX's 1.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMAGX Driehaus Emerging Markets Opportunities Fund | 14.49% | 13.99% | 8.34% | 1.45% | 2.08% | 4.57% | 2.34% | 1.15% | 0.84% | 4.91% |
DREGX Driehaus Emerging Markets Growth Fund | 1.68% | 1.69% | 0.89% | 1.81% | 0.75% | 16.71% | 2.48% | 0.82% | 4.33% | 0.59% |
Drawdowns
DMAGX vs. DREGX - Drawdown Comparison
The maximum DMAGX drawdown since its inception was -34.21%, smaller than the maximum DREGX drawdown of -65.44%. Use the drawdown chart below to compare losses from any high point for DMAGX and DREGX.
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Drawdown Indicators
| DMAGX | DREGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -65.44% | +31.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -13.82% | +3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -31.38% | -36.41% | +5.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.47% | — |
Current DrawdownCurrent decline from peak | -10.18% | -13.82% | +3.64% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -17.49% | +7.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.68% | -0.92% |
Volatility
DMAGX vs. DREGX - Volatility Comparison
The current volatility for Driehaus Emerging Markets Opportunities Fund (DMAGX) is 6.41%, while Driehaus Emerging Markets Growth Fund (DREGX) has a volatility of 8.78%. This indicates that DMAGX 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.
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Volatility by Period
| DMAGX | DREGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 8.78% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 14.14% | -2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 18.46% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 18.87% | -3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 18.41% | -3.02% |