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DMAGX vs. DRESX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DMAGX vs. DRESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Driehaus Emerging Markets Opportunities Fund (DMAGX) and Driehaus Emerging Markets Small Cap Growth Fund (DRESX). The values are adjusted to include any dividend payments, if applicable.

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DMAGX vs. DRESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
4.87%24.08%14.86%10.30%-21.17%15.93%33.56%33.70%-24.00%19.31%

Returns By Period

In the year-to-date period, DMAGX achieves a -3.41% return, which is significantly lower than DRESX's 4.87% return.


DMAGX

1D
-0.86%
1M
-9.12%
YTD
-3.41%
6M
-2.57%
1Y
23.42%
3Y*
19.12%
5Y*
7.39%
10Y*

DRESX

1D
-0.83%
1M
-9.63%
YTD
4.87%
6M
9.22%
1Y
36.60%
3Y*
16.63%
5Y*
8.16%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DMAGX vs. DRESX - Expense Ratio Comparison

DMAGX has a 0.99% expense ratio, which is lower than DRESX's 1.24% expense ratio.


Return for Risk

DMAGX vs. DRESX — Risk / Return Rank

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

DMAGX
DMAGX Risk / Return Rank: 7575
Overall Rank
DMAGX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DMAGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
DMAGX Omega Ratio Rank: 7272
Omega Ratio Rank
DMAGX Calmar Ratio Rank: 7676
Calmar Ratio Rank
DMAGX Martin Ratio Rank: 7878
Martin Ratio Rank

DRESX
DRESX Risk / Return Rank: 9595
Overall Rank
DRESX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DRESX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DRESX Omega Ratio Rank: 9292
Omega Ratio Rank
DRESX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DRESX Martin Ratio Rank: 9494
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.

DMAGX vs. DRESX - 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 Small Cap Growth Fund (DRESX). 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.


DMAGXDRESXDifference

Sharpe ratio

Return per unit of total volatility

1.33

2.39

-1.06

Sortino ratio

Return per unit of downside risk

1.87

3.15

-1.28

Omega ratio

Gain probability vs. loss probability

1.28

1.44

-0.17

Calmar ratio

Return relative to maximum drawdown

1.79

3.42

-1.64

Martin ratio

Return relative to average drawdown

7.52

12.23

-4.71

DMAGX vs. DRESX - Sharpe Ratio Comparison

The current DMAGX Sharpe Ratio is 1.33, which is lower than the DRESX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of DMAGX and DRESX, 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


DMAGXDRESXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

2.39

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.57

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.53

+0.13

Correlation

The correlation between DMAGX and DRESX is 0.79, 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. DRESX - Dividend Comparison

DMAGX's dividend yield for the trailing twelve months is around 14.49%, more than DRESX's 2.14% yield.


TTM202520242023202220212020201920182017
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%
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
2.14%2.25%0.68%1.09%0.00%0.04%0.65%0.41%0.00%0.00%

Drawdowns

DMAGX vs. DRESX - Drawdown Comparison

The maximum DMAGX drawdown since its inception was -34.21%, roughly equal to the maximum DRESX drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for DMAGX and DRESX.


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Drawdown Indicators


DMAGXDRESXDifference

Max Drawdown

Largest peak-to-trough decline

-34.21%

-33.38%

-0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-10.16%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-31.38%

-25.88%

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.38%

Current Drawdown

Current decline from peak

-10.18%

-10.16%

-0.02%

Average Drawdown

Average peak-to-trough decline

-9.99%

-9.99%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.84%

-0.08%

Volatility

DMAGX vs. DRESX - Volatility Comparison

Driehaus Emerging Markets Opportunities Fund (DMAGX) and Driehaus Emerging Markets Small Cap Growth Fund (DRESX) have volatilities of 6.41% and 6.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DMAGXDRESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

6.63%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

11.15%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

15.26%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

14.42%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

15.67%

-0.28%