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DMAGX vs. DRIOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DMAGX vs. DRIOX - Performance Comparison

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

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DMAGX vs. DRIOX - 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%
DRIOX
Driehaus International Small Cap Growth Fund
-5.42%28.93%3.15%11.96%-24.37%12.44%29.84%30.41%-17.03%29.84%

Returns By Period

In the year-to-date period, DMAGX achieves a -3.41% return, which is significantly higher than DRIOX's -5.42% return.


DMAGX

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

DRIOX

1D
-0.73%
1M
-14.47%
YTD
-5.42%
6M
-4.72%
1Y
21.81%
3Y*
10.80%
5Y*
2.84%
10Y*
8.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DMAGX vs. DRIOX - Expense Ratio Comparison

DMAGX has a 0.99% expense ratio, which is lower than DRIOX's 1.16% expense ratio.


Return for Risk

DMAGX vs. DRIOX — 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

DRIOX
DRIOX Risk / Return Rank: 5959
Overall Rank
DRIOX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DRIOX Sortino Ratio Rank: 6464
Sortino Ratio Rank
DRIOX Omega Ratio Rank: 5757
Omega Ratio Rank
DRIOX Calmar Ratio Rank: 5454
Calmar Ratio Rank
DRIOX Martin Ratio Rank: 5151
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. DRIOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Driehaus Emerging Markets Opportunities Fund (DMAGX) and Driehaus International Small Cap Growth Fund (DRIOX). 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.


DMAGXDRIOXDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.17

+0.16

Sortino ratio

Return per unit of downside risk

1.87

1.62

+0.25

Omega ratio

Gain probability vs. loss probability

1.28

1.22

+0.06

Calmar ratio

Return relative to maximum drawdown

1.79

1.29

+0.50

Martin ratio

Return relative to average drawdown

7.52

5.03

+2.48

DMAGX vs. DRIOX - Sharpe Ratio Comparison

The current DMAGX Sharpe Ratio is 1.33, which is comparable to the DRIOX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of DMAGX and DRIOX, 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


DMAGXDRIOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.17

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.12

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.34

+0.32

Correlation

The correlation between DMAGX and DRIOX is 0.77, 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. DRIOX - Dividend Comparison

DMAGX's dividend yield for the trailing twelve months is around 14.49%, more than DRIOX's 1.13% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
DRIOX
Driehaus International Small Cap Growth Fund
1.13%1.06%0.51%1.16%5.94%27.01%8.26%0.77%16.19%15.63%0.00%2.72%

Drawdowns

DMAGX vs. DRIOX - Drawdown Comparison

The maximum DMAGX drawdown since its inception was -34.21%, smaller than the maximum DRIOX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for DMAGX and DRIOX.


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Drawdown Indicators


DMAGXDRIOXDifference

Max Drawdown

Largest peak-to-trough decline

-34.21%

-59.68%

+25.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-14.47%

+3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-31.38%

-47.73%

+16.35%

Max Drawdown (10Y)

Largest decline over 10 years

-47.73%

Current Drawdown

Current decline from peak

-10.18%

-14.47%

+4.29%

Average Drawdown

Average peak-to-trough decline

-9.99%

-15.41%

+5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.70%

-0.94%

Volatility

DMAGX vs. DRIOX - Volatility Comparison

The current volatility for Driehaus Emerging Markets Opportunities Fund (DMAGX) is 6.41%, while Driehaus International Small Cap Growth Fund (DRIOX) has a volatility of 7.56%. This indicates that DMAGX experiences smaller price fluctuations and is considered to be less risky than DRIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DMAGXDRIOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

7.56%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

12.07%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

17.57%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

23.67%

-8.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

20.76%

-5.37%