DMAGX vs. EAEMX
Compare and contrast key facts about Driehaus Emerging Markets Opportunities Fund (DMAGX) and Parametric Emerging Markets Fund (EAEMX).
DMAGX is managed by Driehaus. It was launched on Apr 6, 2017. EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006.
Performance
DMAGX vs. EAEMX - Performance Comparison
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DMAGX vs. EAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMAGX Driehaus Emerging Markets Opportunities Fund | -0.30% | 22.77% | 26.16% | 19.48% | -18.85% | -1.84% | 30.20% | 21.64% | -13.22% | 21.16% |
EAEMX Parametric Emerging Markets Fund | 2.89% | 27.16% | 5.39% | 9.46% | -11.27% | 4.19% | 2.65% | 12.32% | -14.02% | 14.81% |
Returns By Period
In the year-to-date period, DMAGX achieves a -0.30% return, which is significantly lower than EAEMX's 2.89% return.
DMAGX
- 1D
- 3.22%
- 1M
- -5.98%
- YTD
- -0.30%
- 6M
- 0.36%
- 1Y
- 26.80%
- 3Y*
- 20.39%
- 5Y*
- 7.60%
- 10Y*
- —
EAEMX
- 1D
- 1.89%
- 1M
- -6.17%
- YTD
- 2.89%
- 6M
- 6.54%
- 1Y
- 26.50%
- 3Y*
- 13.51%
- 5Y*
- 6.33%
- 10Y*
- 6.23%
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DMAGX vs. EAEMX - Expense Ratio Comparison
DMAGX has a 0.99% expense ratio, which is lower than EAEMX's 1.58% expense ratio.
Return for Risk
DMAGX vs. EAEMX — Risk / Return Rank
DMAGX
EAEMX
DMAGX vs. EAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Emerging Markets Opportunities Fund (DMAGX) and Parametric Emerging Markets Fund (EAEMX). 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 | EAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 2.25 | -0.71 |
Sortino ratioReturn per unit of downside risk | 2.15 | 2.86 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.46 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.68 | -0.36 |
Martin ratioReturn relative to average drawdown | 9.31 | 10.25 | -0.94 |
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 | EAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.25 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.56 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.28 | +0.41 |
Correlation
The correlation between DMAGX and EAEMX is 0.80, 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. EAEMX - Dividend Comparison
DMAGX's dividend yield for the trailing twelve months is around 14.03%, more than EAEMX's 2.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMAGX Driehaus Emerging Markets Opportunities Fund | 14.03% | 13.99% | 8.34% | 1.45% | 2.08% | 4.57% | 2.34% | 1.15% | 0.84% | 4.91% | 0.00% | 0.00% |
EAEMX Parametric Emerging Markets Fund | 2.75% | 2.83% | 3.00% | 2.71% | 4.40% | 1.64% | 1.08% | 2.48% | 2.14% | 2.31% | 1.52% | 1.68% |
Drawdowns
DMAGX vs. EAEMX - Drawdown Comparison
The maximum DMAGX drawdown since its inception was -34.21%, smaller than the maximum EAEMX drawdown of -62.70%. Use the drawdown chart below to compare losses from any high point for DMAGX and EAEMX.
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Drawdown Indicators
| DMAGX | EAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -62.70% | +28.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -9.90% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -31.38% | -25.43% | -5.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.16% | — |
Current DrawdownCurrent decline from peak | -7.29% | -8.20% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -13.58% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.59% | +0.11% |
Volatility
DMAGX vs. EAEMX - Volatility Comparison
Driehaus Emerging Markets Opportunities Fund (DMAGX) has a higher volatility of 7.36% compared to Parametric Emerging Markets Fund (EAEMX) at 5.94%. This indicates that DMAGX's price experiences larger fluctuations and is considered to be riskier than EAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMAGX | EAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 5.94% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 8.80% | +2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 12.17% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 11.42% | +3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 13.38% | +2.05% |