DMAGX vs. EFEIX
Compare and contrast key facts about Driehaus Emerging Markets Opportunities Fund (DMAGX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX).
DMAGX is managed by Driehaus. It was launched on Apr 6, 2017. EFEIX is managed by Ashmore. It was launched on Nov 3, 2013.
Performance
DMAGX vs. EFEIX - Performance Comparison
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DMAGX vs. EFEIX - 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% |
EFEIX Ashmore Emerging Markets Frontier Equity Fund | -4.81% | 20.69% | 24.12% | 10.60% | -15.91% | 24.18% | -4.12% | 14.07% | -18.04% | 7.75% |
Returns By Period
In the year-to-date period, DMAGX achieves a -3.41% return, which is significantly higher than EFEIX's -4.81% return.
DMAGX
- 1D
- -0.86%
- 1M
- -9.12%
- YTD
- -3.41%
- 6M
- -2.57%
- 1Y
- 23.42%
- 3Y*
- 19.12%
- 5Y*
- 7.39%
- 10Y*
- —
EFEIX
- 1D
- -0.39%
- 1M
- -8.99%
- YTD
- -4.81%
- 6M
- -1.70%
- 1Y
- 12.19%
- 3Y*
- 15.99%
- 5Y*
- 9.66%
- 10Y*
- 6.72%
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DMAGX vs. EFEIX - Expense Ratio Comparison
DMAGX has a 0.99% expense ratio, which is lower than EFEIX's 1.52% expense ratio.
Return for Risk
DMAGX vs. EFEIX — Risk / Return Rank
DMAGX
EFEIX
DMAGX vs. EFEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Emerging Markets Opportunities Fund (DMAGX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX). 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 | EFEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.00 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.36 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.19 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.03 | +0.76 |
Martin ratioReturn relative to average drawdown | 7.52 | 3.59 | +3.93 |
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 | EFEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.00 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.00 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.36 | +0.30 |
Correlation
The correlation between DMAGX and EFEIX is 0.52, 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
DMAGX vs. EFEIX - Dividend Comparison
DMAGX's dividend yield for the trailing twelve months is around 14.49%, more than EFEIX's 11.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EFEIX Ashmore Emerging Markets Frontier Equity Fund | 11.96% | 11.69% | 2.15% | 2.26% | 0.17% | 1.61% | 0.96% | 1.63% | 1.44% | 0.88% | 0.38% |
Drawdowns
DMAGX vs. EFEIX - Drawdown Comparison
The maximum DMAGX drawdown since its inception was -34.21%, smaller than the maximum EFEIX drawdown of -40.50%. Use the drawdown chart below to compare losses from any high point for DMAGX and EFEIX.
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Drawdown Indicators
| DMAGX | EFEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -40.50% | +6.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -11.62% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -31.38% | -20.83% | -10.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.50% | — |
Current DrawdownCurrent decline from peak | -10.18% | -11.62% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -12.38% | +2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.32% | -0.56% |
Volatility
DMAGX vs. EFEIX - Volatility Comparison
Driehaus Emerging Markets Opportunities Fund (DMAGX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX) have volatilities of 6.41% and 6.28%, 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
| DMAGX | EFEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 6.28% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 8.74% | +2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 12.26% | +5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 9.69% | +5.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 10.93% | +4.46% |