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DMCRX vs. DVSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DMCRX vs. DVSMX - Performance Comparison

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

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DMCRX vs. DVSMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DMCRX
Driehaus Micro Cap Growth Fund
2.25%31.17%30.58%11.47%-33.54%22.23%86.43%34.03%-8.67%
DVSMX
Driehaus Small Cap Growth Fund
-0.49%16.66%27.44%18.93%-34.12%18.41%63.95%40.29%-8.71%

Returns By Period

In the year-to-date period, DMCRX achieves a 2.25% return, which is significantly higher than DVSMX's -0.49% return.


DMCRX

1D
5.47%
1M
-7.35%
YTD
2.25%
6M
10.59%
1Y
65.25%
3Y*
24.24%
5Y*
6.42%
10Y*
20.60%

DVSMX

1D
5.61%
1M
-8.39%
YTD
-0.49%
6M
4.42%
1Y
39.62%
3Y*
19.17%
5Y*
4.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DMCRX vs. DVSMX - Expense Ratio Comparison

DMCRX has a 1.38% expense ratio, which is higher than DVSMX's 0.99% expense ratio.


Return for Risk

DMCRX vs. DVSMX — Risk / Return Rank

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

DMCRX
DMCRX Risk / Return Rank: 9191
Overall Rank
DMCRX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DMCRX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DMCRX Omega Ratio Rank: 8282
Omega Ratio Rank
DMCRX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DMCRX Martin Ratio Rank: 9494
Martin Ratio Rank

DVSMX
DVSMX Risk / Return Rank: 7474
Overall Rank
DVSMX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DVSMX Sortino Ratio Rank: 7373
Sortino Ratio Rank
DVSMX Omega Ratio Rank: 6464
Omega Ratio Rank
DVSMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DVSMX Martin Ratio Rank: 7777
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.

DMCRX vs. DVSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Driehaus Micro Cap Growth Fund (DMCRX) and Driehaus Small Cap Growth Fund (DVSMX). 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.


DMCRXDVSMXDifference

Sharpe ratio

Return per unit of total volatility

2.06

1.39

+0.68

Sortino ratio

Return per unit of downside risk

2.60

1.91

+0.69

Omega ratio

Gain probability vs. loss probability

1.34

1.26

+0.08

Calmar ratio

Return relative to maximum drawdown

3.73

2.19

+1.53

Martin ratio

Return relative to average drawdown

12.46

7.87

+4.60

DMCRX vs. DVSMX - Sharpe Ratio Comparison

The current DMCRX Sharpe Ratio is 2.06, which is higher than the DVSMX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DMCRX and DVSMX, 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


DMCRXDVSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.39

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.15

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.49

+0.05

Correlation

The correlation between DMCRX and DVSMX is 0.96, 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

DMCRX vs. DVSMX - Dividend Comparison

DMCRX's dividend yield for the trailing twelve months is around 13.42%, more than DVSMX's 0.21% yield.


TTM20252024202320222021202020192018201720162015
DMCRX
Driehaus Micro Cap Growth Fund
13.42%13.72%3.86%0.87%8.20%48.23%19.79%14.70%33.22%8.91%0.00%4.20%
DVSMX
Driehaus Small Cap Growth Fund
0.21%0.21%1.08%0.38%2.15%17.58%6.55%6.34%2.87%0.00%0.00%0.00%

Drawdowns

DMCRX vs. DVSMX - Drawdown Comparison

The maximum DMCRX drawdown since its inception was -59.16%, which is greater than DVSMX's maximum drawdown of -47.64%. Use the drawdown chart below to compare losses from any high point for DMCRX and DVSMX.


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Drawdown Indicators


DMCRXDVSMXDifference

Max Drawdown

Largest peak-to-trough decline

-59.16%

-47.64%

-11.52%

Max Drawdown (1Y)

Largest decline over 1 year

-15.46%

-15.39%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-59.16%

-47.64%

-11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-59.16%

Current Drawdown

Current decline from peak

-10.79%

-10.64%

-0.15%

Average Drawdown

Average peak-to-trough decline

-20.35%

-17.55%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

4.29%

+0.33%

Volatility

DMCRX vs. DVSMX - Volatility Comparison

Driehaus Micro Cap Growth Fund (DMCRX) and Driehaus Small Cap Growth Fund (DVSMX) have volatilities of 12.40% and 11.91%, 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


DMCRXDVSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.40%

11.91%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

23.15%

20.51%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

31.42%

28.54%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.55%

28.79%

+10.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.88%

29.52%

+4.36%