DMCRX vs. SGPIX
DMCRX (Driehaus Micro Cap Growth Fund) and SGPIX (ProFunds Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, DMCRX returned 20.77%/yr vs 8.60%/yr for SGPIX. Their correlation of 0.84 means they have usually moved in the same direction. DMCRX charges 1.38%/yr vs 1.60%/yr for SGPIX.
Performance
DMCRX vs. SGPIX - Performance Comparison
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Returns By Period
In the year-to-date period, DMCRX achieves a 18.90% return, which is significantly lower than SGPIX's 21.50% return. Over the past 10 years, DMCRX has outperformed SGPIX with an annualized return of 20.77%, while SGPIX has yielded a comparatively lower 8.60% annualized return.
DMCRX
- 1D
- -0.63%
- 1M
- -6.98%
- 6M
- 11.07%
- YTD
- 18.90%
- 1Y
- 60.21%
- 3Y*
- 25.44%
- 5Y*
- 9.88%
- 10Y*
- 20.77%
- ALL TIME*
- 18.10%
SGPIX
- 1D
- -0.25%
- 1M
- -1.92%
- 6M
- 14.79%
- YTD
- 21.50%
- 1Y
- 30.03%
- 3Y*
- 12.08%
- 5Y*
- 3.45%
- 10Y*
- 8.60%
- ALL TIME*
- 8.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DMCRX vs. SGPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMCRX Driehaus Micro Cap Growth Fund | 18.90% | 31.17% | 30.58% | 11.47% | -33.54% | 22.23% | 86.43% | 34.03% | 2.52% | 24.35% |
SGPIX ProFunds Small Cap Growth Fund | 21.50% | 3.52% | 7.53% | 15.35% | -22.72% | 13.29% | 17.43% | 18.95% | -5.76% | 12.73% |
Correlation
The correlation between DMCRX and SGPIX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2013 | 0.84 |
The correlation between DMCRX and SGPIX has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
DMCRX vs. SGPIX — Risk / Return Rank
DMCRX
SGPIX
DMCRX vs. SGPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Micro Cap Growth Fund (DMCRX) and ProFunds Small Cap Growth Fund (SGPIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DMCRX | SGPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 3.07 | +0.61 |
| Martin ratioReturn relative to average drawdown | 11.52 | 10.29 | +1.23 |
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Drawdowns
DMCRX vs. SGPIX - Drawdown Comparison
The maximum DMCRX drawdown since its inception was -46.68%, smaller than the maximum SGPIX drawdown of -58.70%. Use the drawdown chart below to compare losses from any high point for DMCRX and SGPIX.
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Drawdown Indicators
| DMCRX | SGPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.68% | -58.70% | +12.02% |
Max Drawdown (1Y)Largest decline over 1 year | -15.46% | -9.15% | -6.31% |
Max Drawdown (3Y)Largest decline over 3 years | -34.92% | -27.72% | -7.20% |
Max Drawdown (5Y)Largest decline over 5 years | -46.68% | -34.64% | -12.04% |
Max Drawdown (10Y)Largest decline over 10 years | -46.68% | -43.14% | -3.54% |
Current DrawdownCurrent decline from peak | -11.27% | -3.43% | -7.84% |
Average DrawdownAverage peak-to-trough decline | -14.71% | -11.20% | -3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 2.73% | +2.20% |
Volatility
DMCRX vs. SGPIX - Volatility Comparison
Driehaus Micro Cap Growth Fund (DMCRX) has a higher volatility of 9.29% compared to ProFunds Small Cap Growth Fund (SGPIX) at 4.03%. This indicates that DMCRX's price experiences larger fluctuations and is considered to be riskier than SGPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMCRX | SGPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 4.03% | +5.26% |
Volatility (6M)Calculated over the trailing 6-month period | 23.95% | 12.96% | +10.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.55% | 17.84% | +12.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.78% | 21.60% | +7.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.12% | 22.31% | +5.81% |
DMCRX vs. SGPIX - Expense Ratio Comparison
DMCRX has a 1.38% expense ratio, which is lower than SGPIX's 1.60% expense ratio.
Dividends
DMCRX vs. SGPIX - Dividend Comparison
DMCRX's dividend yield for the trailing twelve months is around 11.54%, while SGPIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMCRX Driehaus Micro Cap Growth Fund | 11.54% | 13.72% | 3.86% | 0.87% | 8.20% | 48.23% | 19.79% | 14.70% | 33.22% | 8.91% | 0.00% | 4.20% |
SGPIX ProFunds Small Cap Growth Fund | 0.00% | 0.18% | 1.58% | 0.80% | 3.80% | 2.06% | 0.00% | 0.00% | 4.29% | 0.00% | 0.00% | 2.58% |
Frequently Asked Questions
DMCRX and SGPIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMCRX has higher volatility (9.29%) compared to SGPIX (4.03%). In terms of maximum drawdown, DMCRX dropped -46.68% vs SGPIX's -58.70%.
DMCRX currently has the higher Sharpe Ratio (1.87 vs 1.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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