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DREGX vs. DMAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DREGX vs. DMAGX - Performance Comparison

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

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DREGX vs. DMAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DREGX
Driehaus Emerging Markets Growth Fund
0.87%29.95%7.40%11.26%-22.54%-1.95%27.36%25.34%-16.26%27.85%
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%

Returns By Period

In the year-to-date period, DREGX achieves a 0.87% return, which is significantly higher than DMAGX's -3.41% return.


DREGX

1D
-1.15%
1M
-12.58%
YTD
0.87%
6M
5.16%
1Y
31.22%
3Y*
14.52%
5Y*
3.68%
10Y*
8.89%

DMAGX

1D
-0.86%
1M
-9.12%
YTD
-3.41%
6M
-2.57%
1Y
23.42%
3Y*
19.12%
5Y*
7.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DREGX vs. DMAGX - Expense Ratio Comparison

DREGX has a 1.34% expense ratio, which is higher than DMAGX's 0.99% expense ratio.


Return for Risk

DREGX vs. DMAGX — Risk / Return Rank

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

DREGX
DREGX Risk / Return Rank: 8383
Overall Rank
DREGX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DREGX Sortino Ratio Rank: 8383
Sortino Ratio Rank
DREGX Omega Ratio Rank: 8282
Omega Ratio Rank
DREGX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DREGX Martin Ratio Rank: 8080
Martin Ratio Rank

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
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.

DREGX vs. DMAGX - Risk-Adjusted Trends Comparison

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


DREGXDMAGXDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.33

+0.34

Sortino ratio

Return per unit of downside risk

2.18

1.87

+0.30

Omega ratio

Gain probability vs. loss probability

1.33

1.28

+0.05

Calmar ratio

Return relative to maximum drawdown

2.08

1.79

+0.30

Martin ratio

Return relative to average drawdown

7.82

7.52

+0.31

DREGX vs. DMAGX - Sharpe Ratio Comparison

The current DREGX Sharpe Ratio is 1.67, which is comparable to the DMAGX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DREGX and DMAGX, 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


DREGXDMAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.33

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.50

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.66

-0.17

Correlation

The correlation between DREGX and DMAGX is 0.90, 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

DREGX vs. DMAGX - Dividend Comparison

DREGX's dividend yield for the trailing twelve months is around 1.68%, less than DMAGX's 14.49% yield.


TTM202520242023202220212020201920182017
DREGX
Driehaus Emerging Markets Growth Fund
1.68%1.69%0.89%1.81%0.75%16.71%2.48%0.82%4.33%0.59%
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%

Drawdowns

DREGX vs. DMAGX - Drawdown Comparison

The maximum DREGX drawdown since its inception was -65.44%, which is greater than DMAGX's maximum drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for DREGX and DMAGX.


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Drawdown Indicators


DREGXDMAGXDifference

Max Drawdown

Largest peak-to-trough decline

-65.44%

-34.21%

-31.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-10.80%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-36.41%

-31.38%

-5.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.47%

Current Drawdown

Current decline from peak

-13.82%

-10.18%

-3.64%

Average Drawdown

Average peak-to-trough decline

-17.49%

-9.99%

-7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

2.76%

+0.92%

Volatility

DREGX vs. DMAGX - Volatility Comparison

Driehaus Emerging Markets Growth Fund (DREGX) has a higher volatility of 8.78% compared to Driehaus Emerging Markets Opportunities Fund (DMAGX) at 6.41%. This indicates that DREGX's price experiences larger fluctuations and is considered to be riskier than DMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DREGXDMAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

6.41%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

11.34%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

17.70%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.87%

14.94%

+3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

15.39%

+3.02%