DREGX vs. DRIOX
Compare and contrast key facts about Driehaus Emerging Markets Growth Fund (DREGX) and Driehaus International Small Cap Growth Fund (DRIOX).
DREGX is managed by Driehaus. It was launched on Dec 30, 1997. DRIOX is managed by Driehaus. It was launched on Sep 16, 2007.
Performance
DREGX vs. DRIOX - Performance Comparison
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DREGX vs. DRIOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREGX Driehaus Emerging Markets Growth Fund | 0.87% | 29.95% | 7.40% | 11.26% | -22.54% | -1.95% | 27.36% | 25.34% | -16.26% | 42.52% |
DRIOX Driehaus International Small Cap Growth Fund | -5.42% | 28.93% | 3.15% | 11.96% | -24.37% | 12.44% | 29.84% | 30.41% | -17.03% | 41.53% |
Returns By Period
In the year-to-date period, DREGX achieves a 0.87% return, which is significantly higher than DRIOX's -5.42% return. Both investments have delivered pretty close results over the past 10 years, with DREGX having a 8.89% annualized return and DRIOX not far behind at 8.60%.
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%
DRIOX
- 1D
- -0.73%
- 1M
- -14.47%
- YTD
- -5.42%
- 6M
- -4.72%
- 1Y
- 21.81%
- 3Y*
- 10.80%
- 5Y*
- 2.84%
- 10Y*
- 8.60%
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DREGX vs. DRIOX - Expense Ratio Comparison
DREGX has a 1.34% expense ratio, which is higher than DRIOX's 1.16% expense ratio.
Return for Risk
DREGX vs. DRIOX — Risk / Return Rank
DREGX
DRIOX
DREGX vs. DRIOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Emerging Markets Growth Fund (DREGX) and Driehaus International Small Cap Growth Fund (DRIOX). 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.
| DREGX | DRIOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.17 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.62 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.22 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.29 | +0.80 |
Martin ratioReturn relative to average drawdown | 7.82 | 5.03 | +2.79 |
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
| DREGX | DRIOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.17 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.12 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.42 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.34 | +0.16 |
Correlation
The correlation between DREGX and DRIOX 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
DREGX vs. DRIOX - Dividend Comparison
DREGX's dividend yield for the trailing twelve months is around 1.68%, more than DRIOX's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
DRIOX Driehaus International Small Cap Growth Fund | 1.13% | 1.06% | 0.51% | 1.16% | 5.94% | 27.01% | 8.26% | 0.77% | 16.19% | 15.63% | 0.00% | 2.72% |
Drawdowns
DREGX vs. DRIOX - Drawdown Comparison
The maximum DREGX drawdown since its inception was -65.44%, which is greater than DRIOX's maximum drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for DREGX and DRIOX.
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Drawdown Indicators
| DREGX | DRIOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.44% | -59.68% | -5.76% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -14.47% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -36.41% | -47.73% | +11.32% |
Max Drawdown (10Y)Largest decline over 10 years | -36.47% | -47.73% | +11.26% |
Current DrawdownCurrent decline from peak | -13.82% | -14.47% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -17.49% | -15.41% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.70% | -0.02% |
Volatility
DREGX vs. DRIOX - Volatility Comparison
Driehaus Emerging Markets Growth Fund (DREGX) has a higher volatility of 8.78% compared to Driehaus International Small Cap Growth Fund (DRIOX) at 7.56%. This indicates that DREGX's price experiences larger fluctuations and is considered to be riskier than DRIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DREGX | DRIOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 7.56% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 12.07% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 17.57% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.87% | 23.67% | -4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 20.76% | -2.35% |