DREGX vs. DSMDX
Compare and contrast key facts about Driehaus Emerging Markets Growth Fund (DREGX) and Driehaus Small/Mid Cap Growth Fund (DSMDX).
DREGX is managed by Driehaus. It was launched on Dec 30, 1997. DSMDX is managed by Driehaus. It was launched on Apr 30, 2020.
Performance
DREGX vs. DSMDX - Performance Comparison
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DREGX vs. DSMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DREGX Driehaus Emerging Markets Growth Fund | 0.87% | 29.95% | 7.40% | 11.26% | -22.54% | -1.95% | 51.83% |
DSMDX Driehaus Small/Mid Cap Growth Fund | -4.16% | 9.83% | 26.45% | 20.71% | -31.46% | 17.96% | 74.27% |
Returns By Period
In the year-to-date period, DREGX achieves a 0.87% return, which is significantly higher than DSMDX's -4.16% 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%
DSMDX
- 1D
- -3.04%
- 1M
- -12.82%
- YTD
- -4.16%
- 6M
- -2.44%
- 1Y
- 25.15%
- 3Y*
- 15.38%
- 5Y*
- 4.30%
- 10Y*
- —
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DREGX vs. DSMDX - Expense Ratio Comparison
DREGX has a 1.34% expense ratio, which is higher than DSMDX's 0.95% expense ratio.
Return for Risk
DREGX vs. DSMDX — Risk / Return Rank
DREGX
DSMDX
DREGX vs. DSMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Emerging Markets Growth Fund (DREGX) and Driehaus Small/Mid Cap Growth Fund (DSMDX). 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 | DSMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.88 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.31 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.18 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.37 | +0.71 |
Martin ratioReturn relative to average drawdown | 7.82 | 4.89 | +2.94 |
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 | DSMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.88 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.17 | +0.03 |
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 | 0.58 | -0.08 |
Correlation
The correlation between DREGX and DSMDX is 0.64, 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
DREGX vs. DSMDX - Dividend Comparison
DREGX's dividend yield for the trailing twelve months is around 1.68%, more than DSMDX's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DSMDX Driehaus Small/Mid Cap Growth Fund | 0.43% | 0.41% | 0.33% | 0.00% | 3.72% | 7.93% | 1.37% | 0.00% | 0.00% | 0.00% |
Drawdowns
DREGX vs. DSMDX - Drawdown Comparison
The maximum DREGX drawdown since its inception was -65.44%, which is greater than DSMDX's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for DREGX and DSMDX.
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Drawdown Indicators
| DREGX | DSMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.44% | -41.90% | -23.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -14.51% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -36.41% | -41.90% | +5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -36.47% | — | — |
Current DrawdownCurrent decline from peak | -13.82% | -14.51% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -17.49% | -16.11% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 4.11% | -0.43% |
Volatility
DREGX vs. DSMDX - Volatility Comparison
The current volatility for Driehaus Emerging Markets Growth Fund (DREGX) is 8.78%, while Driehaus Small/Mid Cap Growth Fund (DSMDX) has a volatility of 10.34%. This indicates that DREGX experiences smaller price fluctuations and is considered to be less risky than DSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DREGX | DSMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 10.34% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 19.44% | -5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 27.28% | -8.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.87% | 25.53% | -6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 25.88% | -7.47% |