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DRESX vs. ABEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRESX vs. ABEMX - Performance Comparison

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

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DRESX vs. ABEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
6.35%24.08%14.86%10.30%-21.17%15.93%33.56%33.70%-24.00%33.30%
ABEMX
abrdn Emerging Markets Fund
2.61%32.43%3.98%6.67%-26.23%7.15%27.65%20.42%-14.65%30.25%

Returns By Period

In the year-to-date period, DRESX achieves a 6.35% return, which is significantly higher than ABEMX's 2.61% return. Over the past 10 years, DRESX has outperformed ABEMX with an annualized return of 10.12%, while ABEMX has yielded a comparatively lower 7.73% annualized return.


DRESX

1D
1.41%
1M
-8.20%
YTD
6.35%
6M
9.70%
1Y
37.67%
3Y*
17.18%
5Y*
8.06%
10Y*
10.12%

ABEMX

1D
2.61%
1M
-9.24%
YTD
2.61%
6M
5.89%
1Y
34.20%
3Y*
12.68%
5Y*
2.88%
10Y*
7.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRESX vs. ABEMX - Expense Ratio Comparison

DRESX has a 1.24% expense ratio, which is higher than ABEMX's 1.10% expense ratio.


Return for Risk

DRESX vs. ABEMX — Risk / Return Rank

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

DRESX
DRESX Risk / Return Rank: 9595
Overall Rank
DRESX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DRESX Sortino Ratio Rank: 9696
Sortino Ratio Rank
DRESX Omega Ratio Rank: 9393
Omega Ratio Rank
DRESX Calmar Ratio Rank: 9595
Calmar Ratio Rank
DRESX Martin Ratio Rank: 9494
Martin Ratio Rank

ABEMX
ABEMX Risk / Return Rank: 8888
Overall Rank
ABEMX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ABEMX Sortino Ratio Rank: 8888
Sortino Ratio Rank
ABEMX Omega Ratio Rank: 8585
Omega Ratio Rank
ABEMX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ABEMX Martin Ratio Rank: 8989
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.

DRESX vs. ABEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Driehaus Emerging Markets Small Cap Growth Fund (DRESX) and abrdn Emerging Markets Fund (ABEMX). 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.


DRESXABEMXDifference

Sharpe ratio

Return per unit of total volatility

2.55

1.90

+0.65

Sortino ratio

Return per unit of downside risk

3.34

2.50

+0.84

Omega ratio

Gain probability vs. loss probability

1.47

1.37

+0.11

Calmar ratio

Return relative to maximum drawdown

3.56

2.49

+1.07

Martin ratio

Return relative to average drawdown

12.73

10.16

+2.57

DRESX vs. ABEMX - Sharpe Ratio Comparison

The current DRESX Sharpe Ratio is 2.55, which is higher than the ABEMX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of DRESX and ABEMX, 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


DRESXABEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

1.90

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.16

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.42

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.31

+0.23

Correlation

The correlation between DRESX and ABEMX is 0.71, 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

DRESX vs. ABEMX - Dividend Comparison

DRESX's dividend yield for the trailing twelve months is around 2.11%, less than ABEMX's 5.95% yield.


TTM20252024202320222021202020192018201720162015
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
2.11%2.25%0.68%1.09%0.00%0.04%0.65%0.41%0.00%0.00%0.00%0.00%
ABEMX
abrdn Emerging Markets Fund
5.95%6.11%0.99%1.42%1.82%22.95%0.68%1.85%1.57%1.32%1.23%2.47%

Drawdowns

DRESX vs. ABEMX - Drawdown Comparison

The maximum DRESX drawdown since its inception was -33.38%, smaller than the maximum ABEMX drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for DRESX and ABEMX.


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Drawdown Indicators


DRESXABEMXDifference

Max Drawdown

Largest peak-to-trough decline

-33.38%

-54.52%

+21.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-13.68%

+3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-36.56%

+10.68%

Max Drawdown (10Y)

Largest decline over 10 years

-33.38%

-38.44%

+5.06%

Current Drawdown

Current decline from peak

-8.89%

-11.42%

+2.53%

Average Drawdown

Average peak-to-trough decline

-9.99%

-13.20%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

3.36%

-0.52%

Volatility

DRESX vs. ABEMX - Volatility Comparison

The current volatility for Driehaus Emerging Markets Small Cap Growth Fund (DRESX) is 6.89%, while abrdn Emerging Markets Fund (ABEMX) has a volatility of 9.71%. This indicates that DRESX experiences smaller price fluctuations and is considered to be less risky than ABEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRESXABEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

9.71%

-2.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

13.87%

-2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

18.36%

-3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

18.16%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

18.42%

-2.74%