PortfoliosLab logoPortfoliosLab logo
DRESX vs. DMAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRESX vs. DMAGX - Performance Comparison

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

Loading graphics...

DRESX vs. DMAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
4.87%24.08%14.86%10.30%-21.17%15.93%33.56%33.70%-24.00%19.31%
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, DRESX achieves a 4.87% return, which is significantly higher than DMAGX's -3.41% return.


DRESX

1D
-0.83%
1M
-9.63%
YTD
4.87%
6M
9.22%
1Y
36.60%
3Y*
16.63%
5Y*
8.16%
10Y*
9.96%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DRESX vs. DMAGX - Expense Ratio Comparison

DRESX has a 1.24% expense ratio, which is higher than DMAGX's 0.99% expense ratio.


Return for Risk

DRESX vs. DMAGX — 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: 9696
Sharpe Ratio Rank
DRESX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DRESX Omega Ratio Rank: 9292
Omega Ratio Rank
DRESX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DRESX Martin Ratio Rank: 9494
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.

DRESX vs. DMAGX - Risk-Adjusted Trends Comparison

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


DRESXDMAGXDifference

Sharpe ratio

Return per unit of total volatility

2.39

1.33

+1.06

Sortino ratio

Return per unit of downside risk

3.15

1.87

+1.28

Omega ratio

Gain probability vs. loss probability

1.44

1.28

+0.17

Calmar ratio

Return relative to maximum drawdown

3.42

1.79

+1.64

Martin ratio

Return relative to average drawdown

12.23

7.52

+4.71

DRESX vs. DMAGX - Sharpe Ratio Comparison

The current DRESX Sharpe Ratio is 2.39, which is higher than the DMAGX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DRESX 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.


Loading graphics...

Sharpe Ratios by Period


DRESXDMAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

1.33

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.50

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.66

-0.13

Correlation

The correlation between DRESX and DMAGX is 0.79, 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. DMAGX - Dividend Comparison

DRESX's dividend yield for the trailing twelve months is around 2.14%, less than DMAGX's 14.49% yield.


TTM202520242023202220212020201920182017
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
2.14%2.25%0.68%1.09%0.00%0.04%0.65%0.41%0.00%0.00%
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

DRESX vs. DMAGX - Drawdown Comparison

The maximum DRESX drawdown since its inception was -33.38%, roughly equal to the maximum DMAGX drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for DRESX and DMAGX.


Loading graphics...

Drawdown Indicators


DRESXDMAGXDifference

Max Drawdown

Largest peak-to-trough decline

-33.38%

-34.21%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-10.80%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-31.38%

+5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.38%

Current Drawdown

Current decline from peak

-10.16%

-10.18%

+0.02%

Average Drawdown

Average peak-to-trough decline

-9.99%

-9.99%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.76%

+0.08%

Volatility

DRESX vs. DMAGX - Volatility Comparison

Driehaus Emerging Markets Small Cap Growth Fund (DRESX) and Driehaus Emerging Markets Opportunities Fund (DMAGX) have volatilities of 6.63% and 6.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DRESXDMAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

6.41%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

11.34%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

17.70%

-2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

14.94%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

15.39%

+0.28%