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DRESX vs. DSMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRESX vs. DSMDX - 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 Small/Mid Cap Growth Fund (DSMDX). The values are adjusted to include any dividend payments, if applicable.

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DRESX vs. DSMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
4.87%24.08%14.86%10.30%-21.17%15.93%53.65%
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, DRESX achieves a 4.87% return, which is significantly higher than DSMDX's -4.16% 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%

DSMDX

1D
-3.04%
1M
-12.82%
YTD
-4.16%
6M
-2.44%
1Y
25.15%
3Y*
15.38%
5Y*
4.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRESX vs. DSMDX - Expense Ratio Comparison

DRESX has a 1.24% expense ratio, which is higher than DSMDX's 0.95% expense ratio.


Return for Risk

DRESX vs. DSMDX — 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

DSMDX
DSMDX Risk / Return Rank: 4545
Overall Rank
DSMDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DSMDX Sortino Ratio Rank: 4141
Sortino Ratio Rank
DSMDX Omega Ratio Rank: 3636
Omega Ratio Rank
DSMDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
DSMDX Martin Ratio Rank: 4949
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. DSMDX - 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 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.


DRESXDSMDXDifference

Sharpe ratio

Return per unit of total volatility

2.39

0.88

+1.50

Sortino ratio

Return per unit of downside risk

3.15

1.31

+1.84

Omega ratio

Gain probability vs. loss probability

1.44

1.18

+0.27

Calmar ratio

Return relative to maximum drawdown

3.42

1.37

+2.05

Martin ratio

Return relative to average drawdown

12.23

4.89

+7.34

DRESX vs. DSMDX - Sharpe Ratio Comparison

The current DRESX Sharpe Ratio is 2.39, which is higher than the DSMDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DRESX and DSMDX, 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


DRESXDSMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

0.88

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.17

+0.40

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

0.58

-0.04

Correlation

The correlation between DRESX and DSMDX is 0.55, 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

DRESX vs. DSMDX - Dividend Comparison

DRESX's dividend yield for the trailing twelve months is around 2.14%, more than DSMDX's 0.43% yield.


TTM2025202420232022202120202019
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
2.14%2.25%0.68%1.09%0.00%0.04%0.65%0.41%
DSMDX
Driehaus Small/Mid Cap Growth Fund
0.43%0.41%0.33%0.00%3.72%7.93%1.37%0.00%

Drawdowns

DRESX vs. DSMDX - Drawdown Comparison

The maximum DRESX drawdown since its inception was -33.38%, smaller than the maximum DSMDX drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for DRESX and DSMDX.


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Drawdown Indicators


DRESXDSMDXDifference

Max Drawdown

Largest peak-to-trough decline

-33.38%

-41.90%

+8.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-14.51%

+4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-41.90%

+16.02%

Max Drawdown (10Y)

Largest decline over 10 years

-33.38%

Current Drawdown

Current decline from peak

-10.16%

-14.51%

+4.35%

Average Drawdown

Average peak-to-trough decline

-9.99%

-16.11%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

4.11%

-1.27%

Volatility

DRESX vs. DSMDX - Volatility Comparison

The current volatility for Driehaus Emerging Markets Small Cap Growth Fund (DRESX) is 6.63%, while Driehaus Small/Mid Cap Growth Fund (DSMDX) has a volatility of 10.34%. This indicates that DRESX 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


DRESXDSMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

10.34%

-3.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

19.44%

-8.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

27.28%

-12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

25.53%

-11.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

25.88%

-10.21%