DRIOX vs. ARTJX
Compare and contrast key facts about Driehaus International Small Cap Growth Fund (DRIOX) and Artisan International Small-Mid Fund (ARTJX).
DRIOX is managed by Driehaus. It was launched on Sep 16, 2007. ARTJX is managed by Artisan. It was launched on Dec 20, 2001.
Performance
DRIOX vs. ARTJX - Performance Comparison
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DRIOX vs. ARTJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ARTJX Artisan International Small-Mid Fund | -5.96% | 18.29% | -0.80% | 11.03% | -23.77% | 3.63% | 33.00% | 36.25% | -17.94% | 33.50% |
Returns By Period
In the year-to-date period, DRIOX achieves a -5.42% return, which is significantly higher than ARTJX's -5.96% return. Over the past 10 years, DRIOX has outperformed ARTJX with an annualized return of 8.60%, while ARTJX has yielded a comparatively lower 5.97% annualized return.
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%
ARTJX
- 1D
- -0.44%
- 1M
- -8.91%
- YTD
- -5.96%
- 6M
- -3.74%
- 1Y
- 12.89%
- 3Y*
- 4.41%
- 5Y*
- -0.37%
- 10Y*
- 5.97%
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DRIOX vs. ARTJX - Expense Ratio Comparison
DRIOX has a 1.16% expense ratio, which is lower than ARTJX's 1.28% expense ratio.
Return for Risk
DRIOX vs. ARTJX — Risk / Return Rank
DRIOX
ARTJX
DRIOX vs. ARTJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus International Small Cap Growth Fund (DRIOX) and Artisan International Small-Mid Fund (ARTJX). 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.
| DRIOX | ARTJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.75 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.12 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.89 | +0.40 |
Martin ratioReturn relative to average drawdown | 5.03 | 3.41 | +1.62 |
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
| DRIOX | ARTJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.75 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | -0.02 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.35 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.54 | -0.20 |
Correlation
The correlation between DRIOX and ARTJX is 0.85, 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
DRIOX vs. ARTJX - Dividend Comparison
DRIOX's dividend yield for the trailing twelve months is around 1.13%, less than ARTJX's 5.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ARTJX Artisan International Small-Mid Fund | 5.95% | 5.59% | 0.57% | 0.00% | 0.03% | 2.86% | 0.54% | 0.14% | 73.24% | 13.74% | 6.05% | 3.36% |
Drawdowns
DRIOX vs. ARTJX - Drawdown Comparison
The maximum DRIOX drawdown since its inception was -59.68%, smaller than the maximum ARTJX drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for DRIOX and ARTJX.
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Drawdown Indicators
| DRIOX | ARTJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.68% | -64.43% | +4.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.47% | -10.10% | -4.37% |
Max Drawdown (5Y)Largest decline over 5 years | -47.73% | -37.04% | -10.69% |
Max Drawdown (10Y)Largest decline over 10 years | -47.73% | -37.04% | -10.69% |
Current DrawdownCurrent decline from peak | -14.47% | -12.71% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -15.41% | -13.31% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.92% | +0.78% |
Volatility
DRIOX vs. ARTJX - Volatility Comparison
Driehaus International Small Cap Growth Fund (DRIOX) has a higher volatility of 7.56% compared to Artisan International Small-Mid Fund (ARTJX) at 5.95%. This indicates that DRIOX's price experiences larger fluctuations and is considered to be riskier than ARTJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRIOX | ARTJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 5.95% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 10.10% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 15.44% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 17.76% | +5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 17.35% | +3.41% |