DRIOX vs. FIQIX
Compare and contrast key facts about Driehaus International Small Cap Growth Fund (DRIOX) and Fidelity Advisor International Small Cap Fund Class Z (FIQIX).
DRIOX is managed by Driehaus. It was launched on Sep 16, 2007. FIQIX is managed by Fidelity. It was launched on Oct 2, 2018.
Performance
DRIOX vs. FIQIX - Performance Comparison
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DRIOX vs. FIQIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DRIOX Driehaus International Small Cap Growth Fund | -5.42% | 28.93% | 3.15% | 11.96% | -24.37% | 12.44% | 29.84% | 30.41% | -12.33% |
FIQIX Fidelity Advisor International Small Cap Fund Class Z | -2.49% | 24.80% | 0.14% | 19.76% | -16.53% | 13.56% | 10.12% | 21.61% | -7.47% |
Returns By Period
In the year-to-date period, DRIOX achieves a -5.42% return, which is significantly lower than FIQIX's -2.49% 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%
FIQIX
- 1D
- -0.30%
- 1M
- -10.40%
- YTD
- -2.49%
- 6M
- -0.76%
- 1Y
- 15.97%
- 3Y*
- 10.38%
- 5Y*
- 5.19%
- 10Y*
- —
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DRIOX vs. FIQIX - Expense Ratio Comparison
DRIOX has a 1.16% expense ratio, which is higher than FIQIX's 0.89% expense ratio.
Return for Risk
DRIOX vs. FIQIX — Risk / Return Rank
DRIOX
FIQIX
DRIOX vs. FIQIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus International Small Cap Growth Fund (DRIOX) and Fidelity Advisor International Small Cap Fund Class Z (FIQIX). 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 | FIQIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.11 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.47 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.28 | +0.01 |
Martin ratioReturn relative to average drawdown | 5.03 | 4.66 | +0.37 |
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 | FIQIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.11 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.39 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.50 | -0.16 |
Correlation
The correlation between DRIOX and FIQIX is 0.89, 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. FIQIX - Dividend Comparison
DRIOX's dividend yield for the trailing twelve months is around 1.13%, less than FIQIX's 3.78% 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% |
FIQIX Fidelity Advisor International Small Cap Fund Class Z | 3.78% | 3.68% | 2.73% | 1.99% | 0.83% | 7.39% | 0.93% | 2.47% | 6.33% | 0.00% | 0.00% | 0.00% |
Drawdowns
DRIOX vs. FIQIX - Drawdown Comparison
The maximum DRIOX drawdown since its inception was -59.68%, which is greater than FIQIX's maximum drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for DRIOX and FIQIX.
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Drawdown Indicators
| DRIOX | FIQIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.68% | -36.61% | -23.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.47% | -10.72% | -3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -47.73% | -30.95% | -16.78% |
Max Drawdown (10Y)Largest decline over 10 years | -47.73% | — | — |
Current DrawdownCurrent decline from peak | -14.47% | -10.40% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -15.41% | -6.88% | -8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.93% | +0.77% |
Volatility
DRIOX vs. FIQIX - Volatility Comparison
Driehaus International Small Cap Growth Fund (DRIOX) has a higher volatility of 7.56% compared to Fidelity Advisor International Small Cap Fund Class Z (FIQIX) at 5.72%. This indicates that DRIOX's price experiences larger fluctuations and is considered to be riskier than FIQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRIOX | FIQIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 5.72% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 8.69% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 13.29% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.67% | 13.36% | +10.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 15.11% | +5.65% |