DRIOX vs. FTISX
Compare and contrast key facts about Driehaus International Small Cap Growth Fund (DRIOX) and Fidelity Advisor International Small Cap Fund Class M (FTISX).
DRIOX is managed by Driehaus. It was launched on Sep 16, 2007. FTISX is managed by Fidelity. It was launched on May 27, 2003.
Performance
DRIOX vs. FTISX - Performance Comparison
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DRIOX vs. FTISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIOX Driehaus International Small Cap Growth Fund | -2.45% | 28.93% | 3.15% | 11.96% | -24.37% | 12.44% | 29.84% | 30.41% | -17.03% | 41.53% |
FTISX Fidelity Advisor International Small Cap Fund Class M | -0.34% | 24.03% | -0.46% | 18.97% | -17.12% | 12.83% | 9.29% | 20.77% | -16.57% | 31.41% |
Returns By Period
In the year-to-date period, DRIOX achieves a -2.45% return, which is significantly lower than FTISX's -0.34% return. Over the past 10 years, DRIOX has outperformed FTISX with an annualized return of 8.93%, while FTISX has yielded a comparatively lower 7.72% annualized return.
DRIOX
- 1D
- 3.14%
- 1M
- -10.00%
- YTD
- -2.45%
- 6M
- -1.89%
- 1Y
- 25.64%
- 3Y*
- 11.95%
- 5Y*
- 3.10%
- 10Y*
- 8.93%
FTISX
- 1D
- 2.35%
- 1M
- -6.53%
- YTD
- -0.34%
- 6M
- 1.39%
- 1Y
- 17.46%
- 3Y*
- 10.55%
- 5Y*
- 4.79%
- 10Y*
- 7.72%
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DRIOX vs. FTISX - Expense Ratio Comparison
DRIOX has a 1.16% expense ratio, which is lower than FTISX's 1.57% expense ratio.
Return for Risk
DRIOX vs. FTISX — Risk / Return Rank
DRIOX
FTISX
DRIOX vs. FTISX - 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 M (FTISX). 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 | FTISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.35 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.78 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.55 | 0.00 |
Martin ratioReturn relative to average drawdown | 6.05 | 5.59 | +0.46 |
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 | FTISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.35 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.36 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.56 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.68 | -0.34 |
Correlation
The correlation between DRIOX and FTISX is 0.88, 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. FTISX - Dividend Comparison
DRIOX's dividend yield for the trailing twelve months is around 1.09%, less than FTISX's 3.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIOX Driehaus International Small Cap Growth Fund | 1.09% | 1.06% | 0.51% | 1.16% | 5.94% | 27.01% | 8.26% | 0.77% | 16.19% | 15.63% | 0.00% | 2.72% |
FTISX Fidelity Advisor International Small Cap Fund Class M | 3.28% | 3.26% | 2.24% | 1.40% | 0.13% | 6.94% | 0.34% | 1.81% | 5.50% | 2.52% | 2.08% | 2.86% |
Drawdowns
DRIOX vs. FTISX - Drawdown Comparison
The maximum DRIOX drawdown since its inception was -59.68%, roughly equal to the maximum FTISX drawdown of -61.12%. Use the drawdown chart below to compare losses from any high point for DRIOX and FTISX.
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Drawdown Indicators
| DRIOX | FTISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.68% | -61.12% | +1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.47% | -10.75% | -3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -47.73% | -31.45% | -16.28% |
Max Drawdown (10Y)Largest decline over 10 years | -47.73% | -39.55% | -8.18% |
Current DrawdownCurrent decline from peak | -11.78% | -8.33% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -15.41% | -11.05% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.97% | +0.73% |
Volatility
DRIOX vs. FTISX - Volatility Comparison
Driehaus International Small Cap Growth Fund (DRIOX) has a higher volatility of 8.35% compared to Fidelity Advisor International Small Cap Fund Class M (FTISX) at 6.16%. This indicates that DRIOX's price experiences larger fluctuations and is considered to be riskier than FTISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRIOX | FTISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.35% | 6.16% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.46% | 8.98% | +3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.80% | 13.46% | +4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.71% | 13.40% | +10.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.78% | 13.94% | +6.84% |