DSMDX vs. DRIOX
Compare and contrast key facts about Driehaus Small/Mid Cap Growth Fund (DSMDX) and Driehaus International Small Cap Growth Fund (DRIOX).
DSMDX is managed by Driehaus. It was launched on Apr 30, 2020. DRIOX is managed by Driehaus. It was launched on Sep 16, 2007.
Performance
DSMDX vs. DRIOX - Performance Comparison
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DSMDX vs. DRIOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DSMDX Driehaus Small/Mid Cap Growth Fund | -4.16% | 9.83% | 26.45% | 20.71% | -31.46% | 17.96% | 74.27% |
DRIOX Driehaus International Small Cap Growth Fund | -5.42% | 28.93% | 3.15% | 11.96% | -24.37% | 12.44% | 58.65% |
Returns By Period
In the year-to-date period, DSMDX achieves a -4.16% return, which is significantly higher than DRIOX's -5.42% return.
DSMDX
- 1D
- -3.04%
- 1M
- -12.82%
- YTD
- -4.16%
- 6M
- -2.44%
- 1Y
- 25.15%
- 3Y*
- 15.38%
- 5Y*
- 4.30%
- 10Y*
- —
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%
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DSMDX vs. DRIOX - Expense Ratio Comparison
DSMDX has a 0.95% expense ratio, which is lower than DRIOX's 1.16% expense ratio.
Return for Risk
DSMDX vs. DRIOX — Risk / Return Rank
DSMDX
DRIOX
DSMDX vs. DRIOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Small/Mid Cap Growth Fund (DSMDX) and Driehaus International Small Cap Growth Fund (DRIOX). 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.
| DSMDX | DRIOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.17 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.62 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.29 | +0.08 |
Martin ratioReturn relative to average drawdown | 4.89 | 5.03 | -0.15 |
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
| DSMDX | DRIOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.17 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.12 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.34 | +0.24 |
Correlation
The correlation between DSMDX and DRIOX is 0.69, 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
DSMDX vs. DRIOX - Dividend Comparison
DSMDX's dividend yield for the trailing twelve months is around 0.43%, less than DRIOX's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSMDX Driehaus Small/Mid Cap Growth Fund | 0.43% | 0.41% | 0.33% | 0.00% | 3.72% | 7.93% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
DSMDX vs. DRIOX - Drawdown Comparison
The maximum DSMDX drawdown since its inception was -41.90%, smaller than the maximum DRIOX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for DSMDX and DRIOX.
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Drawdown Indicators
| DSMDX | DRIOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.90% | -59.68% | +17.78% |
Max Drawdown (1Y)Largest decline over 1 year | -14.51% | -14.47% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -41.90% | -47.73% | +5.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.73% | — |
Current DrawdownCurrent decline from peak | -14.51% | -14.47% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -16.11% | -15.41% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.70% | +0.41% |
Volatility
DSMDX vs. DRIOX - Volatility Comparison
Driehaus Small/Mid Cap Growth Fund (DSMDX) has a higher volatility of 10.34% compared to Driehaus International Small Cap Growth Fund (DRIOX) at 7.56%. This indicates that DSMDX's price experiences larger fluctuations and is considered to be riskier than DRIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSMDX | DRIOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.34% | 7.56% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 19.44% | 12.07% | +7.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.28% | 17.57% | +9.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.53% | 23.67% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.88% | 20.76% | +5.12% |