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LMIYX vs. DMCRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMIYX vs. DMCRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Micro Cap Growth Fund (LMIYX) and Driehaus Micro Cap Growth Fund (DMCRX). The values are adjusted to include any dividend payments, if applicable.

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LMIYX vs. DMCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMIYX
Lord Abbett Micro Cap Growth Fund
0.25%11.02%27.28%6.14%-29.10%32.54%79.45%34.34%2.19%38.54%
DMCRX
Driehaus Micro Cap Growth Fund
2.25%31.17%30.58%11.47%-33.54%22.23%86.43%34.03%2.52%24.35%

Returns By Period

In the year-to-date period, LMIYX achieves a 0.25% return, which is significantly lower than DMCRX's 2.25% return. Over the past 10 years, LMIYX has underperformed DMCRX with an annualized return of 18.91%, while DMCRX has yielded a comparatively higher 20.60% annualized return.


LMIYX

1D
5.66%
1M
-4.00%
YTD
0.25%
6M
2.76%
1Y
35.71%
3Y*
12.48%
5Y*
4.33%
10Y*
18.91%

DMCRX

1D
5.47%
1M
-7.35%
YTD
2.25%
6M
10.59%
1Y
65.25%
3Y*
24.24%
5Y*
6.42%
10Y*
20.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMIYX vs. DMCRX - Expense Ratio Comparison

LMIYX has a 1.12% expense ratio, which is lower than DMCRX's 1.38% expense ratio.


Return for Risk

LMIYX vs. DMCRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LMIYX
LMIYX Risk / Return Rank: 7272
Overall Rank
LMIYX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LMIYX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LMIYX Omega Ratio Rank: 5151
Omega Ratio Rank
LMIYX Calmar Ratio Rank: 9090
Calmar Ratio Rank
LMIYX Martin Ratio Rank: 8484
Martin Ratio Rank

DMCRX
DMCRX Risk / Return Rank: 9191
Overall Rank
DMCRX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DMCRX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DMCRX Omega Ratio Rank: 8282
Omega Ratio Rank
DMCRX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DMCRX Martin Ratio Rank: 9494
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.

LMIYX vs. DMCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Micro Cap Growth Fund (LMIYX) and Driehaus Micro Cap Growth Fund (DMCRX). 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.


LMIYXDMCRXDifference

Sharpe ratio

Return per unit of total volatility

1.27

2.06

-0.79

Sortino ratio

Return per unit of downside risk

1.84

2.60

-0.77

Omega ratio

Gain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratio

Return relative to maximum drawdown

2.71

3.73

-1.02

Martin ratio

Return relative to average drawdown

9.29

12.46

-3.18

LMIYX vs. DMCRX - Sharpe Ratio Comparison

The current LMIYX Sharpe Ratio is 1.27, which is lower than the DMCRX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of LMIYX and DMCRX, 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


LMIYXDMCRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

2.06

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.16

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.61

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.54

-0.08

Correlation

The correlation between LMIYX and DMCRX is 0.94, 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

LMIYX vs. DMCRX - Dividend Comparison

LMIYX's dividend yield for the trailing twelve months is around 0.01%, less than DMCRX's 13.42% yield.


TTM20252024202320222021202020192018201720162015
LMIYX
Lord Abbett Micro Cap Growth Fund
0.01%0.01%0.00%0.00%0.00%22.32%23.16%15.30%37.13%15.17%0.00%21.83%
DMCRX
Driehaus Micro Cap Growth Fund
13.42%13.72%3.86%0.87%8.20%48.23%19.79%14.70%33.22%8.91%0.00%4.20%

Drawdowns

LMIYX vs. DMCRX - Drawdown Comparison

The maximum LMIYX drawdown since its inception was -61.35%, roughly equal to the maximum DMCRX drawdown of -59.16%. Use the drawdown chart below to compare losses from any high point for LMIYX and DMCRX.


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Drawdown Indicators


LMIYXDMCRXDifference

Max Drawdown

Largest peak-to-trough decline

-61.35%

-59.16%

-2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-15.46%

+2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-42.86%

-59.16%

+16.30%

Max Drawdown (10Y)

Largest decline over 10 years

-43.37%

-59.16%

+15.79%

Current Drawdown

Current decline from peak

-6.80%

-10.79%

+3.99%

Average Drawdown

Average peak-to-trough decline

-18.42%

-20.35%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

4.62%

-0.94%

Volatility

LMIYX vs. DMCRX - Volatility Comparison

The current volatility for Lord Abbett Micro Cap Growth Fund (LMIYX) is 11.24%, while Driehaus Micro Cap Growth Fund (DMCRX) has a volatility of 12.40%. This indicates that LMIYX experiences smaller price fluctuations and is considered to be less risky than DMCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMIYXDMCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.24%

12.40%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

20.63%

23.15%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

28.03%

31.42%

-3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.14%

39.55%

-9.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.87%

33.88%

-5.01%