ABYAX vs. LCSIX
Compare and contrast key facts about Abbey Capital Futures Strategy Fund Class A (ABYAX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX).
ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014. LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011.
Performance
ABYAX vs. LCSIX - Performance Comparison
Loading graphics...
ABYAX vs. LCSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 2.78% | 1.13% | -8.29% | -3.07% | 6.04% | 14.90% | 9.90% | -5.97% | 15.16% | 6.19% |
Returns By Period
In the year-to-date period, ABYAX achieves a 4.46% return, which is significantly higher than LCSIX's 2.78% return. Over the past 10 years, ABYAX has underperformed LCSIX with an annualized return of 2.58%, while LCSIX has yielded a comparatively higher 2.75% annualized return.
ABYAX
- 1D
- 0.00%
- 1M
- -1.38%
- YTD
- 4.46%
- 6M
- 7.57%
- 1Y
- 8.17%
- 3Y*
- 2.13%
- 5Y*
- 3.46%
- 10Y*
- 2.58%
LCSIX
- 1D
- 0.57%
- 1M
- 0.91%
- YTD
- 2.78%
- 6M
- 1.28%
- 1Y
- 0.27%
- 3Y*
- -2.12%
- 5Y*
- 2.03%
- 10Y*
- 2.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ABYAX vs. LCSIX - Expense Ratio Comparison
ABYAX has a 2.04% expense ratio, which is higher than LCSIX's 1.75% expense ratio.
Return for Risk
ABYAX vs. LCSIX — Risk / Return Rank
ABYAX
LCSIX
ABYAX vs. LCSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Futures Strategy Fund Class A (ABYAX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX). 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.
| ABYAX | LCSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.15 | +0.87 |
Sortino ratioReturn per unit of downside risk | 1.45 | 0.25 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.03 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 0.24 | +1.30 |
Martin ratioReturn relative to average drawdown | 3.04 | 0.49 | +2.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ABYAX | LCSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.15 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.37 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.41 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.46 | -0.01 |
Correlation
The correlation between ABYAX and LCSIX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ABYAX vs. LCSIX - Dividend Comparison
ABYAX's dividend yield for the trailing twelve months is around 1.22%, less than LCSIX's 2.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 2.26% | 2.32% | 2.75% | 1.88% | 10.75% | 7.14% | 2.94% | 0.54% | 12.36% | 0.02% | 3.21% | 7.36% |
Drawdowns
ABYAX vs. LCSIX - Drawdown Comparison
The maximum ABYAX drawdown since its inception was -17.96%, smaller than the maximum LCSIX drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for ABYAX and LCSIX.
Loading graphics...
Drawdown Indicators
| ABYAX | LCSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.96% | -25.13% | +7.17% |
Max Drawdown (1Y)Largest decline over 1 year | -4.30% | -4.31% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | -13.21% | -2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -15.23% | -13.71% | -1.52% |
Current DrawdownCurrent decline from peak | -3.92% | -8.74% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -6.33% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.15% | +0.34% |
Volatility
ABYAX vs. LCSIX - Volatility Comparison
Abbey Capital Futures Strategy Fund Class A (ABYAX) has a higher volatility of 1.85% compared to LoCorr Long/Short Commodity Strategies Fund (LCSIX) at 1.44%. This indicates that ABYAX's price experiences larger fluctuations and is considered to be riskier than LCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ABYAX | LCSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 1.44% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 6.40% | 5.31% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.63% | 6.96% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.98% | 5.58% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.98% | 6.71% | +1.27% |