PortfoliosLab logoPortfoliosLab logo
ABYAX vs. LFMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABYAX vs. LFMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abbey Capital Futures Strategy Fund Class A (ABYAX) and LoCorr Macro Strategies Fund (LFMAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ABYAX vs. LFMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LFMAX
LoCorr Macro Strategies Fund
8.54%2.56%6.36%-6.69%15.03%-0.17%5.41%12.51%-5.38%2.69%

Returns By Period

In the year-to-date period, ABYAX achieves a 4.46% return, which is significantly lower than LFMAX's 8.54% return. Over the past 10 years, ABYAX has underperformed LFMAX with an annualized return of 2.58%, while LFMAX has yielded a comparatively higher 3.83% 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%

LFMAX

1D
0.12%
1M
2.48%
YTD
8.54%
6M
9.88%
1Y
11.46%
3Y*
4.86%
5Y*
4.34%
10Y*
3.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. LFMAX - Expense Ratio Comparison

ABYAX has a 2.04% expense ratio, which is lower than LFMAX's 2.13% expense ratio.


Return for Risk

ABYAX vs. LFMAX — Risk / Return Rank

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

ABYAX
ABYAX Risk / Return Rank: 4949
Overall Rank
ABYAX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ABYAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
ABYAX Omega Ratio Rank: 4242
Omega Ratio Rank
ABYAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
ABYAX Martin Ratio Rank: 2828
Martin Ratio Rank

LFMAX
LFMAX Risk / Return Rank: 9292
Overall Rank
LFMAX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LFMAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
LFMAX Omega Ratio Rank: 8787
Omega Ratio Rank
LFMAX Calmar Ratio Rank: 9797
Calmar Ratio Rank
LFMAX Martin Ratio Rank: 8989
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.

ABYAX vs. LFMAX - 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 Macro Strategies Fund (LFMAX). 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.


ABYAXLFMAXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.98

-0.96

Sortino ratio

Return per unit of downside risk

1.45

2.88

-1.42

Omega ratio

Gain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratio

Return relative to maximum drawdown

1.54

3.75

-2.21

Martin ratio

Return relative to average drawdown

3.04

9.96

-6.92

ABYAX vs. LFMAX - Sharpe Ratio Comparison

The current ABYAX Sharpe Ratio is 1.02, which is lower than the LFMAX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of ABYAX and LFMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ABYAXLFMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.98

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.60

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.50

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.33

+0.12

Correlation

The correlation between ABYAX and LFMAX is 0.79, 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

ABYAX vs. LFMAX - Dividend Comparison

ABYAX's dividend yield for the trailing twelve months is around 1.22%, less than LFMAX's 2.71% yield.


TTM20252024202320222021202020192018201720162015
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%
LFMAX
LoCorr Macro Strategies Fund
2.71%2.94%2.88%2.96%14.38%4.79%5.65%4.48%2.83%5.98%1.97%2.87%

Drawdowns

ABYAX vs. LFMAX - Drawdown Comparison

The maximum ABYAX drawdown since its inception was -17.96%, smaller than the maximum LFMAX drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for ABYAX and LFMAX.


Loading graphics...

Drawdown Indicators


ABYAXLFMAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.96%

-23.16%

+5.20%

Max Drawdown (1Y)

Largest decline over 1 year

-4.30%

-3.01%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-15.23%

-12.54%

-2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-15.23%

-12.54%

-2.69%

Current Drawdown

Current decline from peak

-3.92%

0.00%

-3.92%

Average Drawdown

Average peak-to-trough decline

-7.30%

-7.13%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

1.14%

+1.35%

Volatility

ABYAX vs. LFMAX - Volatility Comparison

Abbey Capital Futures Strategy Fund Class A (ABYAX) has a higher volatility of 1.85% compared to LoCorr Macro Strategies Fund (LFMAX) at 1.76%. This indicates that ABYAX's price experiences larger fluctuations and is considered to be riskier than LFMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ABYAXLFMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.76%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

6.40%

4.56%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

7.63%

5.83%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.98%

7.27%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.98%

7.63%

+0.35%