ABYIX vs. LCSIX
Compare and contrast key facts about Abbey Capital Futures Strategy Fund Class I (ABYIX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX).
ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014. LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011.
Performance
ABYIX vs. LCSIX - Performance Comparison
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ABYIX vs. LCSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.53% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
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, ABYIX achieves a 4.53% return, which is significantly higher than LCSIX's 2.78% return. Both investments have delivered pretty close results over the past 10 years, with ABYIX having a 2.83% annualized return and LCSIX not far behind at 2.75%.
ABYIX
- 1D
- -0.09%
- 1M
- -1.03%
- YTD
- 4.53%
- 6M
- 7.29%
- 1Y
- 8.69%
- 3Y*
- 2.39%
- 5Y*
- 3.70%
- 10Y*
- 2.83%
LCSIX
- 1D
- 0.00%
- 1M
- 0.80%
- YTD
- 2.78%
- 6M
- 1.05%
- 1Y
- 0.38%
- 3Y*
- -2.12%
- 5Y*
- 1.92%
- 10Y*
- 2.75%
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ABYIX vs. LCSIX - Expense Ratio Comparison
ABYIX has a 1.79% expense ratio, which is higher than LCSIX's 1.75% expense ratio.
Return for Risk
ABYIX vs. LCSIX — Risk / Return Rank
ABYIX
LCSIX
ABYIX vs. LCSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Futures Strategy Fund Class I (ABYIX) 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.
| ABYIX | LCSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.04 | +1.05 |
Sortino ratioReturn per unit of downside risk | 1.54 | 0.10 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.01 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.24 | +1.48 |
Martin ratioReturn relative to average drawdown | 3.52 | 0.49 | +3.03 |
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
| ABYIX | LCSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.04 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.34 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.41 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.46 | +0.07 |
Correlation
The correlation between ABYIX and LCSIX is 0.22, 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
ABYIX vs. LCSIX - Dividend Comparison
ABYIX's dividend yield for the trailing twelve months is around 1.27%, less than LCSIX's 2.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
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
ABYIX vs. LCSIX - Drawdown Comparison
The maximum ABYIX drawdown since its inception was -17.13%, smaller than the maximum LCSIX drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for ABYIX and LCSIX.
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Drawdown Indicators
| ABYIX | LCSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.13% | -25.13% | +8.00% |
Max Drawdown (1Y)Largest decline over 1 year | -4.36% | -4.31% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -14.66% | -13.21% | -1.45% |
Max Drawdown (10Y)Largest decline over 10 years | -14.74% | -13.71% | -1.03% |
Current DrawdownCurrent decline from peak | -3.10% | -8.74% | +5.64% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -6.33% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.15% | +0.12% |
Volatility
ABYIX vs. LCSIX - Volatility Comparison
Abbey Capital Futures Strategy Fund Class I (ABYIX) has a higher volatility of 1.94% compared to LoCorr Long/Short Commodity Strategies Fund (LCSIX) at 1.44%. This indicates that ABYIX'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.
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Volatility by Period
| ABYIX | LCSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 1.44% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 5.31% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.64% | 6.95% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.01% | 5.58% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 6.71% | +1.29% |