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BICSX vs. LCSIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BICSX and LCSIX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BICSX vs. LCSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Commodity Strategies Portfolio (BICSX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BICSX:

0.32

LCSIX:

-1.33

Sortino Ratio

BICSX:

0.61

LCSIX:

-1.72

Omega Ratio

BICSX:

1.08

LCSIX:

0.79

Calmar Ratio

BICSX:

0.35

LCSIX:

-0.66

Martin Ratio

BICSX:

1.42

LCSIX:

-1.39

Ulcer Index

BICSX:

3.81%

LCSIX:

6.31%

Daily Std Dev

BICSX:

14.45%

LCSIX:

6.50%

Max Drawdown

BICSX:

-51.55%

LCSIX:

-25.05%

Current Drawdown

BICSX:

-6.40%

LCSIX:

-12.05%

Returns By Period

In the year-to-date period, BICSX achieves a 7.10% return, which is significantly higher than LCSIX's 0.23% return. Over the past 10 years, BICSX has underperformed LCSIX with an annualized return of 4.00%, while LCSIX has yielded a comparatively higher 4.95% annualized return.


BICSX

YTD

7.10%

1M

4.83%

6M

3.06%

1Y

4.44%

5Y*

13.37%

10Y*

4.00%

LCSIX

YTD

0.23%

1M

0.46%

6M

-3.79%

1Y

-8.50%

5Y*

0.93%

10Y*

4.95%

*Annualized

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BICSX vs. LCSIX - Expense Ratio Comparison

BICSX has a 0.72% expense ratio, which is lower than LCSIX's 1.75% expense ratio.


Risk-Adjusted Performance

BICSX vs. LCSIX — Risk-Adjusted Performance Rank

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

BICSX
The Risk-Adjusted Performance Rank of BICSX is 4747
Overall Rank
The Sharpe Ratio Rank of BICSX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of BICSX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of BICSX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BICSX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of BICSX is 5151
Martin Ratio Rank

LCSIX
The Risk-Adjusted Performance Rank of LCSIX is 00
Overall Rank
The Sharpe Ratio Rank of LCSIX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of LCSIX is 00
Sortino Ratio Rank
The Omega Ratio Rank of LCSIX is 11
Omega Ratio Rank
The Calmar Ratio Rank of LCSIX is 00
Calmar Ratio Rank
The Martin Ratio Rank of LCSIX is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BICSX vs. LCSIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Commodity Strategies Portfolio (BICSX) 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.


The current BICSX Sharpe Ratio is 0.32, which is higher than the LCSIX Sharpe Ratio of -1.33. The chart below compares the historical Sharpe Ratios of BICSX and LCSIX, 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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Dividends

BICSX vs. LCSIX - Dividend Comparison

BICSX's dividend yield for the trailing twelve months is around 3.36%, more than LCSIX's 2.69% yield.


TTM20242023202220212020201920182017201620152014
BICSX
BlackRock Commodity Strategies Portfolio
3.36%3.60%9.38%9.05%2.68%0.80%2.04%2.12%0.65%0.94%0.00%0.02%
LCSIX
LoCorr Long/Short Commodity Strategies Fund
2.69%2.69%1.89%10.75%7.14%2.93%0.54%12.36%0.02%3.20%7.35%9.86%

Drawdowns

BICSX vs. LCSIX - Drawdown Comparison

The maximum BICSX drawdown since its inception was -51.55%, which is greater than LCSIX's maximum drawdown of -25.05%. Use the drawdown chart below to compare losses from any high point for BICSX and LCSIX. For additional features, visit the drawdowns tool.


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Volatility

BICSX vs. LCSIX - Volatility Comparison

BlackRock Commodity Strategies Portfolio (BICSX) has a higher volatility of 4.17% compared to LoCorr Long/Short Commodity Strategies Fund (LCSIX) at 1.72%. This indicates that BICSX'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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