CSAIX vs. LCSIX
CSAIX (Credit Suisse Managed Futures Strategy Fund) and LCSIX (LoCorr Long/Short Commodity Strategies Fund) are both Systematic Trend funds. Over the past 10 years, CSAIX returned 0.03%/yr vs 2.54%/yr for LCSIX. At a 0.16 correlation, their price movements are largely independent. CSAIX charges 1.30%/yr vs 1.75%/yr for LCSIX.
Performance
CSAIX vs. LCSIX - Performance Comparison
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Returns By Period
Over the past 10 years, CSAIX has underperformed LCSIX with an annualized return of 0.03%, while LCSIX has yielded a comparatively higher 2.54% annualized return.
CSAIX
- 1D
- 0.25%
- 1M
- -0.98%
- 6M
- -1.27%
- YTD
- 2.64%
- 1Y
- 9.43%
- 3Y*
- -4.29%
- 5Y*
- 0.54%
- 10Y*
- 0.03%
LCSIX
- 1D
- -0.12%
- 1M
- -2.38%
- 6M
- 0.47%
- YTD
- 0.00%
- 1Y
- -1.68%
- 3Y*
- -2.20%
- 5Y*
- 0.14%
- 10Y*
- 2.54%
CSAIX vs. LCSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.64% | -5.84% | -5.57% | -6.15% | 21.24% | 7.46% | 1.86% | -4.39% | -4.01% | -1.47% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 0.00% | 1.13% | -8.29% | -3.07% | 6.04% | 14.90% | 9.90% | -5.97% | 15.16% | 6.19% |
Correlation
The correlation between CSAIX and LCSIX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2012 | 0.16 |
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Return for Risk
CSAIX vs. LCSIX — Risk / Return Rank
CSAIX
LCSIX
CSAIX vs. LCSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSAIX | LCSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.96 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | -0.32 | +1.56 |
| Martin ratioReturn relative to average drawdown | 3.09 | -0.74 | +3.83 |
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Drawdowns
CSAIX vs. LCSIX - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -28.79%, which is greater than LCSIX's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for CSAIX and LCSIX.
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Drawdown Indicators
| CSAIX | LCSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -25.13% | -3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -4.97% | -2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -22.02% | -11.60% | -10.42% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -13.21% | -15.58% |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | -13.54% | -15.25% |
Current DrawdownCurrent decline from peak | -20.42% | -11.21% | -9.21% |
Average DrawdownAverage peak-to-trough decline | -9.60% | -6.39% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.14% | +0.96% |
Volatility
CSAIX vs. LCSIX - Volatility Comparison
Credit Suisse Managed Futures Strategy Fund (CSAIX) has a higher volatility of 2.67% compared to LoCorr Long/Short Commodity Strategies Fund (LCSIX) at 1.32%. This indicates that CSAIX'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
| CSAIX | LCSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 1.32% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 4.77% | +5.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 5.94% | +5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.41% | 5.51% | +4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.08% | 6.66% | +3.42% |
CSAIX vs. LCSIX - Expense Ratio Comparison
CSAIX has a 1.30% expense ratio, which is lower than LCSIX's 1.75% expense ratio.
Dividends
CSAIX vs. LCSIX - Dividend Comparison
CSAIX's dividend yield for the trailing twelve months is around 3.00%, more than LCSIX's 2.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 3.00% | 2.27% | 2.95% | 0.52% | 18.80% | 8.84% | 0.00% | 1.74% | 0.00% | 0.00% | 2.64% | 8.69% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 2.32% | 2.32% | 2.75% | 1.88% | 10.75% | 7.14% | 2.94% | 0.54% | 12.36% | 0.02% | 3.21% | 7.36% |
Frequently Asked Questions
CSAIX and LCSIX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSAIX has higher volatility (2.67%) compared to LCSIX (1.32%). In terms of maximum drawdown, CSAIX dropped -28.79% vs LCSIX's -25.13%.
CSAIX currently has the higher Sharpe Ratio (0.83 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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