DMO vs. LFMIX
DMO (Dimensional Multi-Asset Fund) and LFMIX (LoCorr Macro Strategies Fund Class I) are both Global Allocation funds. Over the past 10 years, DMO returned 3.76%/yr vs 3.34%/yr for LFMIX. Their 0.01 correlation means their historical movements had little consistent relationship. DMO charges 0.04%/yr vs 1.88%/yr for LFMIX.
Performance
DMO vs. LFMIX - Performance Comparison
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Returns By Period
In the year-to-date period, DMO achieves a 1.66% return, which is significantly lower than LFMIX's 7.07% return. Over the past 10 years, DMO has outperformed LFMIX with an annualized return of 3.76%, while LFMIX has yielded a comparatively lower 3.34% annualized return.
DMO
- 1D
- 0.19%
- 1M
- -1.78%
- 6M
- 0.19%
- YTD
- 1.66%
- 1Y
- -0.24%
- 3Y*
- 11.42%
- 5Y*
- 3.64%
- 10Y*
- 3.76%
- ALL TIME*
- 8.28%
LFMIX
- 1D
- -0.60%
- 1M
- -1.42%
- 6M
- 3.87%
- YTD
- 7.07%
- 1Y
- 11.31%
- 3Y*
- 4.52%
- 5Y*
- 4.25%
- 10Y*
- 3.34%
- ALL TIME*
- 2.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $399.37K | $416.73K | $406.81K | |
| $0.00 | $0.00 | $0.00 |
DMO vs. LFMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 1.66% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | 9.10% | -2.04% | 23.46% |
LFMIX LoCorr Macro Strategies Fund Class I | 7.07% | 2.89% | 6.77% | -6.55% | 15.43% | 0.07% | 4.55% | 12.71% | -5.11% | 2.99% |
Correlation
The correlation between DMO and LFMIX is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | -0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2011 | 0.01 |
The correlation between DMO and LFMIX shifts across timeframes, from -0.14 (5 years) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DMO vs. LFMIX — Risk / Return Rank
DMO
LFMIX
DMO vs. LFMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Asset Fund (DMO) and LoCorr Macro Strategies Fund Class I (LFMIX). 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.
| DMO | LFMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.37 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 3.35 | -3.38 |
| Martin ratioReturn relative to average drawdown | -0.07 | 10.67 | -10.73 |
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Drawdowns
DMO vs. LFMIX - Drawdown Comparison
The maximum DMO drawdown since its inception was -49.16%, which is greater than LFMIX's maximum drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for DMO and LFMIX.
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Drawdown Indicators
| DMO | LFMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -22.68% | -26.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -3.48% | -4.89% |
Max Drawdown (3Y)Largest decline over 3 years | -9.04% | -8.88% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -12.26% | -16.78% |
Max Drawdown (10Y)Largest decline over 10 years | -49.16% | -12.26% | -36.90% |
Current DrawdownCurrent decline from peak | -4.49% | -3.36% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -6.71% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 1.09% | +2.51% |
Volatility
DMO vs. LFMIX - Volatility Comparison
The current volatility for Dimensional Multi-Asset Fund (DMO) is 1.57%, while LoCorr Macro Strategies Fund Class I (LFMIX) has a volatility of 1.84%. This indicates that DMO experiences smaller price fluctuations and is considered to be less risky than LFMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMO | LFMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 1.84% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 4.43% | +3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 5.77% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.60% | 7.20% | +5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.92% | 7.52% | +12.40% |
DMO vs. LFMIX - Expense Ratio Comparison
DMO has a 0.04% expense ratio, which is lower than LFMIX's 1.88% expense ratio.
Dividends
DMO vs. LFMIX - Dividend Comparison
DMO's dividend yield for the trailing twelve months is around 14.22%, more than LFMIX's 2.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 14.22% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
LFMIX LoCorr Macro Strategies Fund Class I | 2.93% | 3.14% | 3.21% | 3.17% | 14.35% | 4.95% | 4.73% | 4.66% | 3.12% | 5.89% | 1.95% | 3.08% |
Frequently Asked Questions
DMO and LFMIX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LFMIX has higher volatility (1.84%) compared to DMO (1.57%). In terms of maximum drawdown, DMO dropped -49.16% vs LFMIX's -22.68%.
LFMIX currently has the higher Sharpe Ratio (2.02 vs -0.02), 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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