EBSIX vs. LOTIX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and LoCorr Market Trend Fund (LOTIX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. LOTIX is managed by LoCorr Funds. It was launched on Jun 29, 2014.
Performance
EBSIX vs. LOTIX - Performance Comparison
Loading graphics...
EBSIX vs. LOTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 7.80% | -1.14% | 11.63% | -1.83% | 30.91% | 9.05% | 4.94% |
LOTIX LoCorr Market Trend Fund | 12.97% | 4.07% | 5.74% | -10.95% | 29.93% | 1.03% | 8.08% |
Returns By Period
In the year-to-date period, EBSIX achieves a 7.80% return, which is significantly lower than LOTIX's 12.97% return.
EBSIX
- 1D
- 0.00%
- 1M
- 2.96%
- YTD
- 7.80%
- 6M
- 4.64%
- 1Y
- 1.08%
- 3Y*
- 3.99%
- 5Y*
- 9.60%
- 10Y*
- —
LOTIX
- 1D
- -0.08%
- 1M
- 2.12%
- YTD
- 12.97%
- 6M
- 17.15%
- 1Y
- 20.21%
- 3Y*
- 5.62%
- 5Y*
- 6.94%
- 10Y*
- 3.88%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EBSIX vs. LOTIX - Expense Ratio Comparison
Both EBSIX and LOTIX have an expense ratio of 1.75%.
Return for Risk
EBSIX vs. LOTIX — Risk / Return Rank
EBSIX
LOTIX
EBSIX vs. LOTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) and LoCorr Market Trend Fund (LOTIX). 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.
| EBSIX | LOTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.21 | 1.70 | -1.49 |
Sortino ratioReturn per unit of downside risk | 0.34 | 2.38 | -2.04 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.30 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.23 | 2.56 | -2.34 |
Martin ratioReturn relative to average drawdown | 0.38 | 5.13 | -4.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EBSIX | LOTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 1.70 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.53 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.41 | +0.74 |
Correlation
The correlation between EBSIX and LOTIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EBSIX vs. LOTIX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 2.93%, more than LOTIX's 2.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 2.93% | 3.16% | 2.90% | 1.82% | 15.10% | 7.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LOTIX LoCorr Market Trend Fund | 2.32% | 2.62% | 5.66% | 2.73% | 17.57% | 3.62% | 0.24% | 1.33% | 0.00% | 0.00% | 1.89% | 0.93% |
Drawdowns
EBSIX vs. LOTIX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -10.96%, smaller than the maximum LOTIX drawdown of -28.32%. Use the drawdown chart below to compare losses from any high point for EBSIX and LOTIX.
Loading graphics...
Drawdown Indicators
| EBSIX | LOTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.96% | -28.32% | +17.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -7.10% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -22.17% | +11.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.83% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.72% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -10.94% | +7.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 3.76% | +0.61% |
Volatility
EBSIX vs. LOTIX - Volatility Comparison
Campbell Systematic Macro Fund Class I Shares (EBSIX) and LoCorr Market Trend Fund (LOTIX) have volatilities of 3.04% and 3.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EBSIX | LOTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 3.02% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.19% | 9.57% | -3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.50% | 11.71% | -3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 13.21% | -3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.52% | 13.21% | -3.69% |