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EQCHX vs. LCSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQCHX vs. LCSIX - Performance Comparison

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

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EQCHX vs. LCSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQCHX
AXS Chesapeake Strategy Fund Class I
0.83%-8.09%-3.79%-8.07%20.13%12.28%6.96%-2.56%-12.91%15.11%
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


EQCHX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQCHX vs. LCSIX - Expense Ratio Comparison

EQCHX has a 1.91% expense ratio, which is higher than LCSIX's 1.75% expense ratio.


Return for Risk

EQCHX vs. LCSIX — Risk / Return Rank

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

EQCHX

LCSIX
LCSIX Risk / Return Rank: 66
Overall Rank
LCSIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
LCSIX Sortino Ratio Rank: 44
Sortino Ratio Rank
LCSIX Omega Ratio Rank: 44
Omega Ratio Rank
LCSIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
LCSIX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EQCHX vs. LCSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXS Chesapeake Strategy Fund Class I (EQCHX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EQCHX vs. LCSIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EQCHXLCSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

Correlation

The correlation between EQCHX and LCSIX is 0.17, 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

EQCHX vs. LCSIX - Dividend Comparison

EQCHX has not paid dividends to shareholders, while LCSIX's dividend yield for the trailing twelve months is around 2.26%.


TTM20252024202320222021202020192018201720162015
EQCHX
AXS Chesapeake Strategy Fund Class I
0.00%0.00%0.62%1.82%1.54%20.40%0.00%3.86%1.18%0.00%0.00%1.34%
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

EQCHX vs. LCSIX - Drawdown Comparison


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Drawdown Indicators


EQCHXLCSIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-13.21%

Max Drawdown (10Y)

Largest decline over 10 years

-13.71%

Current Drawdown

Current decline from peak

-8.74%

Average Drawdown

Average peak-to-trough decline

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

EQCHX vs. LCSIX - Volatility Comparison


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Volatility by Period


EQCHXLCSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

Volatility (6M)

Calculated over the trailing 6-month period

5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

6.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.71%