EVOIX vs. LCSIX
Compare and contrast key facts about Altegris Futures Evolution Strategy Fund (EVOIX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX).
EVOIX is managed by Altegris. It was launched on Oct 30, 2011. LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011.
Performance
EVOIX vs. LCSIX - Performance Comparison
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EVOIX vs. LCSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVOIX Altegris Futures Evolution Strategy Fund | 5.30% | 4.69% | 3.86% | 5.03% | 12.84% | 12.20% | -12.94% | 4.22% | -7.58% | 9.09% |
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
In the year-to-date period, EVOIX achieves a 5.30% return, which is significantly higher than LCSIX's 2.78% return. Both investments have delivered pretty close results over the past 10 years, with EVOIX having a 2.86% annualized return and LCSIX not far behind at 2.75%.
EVOIX
- 1D
- -0.30%
- 1M
- -0.76%
- YTD
- 5.30%
- 6M
- 11.30%
- 1Y
- 13.46%
- 3Y*
- 7.27%
- 5Y*
- 7.75%
- 10Y*
- 2.86%
LCSIX
- 1D
- 0.57%
- 1M
- 0.91%
- YTD
- 2.78%
- 6M
- 1.28%
- 1Y
- 0.27%
- 3Y*
- -2.12%
- 5Y*
- 2.03%
- 10Y*
- 2.75%
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EVOIX vs. LCSIX - Expense Ratio Comparison
EVOIX has a 1.34% expense ratio, which is lower than LCSIX's 1.75% expense ratio.
Return for Risk
EVOIX vs. LCSIX — Risk / Return Rank
EVOIX
LCSIX
EVOIX vs. LCSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altegris Futures Evolution Strategy Fund (EVOIX) 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.
| EVOIX | LCSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.15 | +1.20 |
Sortino ratioReturn per unit of downside risk | 1.83 | 0.25 | +1.59 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.03 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 0.24 | +1.47 |
Martin ratioReturn relative to average drawdown | 3.56 | 0.49 | +3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVOIX | LCSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.15 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.37 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.41 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.46 | -0.06 |
Correlation
The correlation between EVOIX and LCSIX is 0.25, 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
EVOIX vs. LCSIX - Dividend Comparison
EVOIX's dividend yield for the trailing twelve months is around 10.06%, more than LCSIX's 2.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVOIX Altegris Futures Evolution Strategy Fund | 10.06% | 11.11% | 10.09% | 1.71% | 34.87% | 9.73% | 2.23% | 1.63% | 5.52% | 1.57% | 7.27% | 9.05% |
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
EVOIX vs. LCSIX - Drawdown Comparison
The maximum EVOIX drawdown since its inception was -29.57%, which is greater than LCSIX's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for EVOIX and LCSIX.
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Drawdown Indicators
| EVOIX | LCSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.57% | -25.13% | -4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.61% | -4.31% | -3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -13.21% | -5.59% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -13.71% | -15.86% |
Current DrawdownCurrent decline from peak | -0.76% | -8.74% | +7.98% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -6.33% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 2.15% | +1.58% |
Volatility
EVOIX vs. LCSIX - Volatility Comparison
Altegris Futures Evolution Strategy Fund (EVOIX) has a higher volatility of 2.53% compared to LoCorr Long/Short Commodity Strategies Fund (LCSIX) at 1.44%. This indicates that EVOIX'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
| EVOIX | LCSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 1.44% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 5.31% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 6.96% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.69% | 5.58% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.46% | 6.71% | +3.75% |