LCSIX vs. ABYIX
Compare and contrast key facts about LoCorr Long/Short Commodity Strategies Fund (LCSIX) and Abbey Capital Futures Strategy Fund Class I (ABYIX).
LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011. ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014.
Performance
LCSIX vs. ABYIX - Performance Comparison
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LCSIX vs. ABYIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.53% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
Returns By Period
In the year-to-date period, LCSIX achieves a 2.78% return, which is significantly lower than ABYIX's 4.53% return. Both investments have delivered pretty close results over the past 10 years, with LCSIX having a 2.75% annualized return and ABYIX not far ahead at 2.83%.
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%
ABYIX
- 1D
- -0.09%
- 1M
- -1.03%
- YTD
- 4.53%
- 6M
- 7.29%
- 1Y
- 8.69%
- 3Y*
- 2.39%
- 5Y*
- 3.70%
- 10Y*
- 2.83%
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LCSIX vs. ABYIX - Expense Ratio Comparison
LCSIX has a 1.75% expense ratio, which is lower than ABYIX's 1.79% expense ratio.
Return for Risk
LCSIX vs. ABYIX — Risk / Return Rank
LCSIX
ABYIX
LCSIX vs. ABYIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Long/Short Commodity Strategies Fund (LCSIX) and Abbey Capital Futures Strategy Fund Class I (ABYIX). 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.
| LCSIX | ABYIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.04 | 1.09 | -1.05 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.54 | -1.45 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.20 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | 1.72 | -1.48 |
Martin ratioReturn relative to average drawdown | 0.49 | 3.52 | -3.03 |
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
| LCSIX | ABYIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.04 | 1.09 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.46 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.35 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.53 | -0.07 |
Correlation
The correlation between LCSIX and ABYIX is 0.22, 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
LCSIX vs. ABYIX - Dividend Comparison
LCSIX's dividend yield for the trailing twelve months is around 2.26%, more than ABYIX's 1.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
Drawdowns
LCSIX vs. ABYIX - Drawdown Comparison
The maximum LCSIX drawdown since its inception was -25.13%, which is greater than ABYIX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for LCSIX and ABYIX.
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Drawdown Indicators
| LCSIX | ABYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.13% | -17.13% | -8.00% |
Max Drawdown (1Y)Largest decline over 1 year | -4.31% | -4.36% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -14.66% | +1.45% |
Max Drawdown (10Y)Largest decline over 10 years | -13.71% | -14.74% | +1.03% |
Current DrawdownCurrent decline from peak | -8.74% | -3.10% | -5.64% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -6.74% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.27% | -0.12% |
Volatility
LCSIX vs. ABYIX - Volatility Comparison
The current volatility for LoCorr Long/Short Commodity Strategies Fund (LCSIX) is 1.44%, while Abbey Capital Futures Strategy Fund Class I (ABYIX) has a volatility of 1.94%. This indicates that LCSIX experiences smaller price fluctuations and is considered to be less risky than ABYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCSIX | ABYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 1.94% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 5.31% | 6.43% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.95% | 7.64% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.58% | 8.01% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.71% | 8.00% | -1.29% |