PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LCSIX vs. BICSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCSIX and BICSX is 0.01, 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.


-0.50.00.51.00.0

Performance

LCSIX vs. BICSX - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
57.88%
-1.65%
LCSIX
BICSX

Key characteristics

Sharpe Ratio

LCSIX:

-1.60

BICSX:

0.12

Sortino Ratio

LCSIX:

-2.06

BICSX:

0.24

Omega Ratio

LCSIX:

0.77

BICSX:

1.03

Calmar Ratio

LCSIX:

-0.67

BICSX:

0.07

Martin Ratio

LCSIX:

-2.04

BICSX:

0.36

Ulcer Index

LCSIX:

3.66%

BICSX:

4.02%

Daily Std Dev

LCSIX:

4.67%

BICSX:

12.42%

Max Drawdown

LCSIX:

-25.05%

BICSX:

-51.56%

Current Drawdown

LCSIX:

-11.14%

BICSX:

-15.27%

Returns By Period

In the year-to-date period, LCSIX achieves a -7.18% return, which is significantly lower than BICSX's 1.21% return. Over the past 10 years, LCSIX has outperformed BICSX with an annualized return of 5.21%, while BICSX has yielded a comparatively lower 2.95% annualized return.


LCSIX

YTD

-7.18%

1M

-3.01%

6M

-8.21%

1Y

-7.47%

5Y*

4.00%

10Y*

5.21%

BICSX

YTD

1.21%

1M

-5.95%

6M

-3.37%

1Y

0.96%

5Y*

7.59%

10Y*

2.95%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LCSIX vs. BICSX - Expense Ratio Comparison

LCSIX has a 1.75% expense ratio, which is higher than BICSX's 0.72% expense ratio.


LCSIX
LoCorr Long/Short Commodity Strategies Fund
Expense ratio chart for LCSIX: current value at 1.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.75%
Expense ratio chart for BICSX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Risk-Adjusted Performance

LCSIX vs. BICSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Long/Short Commodity Strategies Fund (LCSIX) and BlackRock Commodity Strategies Portfolio (BICSX). 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.


Sharpe ratio
The chart of Sharpe ratio for LCSIX, currently valued at -1.60, compared to the broader market-1.000.001.002.003.004.00-1.600.12
The chart of Sortino ratio for LCSIX, currently valued at -2.06, compared to the broader market-2.000.002.004.006.008.0010.00-2.060.24
The chart of Omega ratio for LCSIX, currently valued at 0.77, compared to the broader market0.501.001.502.002.503.003.500.771.03
The chart of Calmar ratio for LCSIX, currently valued at -0.67, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.670.07
The chart of Martin ratio for LCSIX, currently valued at -2.04, compared to the broader market0.0020.0040.0060.00-2.040.36
LCSIX
BICSX

The current LCSIX Sharpe Ratio is -1.60, which is lower than the BICSX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of LCSIX and BICSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.60
0.12
LCSIX
BICSX

Dividends

LCSIX vs. BICSX - Dividend Comparison

LCSIX's dividend yield for the trailing twelve months is around 2.66%, more than BICSX's 1.55% yield.


TTM2023202220212020201920182017201620152014
LCSIX
LoCorr Long/Short Commodity Strategies Fund
2.66%1.89%10.75%7.14%2.93%0.54%12.36%0.02%3.20%7.35%9.86%
BICSX
BlackRock Commodity Strategies Portfolio
1.55%9.38%9.05%2.68%0.80%2.04%2.12%0.65%0.94%0.00%0.02%

Drawdowns

LCSIX vs. BICSX - Drawdown Comparison

The maximum LCSIX drawdown since its inception was -25.05%, smaller than the maximum BICSX drawdown of -51.56%. Use the drawdown chart below to compare losses from any high point for LCSIX and BICSX. For additional features, visit the drawdowns tool.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-11.14%
-15.27%
LCSIX
BICSX

Volatility

LCSIX vs. BICSX - Volatility Comparison

The current volatility for LoCorr Long/Short Commodity Strategies Fund (LCSIX) is 1.64%, while BlackRock Commodity Strategies Portfolio (BICSX) has a volatility of 4.10%. This indicates that LCSIX experiences smaller price fluctuations and is considered to be less risky than BICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.64%
4.10%
LCSIX
BICSX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab