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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.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-6.06%
3.09%
LCSIX
BICSX

Key characteristics

Sharpe Ratio

LCSIX:

-1.36

BICSX:

0.98

Sortino Ratio

LCSIX:

-1.75

BICSX:

1.41

Omega Ratio

LCSIX:

0.79

BICSX:

1.17

Calmar Ratio

LCSIX:

-0.60

BICSX:

0.56

Martin Ratio

LCSIX:

-1.72

BICSX:

3.31

Ulcer Index

LCSIX:

4.63%

BICSX:

3.55%

Daily Std Dev

LCSIX:

5.88%

BICSX:

12.01%

Max Drawdown

LCSIX:

-25.05%

BICSX:

-51.55%

Current Drawdown

LCSIX:

-10.44%

BICSX:

-8.93%

Returns By Period

In the year-to-date period, LCSIX achieves a 2.06% return, which is significantly lower than BICSX's 4.21% return. Over the past 10 years, LCSIX has outperformed BICSX with an annualized return of 5.17%, while BICSX has yielded a comparatively lower 4.16% annualized return.


LCSIX

YTD

2.06%

1M

3.25%

6M

-6.06%

1Y

-7.86%

5Y*

3.17%

10Y*

5.17%

BICSX

YTD

4.21%

1M

4.46%

6M

3.09%

1Y

11.21%

5Y*

10.18%

10Y*

4.16%

*Annualized

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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 Rank

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

LCSIX
The Risk-Adjusted Performance Rank of LCSIX is 00
Overall Rank
The Sharpe Ratio Rank of LCSIX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of LCSIX is 00
Sortino Ratio Rank
The Omega Ratio Rank of LCSIX is 00
Omega Ratio Rank
The Calmar Ratio Rank of LCSIX is 00
Calmar Ratio Rank
The Martin Ratio Rank of LCSIX is 00
Martin Ratio Rank

BICSX
The Risk-Adjusted Performance Rank of BICSX is 4747
Overall Rank
The Sharpe Ratio Rank of BICSX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BICSX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of BICSX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of BICSX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of BICSX is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -1.36, compared to the broader market-1.000.001.002.003.004.00-1.360.98
The chart of Sortino ratio for LCSIX, currently valued at -1.75, compared to the broader market0.002.004.006.008.0010.0012.00-1.751.41
The chart of Omega ratio for LCSIX, currently valued at 0.79, compared to the broader market1.002.003.004.000.791.17
The chart of Calmar ratio for LCSIX, currently valued at -0.60, compared to the broader market0.005.0010.0015.0020.00-0.600.56
The chart of Martin ratio for LCSIX, currently valued at -1.72, compared to the broader market0.0020.0040.0060.0080.00-1.723.31
LCSIX
BICSX

The current LCSIX Sharpe Ratio is -1.36, which is lower than the BICSX Sharpe Ratio of 0.98. 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-2.00-1.50-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-1.36
0.98
LCSIX
BICSX

Dividends

LCSIX vs. BICSX - Dividend Comparison

LCSIX's dividend yield for the trailing twelve months is around 2.64%, less than BICSX's 3.45% yield.


TTM20242023202220212020201920182017201620152014
LCSIX
LoCorr Long/Short Commodity Strategies Fund
2.64%2.69%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
3.45%3.60%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 -51.55%. 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%AugustSeptemberOctoberNovemberDecember2025
-10.44%
-8.93%
LCSIX
BICSX

Volatility

LCSIX vs. BICSX - Volatility Comparison

LoCorr Long/Short Commodity Strategies Fund (LCSIX) has a higher volatility of 3.77% compared to BlackRock Commodity Strategies Portfolio (BICSX) at 2.41%. This indicates that LCSIX's price experiences larger fluctuations and is considered to be riskier 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%AugustSeptemberOctoberNovemberDecember2025
3.77%
2.41%
LCSIX
BICSX
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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.

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