PortfoliosLab logoPortfoliosLab logo
LCSIX vs. CSAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCSIX vs. CSAIX - Performance Comparison

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

Loading graphics...

LCSIX vs. CSAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CSAIX
Credit Suisse Managed Futures Strategy Fund
2.62%-5.84%-5.57%-6.15%21.24%7.46%1.86%-4.39%-4.01%-1.47%

Returns By Period

In the year-to-date period, LCSIX achieves a 2.78% return, which is significantly higher than CSAIX's 2.62% return. Over the past 10 years, LCSIX has outperformed CSAIX with an annualized return of 2.75%, while CSAIX has yielded a comparatively lower 0.15% annualized return.


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%

CSAIX

1D
-0.62%
1M
-3.19%
YTD
2.62%
6M
6.68%
1Y
-4.04%
3Y*
-3.66%
5Y*
0.73%
10Y*
0.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. CSAIX - Expense Ratio Comparison

LCSIX has a 1.75% expense ratio, which is higher than CSAIX's 1.30% expense ratio.


Return for Risk

LCSIX vs. CSAIX — Risk / Return Rank

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

LCSIX
LCSIX Risk / Return Rank: 99
Overall Rank
LCSIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LCSIX Sortino Ratio Rank: 77
Sortino Ratio Rank
LCSIX Omega Ratio Rank: 77
Omega Ratio Rank
LCSIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
LCSIX Martin Ratio Rank: 99
Martin Ratio Rank

CSAIX
CSAIX Risk / Return Rank: 33
Overall Rank
CSAIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CSAIX Sortino Ratio Rank: 22
Sortino Ratio Rank
CSAIX Omega Ratio Rank: 22
Omega Ratio Rank
CSAIX Calmar Ratio Rank: 33
Calmar Ratio Rank
CSAIX Martin Ratio Rank: 44
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.

LCSIX vs. CSAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Long/Short Commodity Strategies Fund (LCSIX) and Credit Suisse Managed Futures Strategy Fund (CSAIX). 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.


LCSIXCSAIXDifference

Sharpe ratio

Return per unit of total volatility

0.15

-0.38

+0.53

Sortino ratio

Return per unit of downside risk

0.25

-0.39

+0.64

Omega ratio

Gain probability vs. loss probability

1.03

0.94

+0.10

Calmar ratio

Return relative to maximum drawdown

0.24

-0.32

+0.56

Martin ratio

Return relative to average drawdown

0.49

-0.45

+0.94

LCSIX vs. CSAIX - Sharpe Ratio Comparison

The current LCSIX Sharpe Ratio is 0.15, which is higher than the CSAIX Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of LCSIX and CSAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LCSIXCSAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

-0.38

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.07

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.01

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.23

+0.23

Correlation

The correlation between LCSIX and CSAIX is 0.16, 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. CSAIX - Dividend Comparison

LCSIX's dividend yield for the trailing twelve months is around 2.26%, less than CSAIX's 2.91% yield.


TTM20252024202320222021202020192018201720162015
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%
CSAIX
Credit Suisse Managed Futures Strategy Fund
2.91%2.27%2.95%0.52%18.80%8.84%0.00%1.74%0.00%0.00%2.64%8.69%

Drawdowns

LCSIX vs. CSAIX - Drawdown Comparison

The maximum LCSIX drawdown since its inception was -25.13%, smaller than the maximum CSAIX drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for LCSIX and CSAIX.


Loading graphics...

Drawdown Indicators


LCSIXCSAIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.13%

-28.79%

+3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.31%

-13.92%

+9.61%

Max Drawdown (5Y)

Largest decline over 5 years

-13.21%

-28.79%

+15.58%

Max Drawdown (10Y)

Largest decline over 10 years

-13.71%

-28.79%

+15.08%

Current Drawdown

Current decline from peak

-8.74%

-20.43%

+11.69%

Average Drawdown

Average peak-to-trough decline

-6.33%

-9.43%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

10.41%

-8.26%

Volatility

LCSIX vs. CSAIX - Volatility Comparison

The current volatility for LoCorr Long/Short Commodity Strategies Fund (LCSIX) is 1.44%, while Credit Suisse Managed Futures Strategy Fund (CSAIX) has a volatility of 4.58%. This indicates that LCSIX experiences smaller price fluctuations and is considered to be less risky than CSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LCSIXCSAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

4.58%

-3.14%

Volatility (6M)

Calculated over the trailing 6-month period

5.31%

10.04%

-4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

6.96%

12.60%

-5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.58%

10.42%

-4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.71%

10.02%

-3.31%