LCSIX vs. CSAIX
LCSIX (LoCorr Long/Short Commodity Strategies Fund) and CSAIX (Credit Suisse Managed Futures Strategy Fund) are both Systematic Trend funds. Over the past 10 years, LCSIX returned 2.76%/yr vs 0.36%/yr for CSAIX. At a 0.16 correlation, their price movements are largely independent. LCSIX charges 1.75%/yr vs 1.30%/yr for CSAIX.
Performance
LCSIX vs. CSAIX - Performance Comparison
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Returns By Period
In the year-to-date period, LCSIX achieves a 1.16% return, which is significantly lower than CSAIX's 3.78% return. Over the past 10 years, LCSIX has outperformed CSAIX with an annualized return of 2.76%, while CSAIX has yielded a comparatively lower 0.36% annualized return.
LCSIX
- 1D
- -0.34%
- 1M
- -0.23%
- YTD
- 1.16%
- 6M
- -0.23%
- 1Y
- 0.24%
- 3Y*
- -1.82%
- 5Y*
- 0.40%
- 10Y*
- 2.76%
CSAIX
- 1D
- -1.47%
- 1M
- -2.54%
- YTD
- 3.78%
- 6M
- 3.78%
- 1Y
- 12.15%
- 3Y*
- -3.70%
- 5Y*
- 0.50%
- 10Y*
- 0.36%
LCSIX vs. CSAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCSIX LoCorr Long/Short Commodity Strategies Fund | 1.16% | 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 | 3.78% | -5.84% | -5.57% | -6.15% | 21.24% | 7.46% | 1.86% | -4.39% | -4.01% | -1.47% |
Correlation
The correlation between LCSIX and CSAIX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2012 | 0.16 |
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Return for Risk
LCSIX vs. CSAIX — Risk / Return Rank
LCSIX
CSAIX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LCSIX | CSAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.23 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.66 | -1.91 |
| Martin ratioReturn relative to average drawdown | -0.50 | 4.42 | -4.92 |
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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.
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Drawdown Indicators
| LCSIX | CSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.13% | -28.79% | +3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -3.87% | -7.73% | +3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -11.60% | -22.02% | +10.42% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -28.79% | +15.58% |
Max Drawdown (10Y)Largest decline over 10 years | -13.54% | -28.79% | +15.25% |
Current DrawdownCurrent decline from peak | -10.18% | -19.53% | +9.35% |
Average DrawdownAverage peak-to-trough decline | -6.38% | -9.57% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.89% | -0.91% |
Volatility
LCSIX vs. CSAIX - Volatility Comparison
The current volatility for LoCorr Long/Short Commodity Strategies Fund (LCSIX) is 1.21%, while Credit Suisse Managed Futures Strategy Fund (CSAIX) has a volatility of 3.06%. 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.
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Volatility by Period
| LCSIX | CSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 3.06% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 4.89% | 10.88% | -5.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.09% | 11.59% | -5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.50% | 10.44% | -4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.66% | 10.09% | -3.43% |
LCSIX vs. CSAIX - Expense Ratio Comparison
LCSIX has a 1.75% expense ratio, which is higher than CSAIX's 1.30% expense ratio.
Dividends
LCSIX vs. CSAIX - Dividend Comparison
LCSIX's dividend yield for the trailing twelve months is around 2.29%, less than CSAIX's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.57% | 2.27% | 2.95% | 0.52% | 18.80% | 8.84% | 0.00% | 1.74% | 0.00% | 0.00% | 2.64% | 8.69% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 2.29% | 2.32% | 2.75% | 1.88% | 10.75% | 7.14% | 2.94% | 0.54% | 12.36% | 0.02% | 3.21% | 7.36% |
Frequently Asked Questions
LCSIX and CSAIX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSAIX has higher volatility (3.06%) compared to LCSIX (1.21%). In terms of maximum drawdown, LCSIX dropped -25.13% vs CSAIX's -28.79%.
CSAIX currently has the higher Sharpe Ratio (1.11 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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