LCSIX vs. CSH2.L
Compare and contrast key facts about LoCorr Long/Short Commodity Strategies Fund (LCSIX) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L).
LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011. CSH2.L is an actively managed fund by Amundi. It was launched on Mar 2, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCSIX or CSH2.L.
Performance
LCSIX vs. CSH2.L - Performance Comparison
Returns By Period
In the year-to-date period, LCSIX achieves a -4.30% return, which is significantly lower than CSH2.L's 4.97% return.
LCSIX
-4.30%
-1.16%
-5.66%
-3.38%
4.67%
5.02%
CSH2.L
4.97%
0.45%
2.71%
5.53%
2.33%
N/A
Key characteristics
| LCSIX | CSH2.L | |
|---|---|---|
| Sharpe Ratio | -0.64 | 5.87 |
| Sortino Ratio | -0.82 | 9.34 |
| Omega Ratio | 0.89 | 3.37 |
| Calmar Ratio | -0.37 | 18.96 |
| Martin Ratio | -1.13 | 125.15 |
| Ulcer Index | 3.00% | 0.04% |
| Daily Std Dev | 5.29% | 0.93% |
| Max Drawdown | -25.05% | -0.37% |
| Current Drawdown | -8.39% | -0.09% |
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. CSH2.L - Expense Ratio Comparison
LCSIX has a 1.75% expense ratio, which is higher than CSH2.L's 0.07% expense ratio.
Correlation
The correlation between LCSIX and CSH2.L is 0.08, 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.
Risk-Adjusted Performance
LCSIX vs. CSH2.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Long/Short Commodity Strategies Fund (LCSIX) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L). 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.
Dividends
LCSIX vs. CSH2.L - Dividend Comparison
LCSIX's dividend yield for the trailing twelve months is around 1.97%, while CSH2.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
LCSIX LoCorr Long/Short Commodity Strategies Fund | 1.97% | 1.89% | 10.75% | 7.14% | 2.93% | 0.54% | 12.36% | 0.02% | 3.20% | 7.35% | 9.86% |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LCSIX vs. CSH2.L - Drawdown Comparison
The maximum LCSIX drawdown since its inception was -25.05%, which is greater than CSH2.L's maximum drawdown of -0.37%. Use the drawdown chart below to compare losses from any high point for LCSIX and CSH2.L. For additional features, visit the drawdowns tool.
Volatility
LCSIX vs. CSH2.L - Volatility Comparison
The current volatility for LoCorr Long/Short Commodity Strategies Fund (LCSIX) is 1.35%, while Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) has a volatility of 2.46%. This indicates that LCSIX experiences smaller price fluctuations and is considered to be less risky than CSH2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.