LCSIX vs. DBMF
Compare and contrast key facts about LoCorr Long/Short Commodity Strategies Fund (LCSIX) and iM DBi Managed Futures Strategy ETF (DBMF).
LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011. DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCSIX or DBMF.
Key characteristics
| LCSIX | DBMF | |
|---|---|---|
| YTD Return | 2.05% | 16.72% |
| 1Y Return | 1.08% | 15.58% |
| 3Y Return (Ann) | 4.59% | 9.16% |
| 5Y Return (Ann) | 4.25% | 9.75% |
| Sharpe Ratio | 0.20 | 1.59 |
| Daily Std Dev | 4.97% | 9.96% |
| Max Drawdown | -25.05% | -20.39% |
| Current Drawdown | -2.31% | -4.16% |
Correlation
The correlation between LCSIX and DBMF is 0.06, 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.
Performance
LCSIX vs. DBMF - Performance Comparison
In the year-to-date period, LCSIX achieves a 2.05% return, which is significantly lower than DBMF's 16.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LCSIX vs. DBMF - Expense Ratio Comparison
LCSIX has a 1.75% expense ratio, which is higher than DBMF's 0.85% expense ratio.
Risk-Adjusted Performance
LCSIX vs. DBMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Long/Short Commodity Strategies Fund (LCSIX) and iM DBi Managed Futures Strategy ETF (DBMF). 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. DBMF - Dividend Comparison
LCSIX's dividend yield for the trailing twelve months is around 1.84%, less than DBMF's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
LCSIX LoCorr Long/Short Commodity Strategies Fund | 1.84% | 1.88% | 10.75% | 7.14% | 2.94% | 0.54% | 12.36% | 0.02% | 3.21% | 7.36% | 9.86% |
DBMF iM DBi Managed Futures Strategy ETF | 3.03% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LCSIX vs. DBMF - Drawdown Comparison
The maximum LCSIX drawdown since its inception was -25.05%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for LCSIX and DBMF. For additional features, visit the drawdowns tool.
Volatility
LCSIX vs. DBMF - Volatility Comparison
The current volatility for LoCorr Long/Short Commodity Strategies Fund (LCSIX) is 1.31%, while iM DBi Managed Futures Strategy ETF (DBMF) has a volatility of 4.20%. This indicates that LCSIX experiences smaller price fluctuations and is considered to be less risky than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.