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LCSIX vs. FTLS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCSIX vs. FTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LoCorr Long/Short Commodity Strategies Fund (LCSIX) and First Trust Long/Short Equity ETF (FTLS). The values are adjusted to include any dividend payments, if applicable.

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LCSIX vs. FTLS - 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%
FTLS
First Trust Long/Short Equity ETF
-0.80%9.09%18.80%16.94%-5.56%19.65%2.56%16.16%-4.81%14.41%

Returns By Period

In the year-to-date period, LCSIX achieves a 2.78% return, which is significantly higher than FTLS's -0.80% return. Over the past 10 years, LCSIX has underperformed FTLS with an annualized return of 2.75%, while FTLS has yielded a comparatively higher 9.10% 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%

FTLS

1D
1.32%
1M
-1.17%
YTD
-0.80%
6M
0.98%
1Y
10.88%
3Y*
12.98%
5Y*
9.94%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCSIX vs. FTLS - Expense Ratio Comparison

LCSIX has a 1.75% expense ratio, which is higher than FTLS's 1.60% expense ratio.


Return for Risk

LCSIX vs. FTLS — 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

FTLS
FTLS Risk / Return Rank: 6868
Overall Rank
FTLS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTLS Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTLS Omega Ratio Rank: 5959
Omega Ratio Rank
FTLS Calmar Ratio Rank: 7676
Calmar Ratio Rank
FTLS Martin Ratio Rank: 7878
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. FTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Long/Short Commodity Strategies Fund (LCSIX) and First Trust Long/Short Equity ETF (FTLS). 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.


LCSIXFTLSDifference

Sharpe ratio

Return per unit of total volatility

0.15

1.04

-0.89

Sortino ratio

Return per unit of downside risk

0.25

1.56

-1.31

Omega ratio

Gain probability vs. loss probability

1.03

1.21

-0.17

Calmar ratio

Return relative to maximum drawdown

0.24

1.90

-1.66

Martin ratio

Return relative to average drawdown

0.49

8.02

-7.53

LCSIX vs. FTLS - Sharpe Ratio Comparison

The current LCSIX Sharpe Ratio is 0.15, which is lower than the FTLS Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of LCSIX and FTLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LCSIXFTLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

1.04

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.94

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.81

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.77

-0.31

Correlation

The correlation between LCSIX and FTLS is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

LCSIX vs. FTLS - Dividend Comparison

LCSIX's dividend yield for the trailing twelve months is around 2.26%, more than FTLS's 0.95% 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%
FTLS
First Trust Long/Short Equity ETF
0.95%1.07%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%

Drawdowns

LCSIX vs. FTLS - Drawdown Comparison

The maximum LCSIX drawdown since its inception was -25.13%, which is greater than FTLS's maximum drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for LCSIX and FTLS.


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Drawdown Indicators


LCSIXFTLSDifference

Max Drawdown

Largest peak-to-trough decline

-25.13%

-20.54%

-4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-4.31%

-6.17%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-13.21%

-11.69%

-1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-13.71%

-20.54%

+6.83%

Current Drawdown

Current decline from peak

-8.74%

-2.34%

-6.40%

Average Drawdown

Average peak-to-trough decline

-6.33%

-2.73%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

1.49%

+0.66%

Volatility

LCSIX vs. FTLS - Volatility Comparison

The current volatility for LoCorr Long/Short Commodity Strategies Fund (LCSIX) is 1.44%, while First Trust Long/Short Equity ETF (FTLS) has a volatility of 2.93%. This indicates that LCSIX experiences smaller price fluctuations and is considered to be less risky than FTLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCSIXFTLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

2.93%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

5.31%

6.53%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

6.96%

10.50%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.58%

10.65%

-5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.71%

11.31%

-4.60%