LCSIX vs. FTLS
Compare and contrast key facts about LoCorr Long/Short Commodity Strategies Fund (LCSIX) and First Trust Long/Short Equity ETF (FTLS).
LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011. FTLS is an actively managed fund by First Trust. It was launched on Sep 9, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCSIX or FTLS.
Performance
LCSIX vs. FTLS - Performance Comparison
Returns By Period
In the year-to-date period, LCSIX achieves a -4.30% return, which is significantly lower than FTLS's 17.90% return. Over the past 10 years, LCSIX has underperformed FTLS with an annualized return of 5.02%, while FTLS has yielded a comparatively higher 8.67% annualized return.
LCSIX
-4.30%
-1.16%
-5.66%
-3.38%
4.67%
5.02%
FTLS
17.90%
1.17%
9.03%
20.51%
10.31%
8.67%
Key characteristics
| LCSIX | FTLS | |
|---|---|---|
| Sharpe Ratio | -0.64 | 2.22 |
| Sortino Ratio | -0.82 | 3.12 |
| Omega Ratio | 0.89 | 1.40 |
| Calmar Ratio | -0.37 | 4.83 |
| Martin Ratio | -1.13 | 16.39 |
| Ulcer Index | 3.00% | 1.31% |
| Daily Std Dev | 5.29% | 9.65% |
| Max Drawdown | -25.05% | -20.53% |
| Current Drawdown | -8.39% | -0.08% |
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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.
Correlation
The correlation between LCSIX and FTLS is -0.03. 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.
Risk-Adjusted Performance
LCSIX vs. FTLS - Risk-Adjusted Performance 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.
Dividends
LCSIX vs. FTLS - Dividend Comparison
LCSIX's dividend yield for the trailing twelve months is around 1.97%, more than FTLS's 1.52% yield.
| 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% |
FTLS First Trust Long/Short Equity ETF | 1.52% | 1.49% | 0.81% | 0.01% | 0.44% | 0.83% | 0.87% | 0.43% | 1.04% | 0.49% | 0.51% |
Drawdowns
LCSIX vs. FTLS - Drawdown Comparison
The maximum LCSIX drawdown since its inception was -25.05%, which is greater than FTLS's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for LCSIX and FTLS. For additional features, visit the drawdowns tool.
Volatility
LCSIX vs. FTLS - Volatility Comparison
The current volatility for LoCorr Long/Short Commodity Strategies Fund (LCSIX) is 1.35%, while First Trust Long/Short Equity ETF (FTLS) has a volatility of 2.39%. 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.