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.
Performance
LCSIX vs. FTLS - Performance Comparison
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LCSIX vs. FTLS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
LCSIX
FTLS
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.
| LCSIX | FTLS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 1.04 | -0.89 |
Sortino ratioReturn per unit of downside risk | 0.25 | 1.56 | -1.31 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.21 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | 1.90 | -1.66 |
Martin ratioReturn relative to average drawdown | 0.49 | 8.02 | -7.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LCSIX | FTLS | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| LCSIX | FTLS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.74% | -2.34% | -6.40% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -2.73% | -3.60% |
Ulcer IndexDepth 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
| LCSIX | FTLS | Difference | |
|---|---|---|---|
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% |