LCSIX vs. QCFRX

Last updated Jun 3, 2026

LCSIX (LoCorr Long/Short Commodity Strategies Fund) and QCFRX (AQR CVX Fusion Fund Class R6) are both Systematic Trend funds. At a 0.22 correlation, their price movements are largely independent. LCSIX charges 1.75%/yr vs 2.07%/yr for QCFRX.

Performance

LCSIX vs. QCFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LoCorr Long/Short Commodity Strategies Fund (LCSIX) and AQR CVX Fusion Fund Class R6 (QCFRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LCSIX achieves a 2.20% return, which is significantly lower than QCFRX's 17.82% return.

LCSIX

• 1D: 0.23%
• 1M: -0.56%
• YTD: 2.20%
• 6M: 2.08%
• 1Y: 2.54%
• 3Y*: -2.08%
• 5Y*: 1.02%
• 10Y*: 2.79%

QCFRX

• 1D: 1.00%
• 1M: 5.23%
• YTD: 17.82%
• 6M: 18.69%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LCSIX vs. QCFRX - Yearly Performance Comparison

	2026 (YTD)	2025
LCSIX LoCorr Long/Short Commodity Strategies Fund	2.20%	-0.35%
QCFRX AQR CVX Fusion Fund Class R6	17.82%	2.02%

Correlation

The correlation between LCSIX and QCFRX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025	0.22

Return for Risk

LCSIX vs. QCFRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LCSIX

LCSIX Risk / Return Rank: 6
LCSIX Sharpe Ratio Rank: 6
LCSIX Sortino Ratio Rank: 5
LCSIX Omega Ratio Rank: 6
LCSIX Calmar Ratio Rank: 7
LCSIX Martin Ratio Rank: 5

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. QCFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Long/Short Commodity Strategies Fund (LCSIX) and AQR CVX Fusion Fund Class R6 (QCFRX). 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	QCFRX	Difference
Sharpe ratio Return per unit of total volatility	0.49	—	—
Sortino ratio Return per unit of downside risk	0.70	—	—
Omega ratio Gain probability vs. loss probability	1.10	—	—
Calmar ratio Return relative to maximum drawdown	0.78	—	—
Martin ratio Return relative to average drawdown	1.51	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LCSIX	QCFRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.49	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	2.85	-2.41

Drawdowns

LCSIX vs. QCFRX - Drawdown Comparison

The maximum LCSIX drawdown since its inception was -25.13%, which is greater than QCFRX's maximum drawdown of -8.00%. Use the drawdown chart below to compare losses from any high point for LCSIX and QCFRX.

Drawdown Indicators

	LCSIX	QCFRX	Difference
Max Drawdown Largest peak-to-trough decline	-25.13%	-8.00%	-17.13%
Max Drawdown (1Y) Largest decline over 1 year	-3.87%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-11.60%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.21%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-13.54%	—	—
Current Drawdown Current decline from peak	-9.25%	0.00%	-9.25%
Average Drawdown Average peak-to-trough decline	-6.37%	-1.59%	-4.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	—	—

Volatility

Volatility by Period

	LCSIX	QCFRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.08%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.21%	14.54%	-8.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.50%	14.54%	-9.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.67%	14.54%	-7.87%

LCSIX vs. QCFRX - Expense Ratio Comparison

LCSIX has a 1.75% expense ratio, which is lower than QCFRX's 2.07% expense ratio.

Dividends

LCSIX vs. QCFRX - Dividend Comparison

LCSIX's dividend yield for the trailing twelve months is around 2.27%, less than QCFRX's 6.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LCSIX LoCorr Long/Short Commodity Strategies Fund	2.27%	2.32%	2.75%	1.88%	10.75%	7.14%	2.94%	0.54%	12.36%	0.02%	3.21%	7.36%
QCFRX AQR CVX Fusion Fund Class R6	6.65%	7.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LCSIX and QCFRX in my portfolio?

LCSIX and QCFRX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.