LCSIX vs. QMHNX
Compare and contrast key facts about LoCorr Long/Short Commodity Strategies Fund (LCSIX) and AQR Managed Futures Strategy HV Fund Class N (QMHNX).
LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011. QMHNX is an actively managed fund by AQR. It was launched on Jul 16, 2013.
Performance
LCSIX vs. QMHNX - Performance Comparison
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LCSIX vs. QMHNX - 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% |
QMHNX AQR Managed Futures Strategy HV Fund Class N | 14.53% | 19.65% | 10.48% | -0.40% | 49.64% | -2.30% | -0.85% | 1.55% | -14.59% | -2.06% |
Returns By Period
In the year-to-date period, LCSIX achieves a 2.78% return, which is significantly lower than QMHNX's 14.53% return. Over the past 10 years, LCSIX has underperformed QMHNX with an annualized return of 2.75%, while QMHNX has yielded a comparatively higher 4.76% 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%
QMHNX
- 1D
- -0.61%
- 1M
- 2.90%
- YTD
- 14.53%
- 6M
- 18.99%
- 1Y
- 27.38%
- 3Y*
- 17.74%
- 5Y*
- 16.11%
- 10Y*
- 4.76%
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LCSIX vs. QMHNX - Expense Ratio Comparison
LCSIX has a 1.75% expense ratio, which is lower than QMHNX's 4.12% expense ratio.
Return for Risk
LCSIX vs. QMHNX — Risk / Return Rank
LCSIX
QMHNX
LCSIX vs. QMHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Long/Short Commodity Strategies Fund (LCSIX) and AQR Managed Futures Strategy HV Fund Class N (QMHNX). 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 | QMHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 1.98 | -1.83 |
Sortino ratioReturn per unit of downside risk | 0.25 | 2.42 | -2.17 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.36 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | 3.23 | -2.98 |
Martin ratioReturn relative to average drawdown | 0.49 | 8.58 | -8.09 |
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 | QMHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 1.98 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.94 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.31 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.36 | +0.10 |
Correlation
The correlation between LCSIX and QMHNX is 0.16, 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.
Dividends
LCSIX vs. QMHNX - Dividend Comparison
LCSIX's dividend yield for the trailing twelve months is around 2.26%, more than QMHNX's 1.65% 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% |
QMHNX AQR Managed Futures Strategy HV Fund Class N | 1.65% | 1.89% | 2.09% | 7.36% | 8.75% | 10.64% | 7.79% | 3.80% | 0.00% | 0.00% | 0.01% | 7.47% |
Drawdowns
LCSIX vs. QMHNX - Drawdown Comparison
The maximum LCSIX drawdown since its inception was -25.13%, smaller than the maximum QMHNX drawdown of -40.29%. Use the drawdown chart below to compare losses from any high point for LCSIX and QMHNX.
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Drawdown Indicators
| LCSIX | QMHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.13% | -40.29% | +15.16% |
Max Drawdown (1Y)Largest decline over 1 year | -4.31% | -8.40% | +4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -19.23% | +6.02% |
Max Drawdown (10Y)Largest decline over 10 years | -13.71% | -35.34% | +21.63% |
Current DrawdownCurrent decline from peak | -8.74% | -0.61% | -8.13% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -18.52% | +12.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 3.16% | -1.01% |
Volatility
LCSIX vs. QMHNX - Volatility Comparison
The current volatility for LoCorr Long/Short Commodity Strategies Fund (LCSIX) is 1.44%, while AQR Managed Futures Strategy HV Fund Class N (QMHNX) has a volatility of 3.99%. This indicates that LCSIX experiences smaller price fluctuations and is considered to be less risky than QMHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCSIX | QMHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 3.99% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 5.31% | 9.96% | -4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.96% | 14.18% | -7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.58% | 17.21% | -11.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.71% | 15.46% | -8.75% |