LCSIX vs. SPY
Compare and contrast key facts about LoCorr Long/Short Commodity Strategies Fund (LCSIX) and SPDR S&P 500 ETF (SPY).
LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCSIX or SPY.
Performance
LCSIX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, LCSIX achieves a -4.30% return, which is significantly lower than SPY's 26.08% return. Over the past 10 years, LCSIX has underperformed SPY with an annualized return of 5.02%, while SPY has yielded a comparatively higher 13.10% annualized return.
LCSIX
-4.30%
-1.16%
-5.66%
-3.38%
4.67%
5.02%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| LCSIX | SPY | |
|---|---|---|
| Sharpe Ratio | -0.64 | 2.70 |
| Sortino Ratio | -0.82 | 3.60 |
| Omega Ratio | 0.89 | 1.50 |
| Calmar Ratio | -0.37 | 3.90 |
| Martin Ratio | -1.13 | 17.52 |
| Ulcer Index | 3.00% | 1.87% |
| Daily Std Dev | 5.29% | 12.14% |
| Max Drawdown | -25.05% | -55.19% |
| Current Drawdown | -8.39% | -0.85% |
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LCSIX vs. SPY - Expense Ratio Comparison
LCSIX has a 1.75% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between LCSIX and SPY is -0.06. 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Long/Short Commodity Strategies Fund (LCSIX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
LCSIX's dividend yield for the trailing twelve months is around 1.97%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
LCSIX vs. SPY - Drawdown Comparison
The maximum LCSIX drawdown since its inception was -25.05%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LCSIX and SPY. For additional features, visit the drawdowns tool.
Volatility
LCSIX vs. SPY - Volatility Comparison
The current volatility for LoCorr Long/Short Commodity Strategies Fund (LCSIX) is 1.35%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.98%. This indicates that LCSIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.