LCSIX vs. VOOG
Compare and contrast key facts about LoCorr Long/Short Commodity Strategies Fund (LCSIX) and Vanguard S&P 500 Growth ETF (VOOG).
LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCSIX or VOOG.
Performance
LCSIX vs. VOOG - Performance Comparison
Returns By Period
In the year-to-date period, LCSIX achieves a -4.30% return, which is significantly lower than VOOG's 33.18% return. Over the past 10 years, LCSIX has underperformed VOOG with an annualized return of 5.02%, while VOOG has yielded a comparatively higher 14.88% annualized return.
LCSIX
-4.30%
-1.16%
-5.66%
-3.38%
4.67%
5.02%
VOOG
33.18%
1.66%
14.97%
37.87%
17.54%
14.88%
Key characteristics
| LCSIX | VOOG | |
|---|---|---|
| Sharpe Ratio | -0.64 | 2.24 |
| Sortino Ratio | -0.82 | 2.91 |
| Omega Ratio | 0.89 | 1.41 |
| Calmar Ratio | -0.37 | 2.86 |
| Martin Ratio | -1.13 | 11.87 |
| Ulcer Index | 3.00% | 3.22% |
| Daily Std Dev | 5.29% | 17.05% |
| Max Drawdown | -25.05% | -32.73% |
| Current Drawdown | -8.39% | -1.55% |
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LCSIX vs. VOOG - Expense Ratio Comparison
LCSIX has a 1.75% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Correlation
The correlation between LCSIX and VOOG is -0.05. 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. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Long/Short Commodity Strategies Fund (LCSIX) and Vanguard S&P 500 Growth ETF (VOOG). 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. VOOG - Dividend Comparison
LCSIX's dividend yield for the trailing twelve months is around 1.97%, more than VOOG's 0.60% 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.60% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
LCSIX vs. VOOG - Drawdown Comparison
The maximum LCSIX drawdown since its inception was -25.05%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for LCSIX and VOOG. For additional features, visit the drawdowns tool.
Volatility
LCSIX vs. VOOG - Volatility Comparison
The current volatility for LoCorr Long/Short Commodity Strategies Fund (LCSIX) is 1.35%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.41%. This indicates that LCSIX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.