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LEQIX vs. LCSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEQIX vs. LCSIX - Performance Comparison

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

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LEQIX vs. LCSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEQIX
LoCorr Dynamic Equity Fund
-1.80%2.88%11.56%3.43%-8.80%14.59%4.03%13.68%-12.53%2.58%
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%

Returns By Period

In the year-to-date period, LEQIX achieves a -1.80% return, which is significantly lower than LCSIX's 2.78% return. Over the past 10 years, LEQIX has outperformed LCSIX with an annualized return of 4.94%, while LCSIX has yielded a comparatively lower 2.75% annualized return.


LEQIX

1D
0.00%
1M
-3.96%
YTD
-1.80%
6M
-2.58%
1Y
6.89%
3Y*
5.55%
5Y*
2.36%
10Y*
4.94%

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

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LEQIX vs. LCSIX - Expense Ratio Comparison

LEQIX has a 1.99% expense ratio, which is higher than LCSIX's 1.75% expense ratio.


Return for Risk

LEQIX vs. LCSIX — Risk / Return Rank

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

LEQIX
LEQIX Risk / Return Rank: 3131
Overall Rank
LEQIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LEQIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
LEQIX Omega Ratio Rank: 2323
Omega Ratio Rank
LEQIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
LEQIX Martin Ratio Rank: 3030
Martin Ratio Rank

LCSIX
LCSIX Risk / Return Rank: 99
Overall Rank
LCSIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LCSIX Sortino Ratio Rank: 77
Sortino Ratio Rank
LCSIX Omega Ratio Rank: 77
Omega Ratio Rank
LCSIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
LCSIX Martin Ratio Rank: 99
Martin Ratio Rank
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.

LEQIX vs. LCSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Dynamic Equity Fund (LEQIX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX). 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.


LEQIXLCSIXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.15

+0.56

Sortino ratio

Return per unit of downside risk

1.12

0.25

+0.87

Omega ratio

Gain probability vs. loss probability

1.13

1.03

+0.10

Calmar ratio

Return relative to maximum drawdown

1.06

0.24

+0.81

Martin ratio

Return relative to average drawdown

3.22

0.49

+2.73

LEQIX vs. LCSIX - Sharpe Ratio Comparison

The current LEQIX Sharpe Ratio is 0.71, which is higher than the LCSIX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of LEQIX and LCSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LEQIXLCSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.15

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.37

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.41

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.46

-0.24

Correlation

The correlation between LEQIX and LCSIX is -0.04. 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

LEQIX vs. LCSIX - Dividend Comparison

LEQIX's dividend yield for the trailing twelve months is around 20.64%, more than LCSIX's 2.26% yield.


TTM20252024202320222021202020192018201720162015
LEQIX
LoCorr Dynamic Equity Fund
20.64%20.27%1.22%1.50%1.31%6.09%0.00%0.33%3.86%4.40%0.00%0.00%
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%

Drawdowns

LEQIX vs. LCSIX - Drawdown Comparison

The maximum LEQIX drawdown since its inception was -32.49%, which is greater than LCSIX's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for LEQIX and LCSIX.


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Drawdown Indicators


LEQIXLCSIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-25.13%

-7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-5.94%

-4.31%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-17.78%

-13.21%

-4.57%

Max Drawdown (10Y)

Largest decline over 10 years

-32.49%

-13.71%

-18.78%

Current Drawdown

Current decline from peak

-4.55%

-8.74%

+4.19%

Average Drawdown

Average peak-to-trough decline

-6.84%

-6.33%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.15%

-0.20%

Volatility

LEQIX vs. LCSIX - Volatility Comparison

LoCorr Dynamic Equity Fund (LEQIX) has a higher volatility of 2.11% compared to LoCorr Long/Short Commodity Strategies Fund (LCSIX) at 1.44%. This indicates that LEQIX's price experiences larger fluctuations and is considered to be riskier than LCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEQIXLCSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

1.44%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

5.31%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

9.87%

6.96%

+2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.90%

5.58%

+4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.20%

6.71%

+5.49%