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LEQIX vs. VMNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEQIX vs. VMNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LoCorr Dynamic Equity Fund (LEQIX) and Vanguard Market Neutral Fund Institutional Shares (VMNIX). The values are adjusted to include any dividend payments, if applicable.

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LEQIX vs. VMNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEQIX
LoCorr Dynamic Equity Fund
-0.18%2.88%11.56%3.43%-8.80%14.59%4.03%13.68%-12.53%2.58%
VMNIX
Vanguard Market Neutral Fund Institutional Shares
5.62%9.36%5.84%12.33%13.47%23.39%-11.58%-9.48%0.66%-4.83%

Returns By Period

In the year-to-date period, LEQIX achieves a -0.18% return, which is significantly lower than VMNIX's 5.62% return. Over the past 10 years, LEQIX has outperformed VMNIX with an annualized return of 5.12%, while VMNIX has yielded a comparatively lower 4.01% annualized return.


LEQIX

1D
1.65%
1M
-2.46%
YTD
-0.18%
6M
-0.97%
1Y
8.83%
3Y*
6.13%
5Y*
2.50%
10Y*
5.12%

VMNIX

1D
-0.47%
1M
2.96%
YTD
5.62%
6M
8.54%
1Y
15.19%
3Y*
11.63%
5Y*
12.42%
10Y*
4.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEQIX vs. VMNIX - Expense Ratio Comparison

LEQIX has a 1.99% expense ratio, which is higher than VMNIX's 1.25% expense ratio.


Return for Risk

LEQIX vs. VMNIX — Risk / Return Rank

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

LEQIX
LEQIX Risk / Return Rank: 3838
Overall Rank
LEQIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
LEQIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
LEQIX Omega Ratio Rank: 2727
Omega Ratio Rank
LEQIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
LEQIX Martin Ratio Rank: 3737
Martin Ratio Rank

VMNIX
VMNIX Risk / Return Rank: 9191
Overall Rank
VMNIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VMNIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VMNIX Omega Ratio Rank: 8686
Omega Ratio Rank
VMNIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VMNIX Martin Ratio Rank: 8686
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. VMNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Dynamic Equity Fund (LEQIX) and Vanguard Market Neutral Fund Institutional Shares (VMNIX). 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.


LEQIXVMNIXDifference

Sharpe ratio

Return per unit of total volatility

0.87

2.06

-1.19

Sortino ratio

Return per unit of downside risk

1.36

3.04

-1.68

Omega ratio

Gain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratio

Return relative to maximum drawdown

1.47

3.25

-1.78

Martin ratio

Return relative to average drawdown

4.46

9.26

-4.80

LEQIX vs. VMNIX - Sharpe Ratio Comparison

The current LEQIX Sharpe Ratio is 0.87, which is lower than the VMNIX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of LEQIX and VMNIX, 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


LEQIXVMNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.06

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

1.74

-1.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.63

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.31

-0.08

Correlation

The correlation between LEQIX and VMNIX is 0.01, 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

LEQIX vs. VMNIX - Dividend Comparison

LEQIX's dividend yield for the trailing twelve months is around 20.31%, more than VMNIX's 3.38% yield.


TTM20252024202320222021202020192018201720162015
LEQIX
LoCorr Dynamic Equity Fund
20.31%20.27%1.22%1.50%1.31%6.09%0.00%0.33%3.86%4.40%0.00%0.00%
VMNIX
Vanguard Market Neutral Fund Institutional Shares
3.38%3.59%5.67%5.15%0.78%0.20%0.86%3.23%1.00%1.16%0.45%0.10%

Drawdowns

LEQIX vs. VMNIX - Drawdown Comparison

The maximum LEQIX drawdown since its inception was -32.49%, which is greater than VMNIX's maximum drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for LEQIX and VMNIX.


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Drawdown Indicators


LEQIXVMNIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-27.90%

-4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-5.94%

-4.95%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-17.78%

-6.69%

-11.09%

Max Drawdown (10Y)

Largest decline over 10 years

-32.49%

-24.95%

-7.54%

Current Drawdown

Current decline from peak

-2.98%

-0.47%

-2.51%

Average Drawdown

Average peak-to-trough decline

-6.84%

-8.82%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.73%

+0.23%

Volatility

LEQIX vs. VMNIX - Volatility Comparison

LoCorr Dynamic Equity Fund (LEQIX) has a higher volatility of 2.79% compared to Vanguard Market Neutral Fund Institutional Shares (VMNIX) at 1.57%. This indicates that LEQIX's price experiences larger fluctuations and is considered to be riskier than VMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEQIXVMNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

1.57%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.39%

5.76%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

9.98%

7.60%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.93%

7.19%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.20%

6.35%

+5.85%