LEQIX vs. WTLS

Last updated Apr 2, 2026

Compare and contrast key facts about LoCorr Dynamic Equity Fund (LEQIX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS).

LEQIX is managed by LoCorr Funds. It was launched on May 9, 2013. WTLS is an actively managed fund by WisdomTree. It was launched on Jan 20, 2026.

Performance

LEQIX vs. WTLS - Performance Comparison

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

LEQIX vs. WTLS - Yearly Performance Comparison

	2026 (YTD)
LEQIX LoCorr Dynamic Equity Fund	-2.72%
WTLS WisdomTree Efficient Long/Short US Equity Fund	-0.94%

Returns By Period

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%

WTLS

• 1D: 1.45%
• 1M: -3.03%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LEQIX vs. WTLS - Expense Ratio Comparison

LEQIX has a 1.99% expense ratio, which is higher than WTLS's 0.88% expense ratio.

LEQIX

LoCorr Dynamic Equity Fund

WTLS

WisdomTree Efficient Long/Short US Equity Fund

Return for Risk

LEQIX vs. WTLS — Risk / Return Rank

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

LEQIX

LEQIX Risk / Return Rank: 38
LEQIX Sharpe Ratio Rank: 35
LEQIX Sortino Ratio Rank: 39
LEQIX Omega Ratio Rank: 27
LEQIX Calmar Ratio Rank: 52
LEQIX Martin Ratio Rank: 37

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. WTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Dynamic Equity Fund (LEQIX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). 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.

	LEQIX	WTLS	Difference
Sharpe ratio Return per unit of total volatility	0.87	—	—
Sortino ratio Return per unit of downside risk	1.36	—	—
Omega ratio Gain probability vs. loss probability	1.16	—	—
Calmar ratio Return relative to maximum drawdown	1.47	—	—
Martin ratio Return relative to average drawdown	4.46	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LEQIX	WTLS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	-0.24	+0.47

Correlation

The correlation between LEQIX and WTLS is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LEQIX vs. WTLS - Dividend Comparison

LEQIX's dividend yield for the trailing twelve months is around 20.31%, while WTLS has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
WTLS WisdomTree Efficient Long/Short US Equity Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

LEQIX vs. WTLS - Drawdown Comparison

The maximum LEQIX drawdown since its inception was -32.49%, which is greater than WTLS's maximum drawdown of -8.94%. Use the drawdown chart below to compare losses from any high point for LEQIX and WTLS.

Drawdown Indicators

	LEQIX	WTLS	Difference
Max Drawdown Largest peak-to-trough decline	-32.49%	-8.94%	-23.55%
Max Drawdown (1Y) Largest decline over 1 year	-5.94%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.78%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.49%	—	—
Current Drawdown Current decline from peak	-2.98%	-4.65%	+1.67%
Average Drawdown Average peak-to-trough decline	-6.84%	-2.87%	-3.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	—	—

Volatility

Volatility by Period

	LEQIX	WTLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.39%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.98%	19.96%	-9.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.93%	19.96%	-10.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.20%	19.96%	-7.76%