LFMAX vs. ABYAX
Compare and contrast key facts about LoCorr Macro Strategies Fund (LFMAX) and Abbey Capital Futures Strategy Fund Class A (ABYAX).
LFMAX is managed by LoCorr Funds. It was launched on Mar 21, 2011. ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014.
Performance
LFMAX vs. ABYAX - Performance Comparison
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LFMAX vs. ABYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LFMAX LoCorr Macro Strategies Fund | 8.54% | 2.56% | 6.36% | -6.69% | 15.03% | -0.17% | 5.41% | 12.51% | -5.38% | 2.69% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
Returns By Period
In the year-to-date period, LFMAX achieves a 8.54% return, which is significantly higher than ABYAX's 4.46% return. Over the past 10 years, LFMAX has outperformed ABYAX with an annualized return of 3.83%, while ABYAX has yielded a comparatively lower 2.58% annualized return.
LFMAX
- 1D
- 0.12%
- 1M
- 2.48%
- YTD
- 8.54%
- 6M
- 9.88%
- 1Y
- 11.46%
- 3Y*
- 4.86%
- 5Y*
- 4.34%
- 10Y*
- 3.83%
ABYAX
- 1D
- 0.00%
- 1M
- -1.38%
- YTD
- 4.46%
- 6M
- 7.57%
- 1Y
- 8.17%
- 3Y*
- 2.13%
- 5Y*
- 3.46%
- 10Y*
- 2.58%
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LFMAX vs. ABYAX - Expense Ratio Comparison
LFMAX has a 2.13% expense ratio, which is higher than ABYAX's 2.04% expense ratio.
Return for Risk
LFMAX vs. ABYAX — Risk / Return Rank
LFMAX
ABYAX
LFMAX vs. ABYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Macro Strategies Fund (LFMAX) and Abbey Capital Futures Strategy Fund Class A (ABYAX). 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.
| LFMAX | ABYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.02 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.88 | 1.45 | +1.42 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.19 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.75 | 1.54 | +2.21 |
Martin ratioReturn relative to average drawdown | 9.96 | 3.04 | +6.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LFMAX | ABYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.02 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.44 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.32 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.45 | -0.12 |
Correlation
The correlation between LFMAX and ABYAX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LFMAX vs. ABYAX - Dividend Comparison
LFMAX's dividend yield for the trailing twelve months is around 2.71%, more than ABYAX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFMAX LoCorr Macro Strategies Fund | 2.71% | 2.94% | 2.88% | 2.96% | 14.38% | 4.79% | 5.65% | 4.48% | 2.83% | 5.98% | 1.97% | 2.87% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
Drawdowns
LFMAX vs. ABYAX - Drawdown Comparison
The maximum LFMAX drawdown since its inception was -23.16%, which is greater than ABYAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for LFMAX and ABYAX.
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Drawdown Indicators
| LFMAX | ABYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.16% | -17.96% | -5.20% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -4.30% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | -15.23% | +2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -12.54% | -15.23% | +2.69% |
Current DrawdownCurrent decline from peak | 0.00% | -3.92% | +3.92% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -7.30% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 2.49% | -1.35% |
Volatility
LFMAX vs. ABYAX - Volatility Comparison
LoCorr Macro Strategies Fund (LFMAX) and Abbey Capital Futures Strategy Fund Class A (ABYAX) have volatilities of 1.76% and 1.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFMAX | ABYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 1.85% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | 6.40% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.83% | 7.63% | -1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.27% | 7.98% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 7.98% | -0.35% |