LFMAX vs. AMFAX
Compare and contrast key facts about LoCorr Macro Strategies Fund (LFMAX) and AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX).
LFMAX is managed by LoCorr Funds. It was launched on Mar 21, 2011. AMFAX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
LFMAX vs. AMFAX - Performance Comparison
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LFMAX vs. AMFAX - 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% |
AMFAX AlphaSimplex Managed Futures Strategy Fund Class A | 6.69% | -9.75% | -3.56% | -10.59% | 35.38% | 3.28% | 13.29% | 8.03% | -12.87% | 6.54% |
Returns By Period
In the year-to-date period, LFMAX achieves a 8.54% return, which is significantly higher than AMFAX's 6.69% return. Over the past 10 years, LFMAX has outperformed AMFAX with an annualized return of 3.83%, while AMFAX has yielded a comparatively lower 1.57% 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%
AMFAX
- 1D
- 0.25%
- 1M
- -0.85%
- YTD
- 6.69%
- 6M
- 10.56%
- 1Y
- 3.12%
- 3Y*
- -3.09%
- 5Y*
- 2.04%
- 10Y*
- 1.57%
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LFMAX vs. AMFAX - Expense Ratio Comparison
LFMAX has a 2.13% expense ratio, which is higher than AMFAX's 1.72% expense ratio.
Return for Risk
LFMAX vs. AMFAX — Risk / Return Rank
LFMAX
AMFAX
LFMAX vs. AMFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Macro Strategies Fund (LFMAX) and AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX). 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 | AMFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 0.26 | +1.72 |
Sortino ratioReturn per unit of downside risk | 2.88 | 0.40 | +2.48 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.06 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 3.75 | 0.16 | +3.59 |
Martin ratioReturn relative to average drawdown | 9.96 | 0.27 | +9.69 |
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 | AMFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 0.26 | +1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.15 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.12 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.29 | +0.05 |
Correlation
The correlation between LFMAX and AMFAX is 0.73, 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. AMFAX - Dividend Comparison
LFMAX's dividend yield for the trailing twelve months is around 2.71%, more than AMFAX's 1.72% 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% |
AMFAX AlphaSimplex Managed Futures Strategy Fund Class A | 1.72% | 1.84% | 1.28% | 0.30% | 32.70% | 5.74% | 3.14% | 4.71% | 1.31% | 0.00% | 0.00% | 4.92% |
Drawdowns
LFMAX vs. AMFAX - Drawdown Comparison
The maximum LFMAX drawdown since its inception was -23.16%, smaller than the maximum AMFAX drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for LFMAX and AMFAX.
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Drawdown Indicators
| LFMAX | AMFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.16% | -36.84% | +13.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -13.54% | +10.53% |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | -36.84% | +24.30% |
Max Drawdown (10Y)Largest decline over 10 years | -12.54% | -36.84% | +24.30% |
Current DrawdownCurrent decline from peak | 0.00% | -24.86% | +24.86% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -13.55% | +6.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 8.33% | -7.19% |
Volatility
LFMAX vs. AMFAX - Volatility Comparison
The current volatility for LoCorr Macro Strategies Fund (LFMAX) is 1.76%, while AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) has a volatility of 3.91%. This indicates that LFMAX experiences smaller price fluctuations and is considered to be less risky than AMFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFMAX | AMFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 3.91% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | 10.01% | -5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.83% | 13.03% | -7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.27% | 13.68% | -6.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 12.67% | -5.04% |