LFMAX vs. ASFYX
Compare and contrast key facts about LoCorr Macro Strategies Fund (LFMAX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
LFMAX is managed by LoCorr Funds. It was launched on Mar 21, 2011. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
LFMAX vs. ASFYX - Performance Comparison
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LFMAX vs. ASFYX - 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% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.72% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, LFMAX achieves a 8.54% return, which is significantly higher than ASFYX's 6.72% return. Over the past 10 years, LFMAX has outperformed ASFYX with an annualized return of 3.83%, while ASFYX has yielded a comparatively lower 1.88% 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%
ASFYX
- 1D
- 0.12%
- 1M
- -0.84%
- YTD
- 6.72%
- 6M
- 10.49%
- 1Y
- 3.28%
- 3Y*
- -2.85%
- 5Y*
- 2.28%
- 10Y*
- 1.88%
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LFMAX vs. ASFYX - Expense Ratio Comparison
LFMAX has a 2.13% expense ratio, which is higher than ASFYX's 1.47% expense ratio.
Return for Risk
LFMAX vs. ASFYX — Risk / Return Rank
LFMAX
ASFYX
LFMAX vs. ASFYX - 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 Y (ASFYX). 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 | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 0.27 | +1.71 |
Sortino ratioReturn per unit of downside risk | 2.88 | 0.42 | +2.46 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.06 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 3.75 | 0.18 | +3.58 |
Martin ratioReturn relative to average drawdown | 9.96 | 0.29 | +9.67 |
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 | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 0.27 | +1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.17 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.15 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.31 | +0.02 |
Correlation
The correlation between LFMAX and ASFYX 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. ASFYX - Dividend Comparison
LFMAX's dividend yield for the trailing twelve months is around 2.71%, more than ASFYX's 1.42% 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% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.42% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
LFMAX vs. ASFYX - Drawdown Comparison
The maximum LFMAX drawdown since its inception was -23.16%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for LFMAX and ASFYX.
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Drawdown Indicators
| LFMAX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.16% | -36.43% | +13.27% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -13.51% | +10.50% |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | -36.43% | +23.89% |
Max Drawdown (10Y)Largest decline over 10 years | -12.54% | -36.43% | +23.89% |
Current DrawdownCurrent decline from peak | 0.00% | -24.28% | +24.28% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -13.10% | +5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 8.26% | -7.12% |
Volatility
LFMAX vs. ASFYX - Volatility Comparison
The current volatility for LoCorr Macro Strategies Fund (LFMAX) is 1.76%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.82%. This indicates that LFMAX experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFMAX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 3.82% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | 10.00% | -5.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.83% | 13.00% | -7.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.27% | 13.67% | -6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 12.68% | -5.05% |