LFMAX vs. EVOIX
Compare and contrast key facts about LoCorr Macro Strategies Fund (LFMAX) and Altegris Futures Evolution Strategy Fund (EVOIX).
LFMAX is managed by LoCorr Funds. It was launched on Mar 21, 2011. EVOIX is managed by Altegris. It was launched on Oct 30, 2011.
Performance
LFMAX vs. EVOIX - Performance Comparison
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LFMAX vs. EVOIX - 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% |
EVOIX Altegris Futures Evolution Strategy Fund | 5.30% | 4.69% | 3.86% | 5.03% | 12.84% | 12.20% | -12.94% | 4.22% | -7.58% | 9.09% |
Returns By Period
In the year-to-date period, LFMAX achieves a 8.54% return, which is significantly higher than EVOIX's 5.30% return. Over the past 10 years, LFMAX has outperformed EVOIX with an annualized return of 3.83%, while EVOIX has yielded a comparatively lower 2.86% 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%
EVOIX
- 1D
- -0.30%
- 1M
- -0.76%
- YTD
- 5.30%
- 6M
- 11.30%
- 1Y
- 13.46%
- 3Y*
- 7.27%
- 5Y*
- 7.75%
- 10Y*
- 2.86%
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LFMAX vs. EVOIX - Expense Ratio Comparison
LFMAX has a 2.13% expense ratio, which is higher than EVOIX's 1.34% expense ratio.
Return for Risk
LFMAX vs. EVOIX — Risk / Return Rank
LFMAX
EVOIX
LFMAX vs. EVOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Macro Strategies Fund (LFMAX) and Altegris Futures Evolution Strategy Fund (EVOIX). 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 | EVOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.35 | +0.63 |
Sortino ratioReturn per unit of downside risk | 2.88 | 1.83 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.25 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.75 | 1.71 | +2.04 |
Martin ratioReturn relative to average drawdown | 9.96 | 3.56 | +6.39 |
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 | EVOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.35 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.80 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.27 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.40 | -0.06 |
Correlation
The correlation between LFMAX and EVOIX is 0.70, 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
LFMAX vs. EVOIX - Dividend Comparison
LFMAX's dividend yield for the trailing twelve months is around 2.71%, less than EVOIX's 10.06% 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% |
EVOIX Altegris Futures Evolution Strategy Fund | 10.06% | 11.11% | 10.09% | 1.71% | 34.87% | 9.73% | 2.23% | 1.63% | 5.52% | 1.57% | 7.27% | 9.05% |
Drawdowns
LFMAX vs. EVOIX - Drawdown Comparison
The maximum LFMAX drawdown since its inception was -23.16%, smaller than the maximum EVOIX drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for LFMAX and EVOIX.
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Drawdown Indicators
| LFMAX | EVOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.16% | -29.57% | +6.41% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -7.61% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | -18.80% | +6.26% |
Max Drawdown (10Y)Largest decline over 10 years | -12.54% | -29.57% | +17.03% |
Current DrawdownCurrent decline from peak | 0.00% | -0.76% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -8.25% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 3.73% | -2.59% |
Volatility
LFMAX vs. EVOIX - Volatility Comparison
The current volatility for LoCorr Macro Strategies Fund (LFMAX) is 1.76%, while Altegris Futures Evolution Strategy Fund (EVOIX) has a volatility of 2.53%. This indicates that LFMAX experiences smaller price fluctuations and is considered to be less risky than EVOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFMAX | EVOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 2.53% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | 7.95% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.83% | 10.05% | -4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.27% | 9.69% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 10.46% | -2.83% |