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LFMAX vs. LOTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LFMAX vs. LOTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LoCorr Macro Strategies Fund (LFMAX) and LoCorr Market Trend Fund (LOTIX). The values are adjusted to include any dividend payments, if applicable.

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LFMAX vs. LOTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LOTIX
LoCorr Market Trend Fund
12.97%4.07%5.74%-10.95%29.93%1.03%4.81%18.53%-13.44%3.84%

Returns By Period

In the year-to-date period, LFMAX achieves a 8.54% return, which is significantly lower than LOTIX's 12.97% return. Both investments have delivered pretty close results over the past 10 years, with LFMAX having a 3.83% annualized return and LOTIX not far ahead at 3.88%.


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%

LOTIX

1D
-0.08%
1M
2.12%
YTD
12.97%
6M
17.15%
1Y
20.21%
3Y*
5.62%
5Y*
6.94%
10Y*
3.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LFMAX vs. LOTIX - Expense Ratio Comparison

LFMAX has a 2.13% expense ratio, which is higher than LOTIX's 1.75% expense ratio.


Return for Risk

LFMAX vs. LOTIX — Risk / Return Rank

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

LFMAX
LFMAX Risk / Return Rank: 9292
Overall Rank
LFMAX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LFMAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
LFMAX Omega Ratio Rank: 8787
Omega Ratio Rank
LFMAX Calmar Ratio Rank: 9797
Calmar Ratio Rank
LFMAX Martin Ratio Rank: 8989
Martin Ratio Rank

LOTIX
LOTIX Risk / Return Rank: 7979
Overall Rank
LOTIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LOTIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
LOTIX Omega Ratio Rank: 7979
Omega Ratio Rank
LOTIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
LOTIX Martin Ratio Rank: 5353
Martin Ratio Rank
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.

LFMAX vs. LOTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Macro Strategies Fund (LFMAX) and LoCorr Market Trend Fund (LOTIX). 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.


LFMAXLOTIXDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.70

+0.28

Sortino ratio

Return per unit of downside risk

2.88

2.38

+0.50

Omega ratio

Gain probability vs. loss probability

1.37

1.30

+0.07

Calmar ratio

Return relative to maximum drawdown

3.75

2.56

+1.19

Martin ratio

Return relative to average drawdown

9.96

5.13

+4.82

LFMAX vs. LOTIX - Sharpe Ratio Comparison

The current LFMAX Sharpe Ratio is 1.98, which is comparable to the LOTIX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of LFMAX and LOTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LFMAXLOTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.70

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.53

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.29

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.41

-0.08

Correlation

The correlation between LFMAX and LOTIX is 0.81, 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. LOTIX - Dividend Comparison

LFMAX's dividend yield for the trailing twelve months is around 2.71%, more than LOTIX's 2.32% yield.


TTM20252024202320222021202020192018201720162015
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%
LOTIX
LoCorr Market Trend Fund
2.32%2.62%5.66%2.73%17.57%3.62%0.24%1.33%0.00%0.00%1.89%0.93%

Drawdowns

LFMAX vs. LOTIX - Drawdown Comparison

The maximum LFMAX drawdown since its inception was -23.16%, smaller than the maximum LOTIX drawdown of -28.32%. Use the drawdown chart below to compare losses from any high point for LFMAX and LOTIX.


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Drawdown Indicators


LFMAXLOTIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.16%

-28.32%

+5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-7.10%

+4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-12.54%

-22.17%

+9.63%

Max Drawdown (10Y)

Largest decline over 10 years

-12.54%

-25.83%

+13.29%

Current Drawdown

Current decline from peak

0.00%

-1.72%

+1.72%

Average Drawdown

Average peak-to-trough decline

-7.13%

-10.94%

+3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

3.76%

-2.62%

Volatility

LFMAX vs. LOTIX - Volatility Comparison

The current volatility for LoCorr Macro Strategies Fund (LFMAX) is 1.76%, while LoCorr Market Trend Fund (LOTIX) has a volatility of 3.02%. This indicates that LFMAX experiences smaller price fluctuations and is considered to be less risky than LOTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFMAXLOTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

3.02%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.56%

9.57%

-5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.83%

11.71%

-5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.27%

13.21%

-5.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

13.21%

-5.58%