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LFMIX vs. IPIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LFMIX vs. IPIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LoCorr Macro Strategies Fund Class I (LFMIX) and Voya Global Perspectives Portfolio (IPIRX). The values are adjusted to include any dividend payments, if applicable.

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LFMIX vs. IPIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LFMIX
LoCorr Macro Strategies Fund Class I
8.48%2.89%6.77%-6.55%15.43%0.07%4.55%12.71%-5.11%2.99%
IPIRX
Voya Global Perspectives Portfolio
-3.05%14.21%7.31%10.65%-17.52%6.06%16.10%18.35%-9.87%15.00%

Returns By Period

In the year-to-date period, LFMIX achieves a 8.48% return, which is significantly higher than IPIRX's -3.05% return. Over the past 10 years, LFMIX has underperformed IPIRX with an annualized return of 3.98%, while IPIRX has yielded a comparatively higher 5.44% annualized return.


LFMIX

1D
0.00%
1M
2.55%
YTD
8.48%
6M
10.07%
1Y
11.62%
3Y*
5.15%
5Y*
4.62%
10Y*
3.98%

IPIRX

1D
-1.07%
1M
-7.88%
YTD
-3.05%
6M
-1.28%
1Y
10.48%
3Y*
7.95%
5Y*
2.82%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LFMIX vs. IPIRX - Expense Ratio Comparison

LFMIX has a 1.88% expense ratio, which is higher than IPIRX's 0.20% expense ratio.


Return for Risk

LFMIX vs. IPIRX — Risk / Return Rank

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

LFMIX
LFMIX Risk / Return Rank: 9292
Overall Rank
LFMIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LFMIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
LFMIX Omega Ratio Rank: 8888
Omega Ratio Rank
LFMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LFMIX Martin Ratio Rank: 8989
Martin Ratio Rank

IPIRX
IPIRX Risk / Return Rank: 4747
Overall Rank
IPIRX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IPIRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
IPIRX Omega Ratio Rank: 5050
Omega Ratio Rank
IPIRX Calmar Ratio Rank: 3535
Calmar Ratio Rank
IPIRX Martin Ratio Rank: 4242
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.

LFMIX vs. IPIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Macro Strategies Fund Class I (LFMIX) and Voya Global Perspectives Portfolio (IPIRX). 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.


LFMIXIPIRXDifference

Sharpe ratio

Return per unit of total volatility

2.05

1.02

+1.03

Sortino ratio

Return per unit of downside risk

2.98

1.52

+1.46

Omega ratio

Gain probability vs. loss probability

1.38

1.21

+0.17

Calmar ratio

Return relative to maximum drawdown

3.73

0.98

+2.75

Martin ratio

Return relative to average drawdown

9.91

4.41

+5.49

LFMIX vs. IPIRX - Sharpe Ratio Comparison

The current LFMIX Sharpe Ratio is 2.05, which is higher than the IPIRX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of LFMIX and IPIRX, 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


LFMIXIPIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.02

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.27

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.57

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.52

-0.17

Correlation

The correlation between LFMIX and IPIRX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LFMIX vs. IPIRX - Dividend Comparison

LFMIX's dividend yield for the trailing twelve months is around 2.90%, less than IPIRX's 5.82% yield.


TTM20252024202320222021202020192018201720162015
LFMIX
LoCorr Macro Strategies Fund Class I
2.90%3.14%3.21%3.17%14.35%4.95%4.73%4.66%3.12%5.89%1.95%3.08%
IPIRX
Voya Global Perspectives Portfolio
5.82%5.64%3.25%14.65%13.55%6.34%6.25%7.80%1.30%2.78%2.78%7.16%

Drawdowns

LFMIX vs. IPIRX - Drawdown Comparison

The maximum LFMIX drawdown since its inception was -22.68%, smaller than the maximum IPIRX drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for LFMIX and IPIRX.


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Drawdown Indicators


LFMIXIPIRXDifference

Max Drawdown

Largest peak-to-trough decline

-22.68%

-24.97%

+2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-7.88%

+4.80%

Max Drawdown (5Y)

Largest decline over 5 years

-12.26%

-24.97%

+12.71%

Max Drawdown (10Y)

Largest decline over 10 years

-12.26%

-24.97%

+12.71%

Current Drawdown

Current decline from peak

0.00%

-7.88%

+7.88%

Average Drawdown

Average peak-to-trough decline

-6.84%

-4.89%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.99%

-0.83%

Volatility

LFMIX vs. IPIRX - Volatility Comparison

The current volatility for LoCorr Macro Strategies Fund Class I (LFMIX) is 1.87%, while Voya Global Perspectives Portfolio (IPIRX) has a volatility of 3.44%. This indicates that LFMIX experiences smaller price fluctuations and is considered to be less risky than IPIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFMIXIPIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

3.44%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

6.50%

-2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

5.78%

11.05%

-5.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.25%

10.73%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.64%

9.69%

-2.05%