LFMIX vs. NRIIX
Compare and contrast key facts about LoCorr Macro Strategies Fund Class I (LFMIX) and Nuveen Real Asset Income Fund (NRIIX).
LFMIX is an actively managed fund by LoCorr. It was launched on Mar 24, 2011. NRIIX is managed by Nuveen. It was launched on Sep 12, 2011.
Performance
LFMIX vs. NRIIX - Performance Comparison
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LFMIX vs. NRIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LFMIX LoCorr Macro Strategies Fund Class I | 8.74% | 2.89% | 6.77% | -6.55% | 15.43% | 0.07% | 4.55% | 12.71% | -5.11% | 2.99% |
NRIIX Nuveen Real Asset Income Fund | 2.36% | 12.55% | 7.56% | 10.38% | -11.50% | 10.58% | -3.45% | 22.74% | -6.10% | 12.39% |
Returns By Period
In the year-to-date period, LFMIX achieves a 8.74% return, which is significantly higher than NRIIX's 2.36% return. Over the past 10 years, LFMIX has underperformed NRIIX with an annualized return of 4.01%, while NRIIX has yielded a comparatively higher 5.84% annualized return.
LFMIX
- 1D
- 0.24%
- 1M
- 2.79%
- YTD
- 8.74%
- 6M
- 9.91%
- 1Y
- 11.89%
- 3Y*
- 5.23%
- 5Y*
- 4.55%
- 10Y*
- 4.01%
NRIIX
- 1D
- 0.92%
- 1M
- -3.72%
- YTD
- 2.36%
- 6M
- 3.41%
- 1Y
- 11.07%
- 3Y*
- 10.16%
- 5Y*
- 5.35%
- 10Y*
- 5.84%
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LFMIX vs. NRIIX - Expense Ratio Comparison
LFMIX has a 1.88% expense ratio, which is higher than NRIIX's 0.91% expense ratio.
Return for Risk
LFMIX vs. NRIIX — Risk / Return Rank
LFMIX
NRIIX
LFMIX vs. NRIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Macro Strategies Fund Class I (LFMIX) and Nuveen Real Asset Income Fund (NRIIX). 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.
| LFMIX | NRIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 1.64 | +0.43 |
Sortino ratioReturn per unit of downside risk | 3.00 | 2.16 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.91 | 2.07 | +1.84 |
Martin ratioReturn relative to average drawdown | 10.38 | 9.00 | +1.38 |
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
| LFMIX | NRIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.64 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.64 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.57 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.74 | -0.38 |
Correlation
The correlation between LFMIX and NRIIX is 0.02, 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. NRIIX - Dividend Comparison
LFMIX's dividend yield for the trailing twelve months is around 2.89%, less than NRIIX's 6.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFMIX LoCorr Macro Strategies Fund Class I | 2.89% | 3.14% | 3.21% | 3.17% | 14.35% | 4.95% | 4.73% | 4.66% | 3.12% | 5.89% | 1.95% | 3.08% |
NRIIX Nuveen Real Asset Income Fund | 6.32% | 6.71% | 5.39% | 6.70% | 5.81% | 4.34% | 4.63% | 5.99% | 5.82% | 5.73% | 5.47% | 5.70% |
Drawdowns
LFMIX vs. NRIIX - Drawdown Comparison
The maximum LFMIX drawdown since its inception was -22.68%, smaller than the maximum NRIIX drawdown of -37.35%. Use the drawdown chart below to compare losses from any high point for LFMIX and NRIIX.
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Drawdown Indicators
| LFMIX | NRIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.68% | -37.35% | +14.67% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -5.74% | +2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -12.26% | -18.44% | +6.18% |
Max Drawdown (10Y)Largest decline over 10 years | -12.26% | -37.35% | +25.09% |
Current DrawdownCurrent decline from peak | 0.00% | -3.84% | +3.84% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -3.68% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 1.32% | -0.16% |
Volatility
LFMIX vs. NRIIX - Volatility Comparison
The current volatility for LoCorr Macro Strategies Fund Class I (LFMIX) is 1.87%, while Nuveen Real Asset Income Fund (NRIIX) has a volatility of 2.57%. This indicates that LFMIX experiences smaller price fluctuations and is considered to be less risky than NRIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFMIX | NRIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 2.57% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 4.50% | 4.11% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.77% | 6.98% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.25% | 8.37% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.64% | 10.21% | -2.57% |