LFMIX vs. SGHIX

Last updated Jun 24, 2026

LFMIX (LoCorr Macro Strategies Fund Class I) and SGHIX (Sextant Global High Income Fund) are both Global Allocation funds. At a 0.09 correlation, their price movements are largely independent. LFMIX charges 1.88%/yr vs 0.75%/yr for SGHIX.

Performance

LFMIX vs. SGHIX - Performance Comparison

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

Returns By Period

LFMIX

• 1D: 0.24%
• 1M: -0.70%
• YTD: 9.51%
• 6M: 9.37%
• 1Y: 14.44%
• 3Y*: 5.22%
• 5Y*: 4.37%
• 10Y*: 3.94%

SGHIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LFMIX vs. SGHIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LFMIX LoCorr Macro Strategies Fund Class I	9.51%	2.89%	6.77%	-6.55%	15.43%	0.07%	4.55%	12.71%	-5.11%	2.99%
SGHIX Sextant Global High Income Fund	1.23%	18.52%	3.12%	10.05%	-7.80%	10.61%	-2.72%	11.47%	-1.22%	15.44%

Correlation

The correlation between LFMIX and SGHIX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	-0.08
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.09

Over the past year, LFMIX and SGHIX have become more correlated (0.32) than their long-term average of 0.09, meaning their price movements have been converging.

Return for Risk

LFMIX vs. SGHIX — Risk / Return Rank

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

LFMIX

LFMIX Risk / Return Rank: 86
LFMIX Sharpe Ratio Rank: 83
LFMIX Sortino Ratio Rank: 84
LFMIX Omega Ratio Rank: 78
LFMIX Calmar Ratio Rank: 95
LFMIX Martin Ratio Rank: 89

SGHIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SGHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Macro Strategies Fund Class I (LFMIX) and Sextant Global High Income Fund (SGHIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LFMIX	SGHIX	Difference
Sharpe ratio: Return per unit of total volatility	2.50	—	—
Sortino ratio: Return per unit of downside risk	3.67	—	—
Omega ratio: Gain probability vs. loss probability	1.46	—	—
Calmar ratio: Return relative to maximum drawdown	5.47	—	—
Martin ratio: Return relative to average drawdown	15.93	—	—

Drawdowns

Drawdown Indicators

	LFMIX	SGHIX	Difference
Max Drawdown Largest peak-to-trough decline	-22.68%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-2.60%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-8.88%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-12.26%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-12.26%	—	—
Current Drawdown Current decline from peak	-1.16%	—	—
Average Drawdown Average peak-to-trough decline	-6.75%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.89%	—	—

Volatility

Volatility by Period

	LFMIX	SGHIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.29%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.69%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.21%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.61%	—	—

LFMIX vs. SGHIX - Expense Ratio Comparison

LFMIX has a 1.88% expense ratio, which is higher than SGHIX's 0.75% expense ratio.

Dividends

LFMIX vs. SGHIX - Dividend Comparison

LFMIX's dividend yield for the trailing twelve months is around 2.87%, less than SGHIX's 5.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LFMIX LoCorr Macro Strategies Fund Class I	2.87%	3.14%	3.21%	3.17%	14.35%	4.95%	4.73%	4.66%	3.12%	5.89%	1.95%	3.08%
SGHIX Sextant Global High Income Fund	5.01%	3.92%	3.13%	4.21%	3.51%	1.97%	3.56%	8.54%	3.75%	2.82%	4.51%	4.35%

Frequently Asked Questions

Can I hold both LFMIX and SGHIX in my portfolio?

LFMIX and SGHIX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.