LFMIX vs. TRXAX
LFMIX (LoCorr Macro Strategies Fund Class I) and TRXAX (Catalyst/MAP Global Balanced Fund) are both Global Allocation funds. Over the past 10 years, LFMIX returned 3.37%/yr vs 5.60%/yr for TRXAX. Their 0.10 correlation means their historical movements had little consistent relationship. LFMIX charges 1.88%/yr vs 1.22%/yr for TRXAX.
Performance
LFMIX vs. TRXAX - Performance Comparison
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Returns By Period
In the year-to-date period, LFMIX achieves a 6.94% return, which is significantly higher than TRXAX's 5.95% return. Over the past 10 years, LFMIX has underperformed TRXAX with an annualized return of 3.37%, while TRXAX has yielded a comparatively higher 5.60% annualized return.
LFMIX
- 1D
- -0.72%
- 1M
- -1.54%
- 6M
- 3.48%
- YTD
- 6.94%
- 1Y
- 11.47%
- 3Y*
- 4.48%
- 5Y*
- 4.18%
- 10Y*
- 3.37%
- ALL TIME*
- 2.91%
TRXAX
- 1D
- 0.60%
- 1M
- -0.67%
- 6M
- 1.56%
- YTD
- 5.95%
- 1Y
- 12.23%
- 3Y*
- 8.99%
- 5Y*
- 5.25%
- 10Y*
- 5.60%
- ALL TIME*
- 5.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LFMIX vs. TRXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LFMIX LoCorr Macro Strategies Fund Class I | 6.94% | 2.89% | 6.77% | -6.55% | 15.43% | 0.07% | 4.55% | 12.71% | -5.11% | 2.99% |
TRXAX Catalyst/MAP Global Balanced Fund | 5.95% | 16.16% | 4.67% | 5.23% | -7.44% | 9.65% | 3.62% | 11.51% | -3.30% | 11.12% |
Correlation
The correlation between LFMIX and TRXAX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2011 | 0.11 |
The correlation between LFMIX and TRXAX shifts across timeframes, from -0.04 (5 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LFMIX vs. TRXAX — Risk / Return Rank
LFMIX
TRXAX
LFMIX vs. TRXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Macro Strategies Fund Class I (LFMIX) and Catalyst/MAP Global Balanced Fund (TRXAX). 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 | TRXAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.13 | +0.85 |
| Martin ratioReturn relative to average drawdown | 9.80 | 6.80 | +3.00 |
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Drawdowns
LFMIX vs. TRXAX - Drawdown Comparison
The maximum LFMIX drawdown since its inception was -22.68%, which is greater than TRXAX's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for LFMIX and TRXAX.
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Drawdown Indicators
| LFMIX | TRXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.68% | -20.50% | -2.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.48% | -5.60% | +2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -8.88% | -6.04% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -12.26% | -16.03% | +3.77% |
Max Drawdown (10Y)Largest decline over 10 years | -12.26% | -20.50% | +8.24% |
Current DrawdownCurrent decline from peak | -3.48% | -1.76% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -2.65% | -4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 1.75% | -0.69% |
Volatility
LFMIX vs. TRXAX - Volatility Comparison
The current volatility for LoCorr Macro Strategies Fund Class I (LFMIX) is 1.64%, while Catalyst/MAP Global Balanced Fund (TRXAX) has a volatility of 1.86%. This indicates that LFMIX experiences smaller price fluctuations and is considered to be less risky than TRXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFMIX | TRXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | 1.86% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 4.36% | 5.28% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.75% | 6.55% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 7.86% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.52% | 8.20% | -0.68% |
LFMIX vs. TRXAX - Expense Ratio Comparison
LFMIX has a 1.88% expense ratio, which is higher than TRXAX's 1.22% expense ratio.
Dividends
LFMIX vs. TRXAX - Dividend Comparison
LFMIX's dividend yield for the trailing twelve months is around 2.94%, more than TRXAX's 2.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFMIX LoCorr Macro Strategies Fund Class I | 2.94% | 3.14% | 3.21% | 3.17% | 14.35% | 4.95% | 4.73% | 4.66% | 3.12% | 5.89% | 1.95% | 3.08% |
TRXAX Catalyst/MAP Global Balanced Fund | 2.14% | 2.45% | 4.93% | 5.12% | 0.83% | 6.76% | 1.91% | 2.66% | 8.34% | 3.46% | 3.55% | 1.59% |
Frequently Asked Questions
LFMIX and TRXAX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRXAX has higher volatility (1.86%) compared to LFMIX (1.64%). In terms of maximum drawdown, LFMIX dropped -22.68% vs TRXAX's -20.50%.
TRXAX currently has the higher Sharpe Ratio (1.82 vs 1.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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