LOTIX vs. ABYAX
Compare and contrast key facts about LoCorr Market Trend Fund (LOTIX) and Abbey Capital Futures Strategy Fund Class A (ABYAX).
LOTIX is managed by LoCorr Funds. It was launched on Jun 29, 2014. ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014.
Performance
LOTIX vs. ABYAX - Performance Comparison
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LOTIX vs. ABYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
Returns By Period
In the year-to-date period, LOTIX achieves a 12.97% return, which is significantly higher than ABYAX's 4.46% return. Over the past 10 years, LOTIX has outperformed ABYAX with an annualized return of 3.88%, while ABYAX has yielded a comparatively lower 2.58% annualized return.
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%
ABYAX
- 1D
- 0.00%
- 1M
- -1.38%
- YTD
- 4.46%
- 6M
- 7.57%
- 1Y
- 8.17%
- 3Y*
- 2.13%
- 5Y*
- 3.46%
- 10Y*
- 2.58%
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LOTIX vs. ABYAX - Expense Ratio Comparison
LOTIX has a 1.75% expense ratio, which is lower than ABYAX's 2.04% expense ratio.
Return for Risk
LOTIX vs. ABYAX — Risk / Return Rank
LOTIX
ABYAX
LOTIX vs. ABYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and Abbey Capital Futures Strategy Fund Class A (ABYAX). 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.
| LOTIX | ABYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 1.02 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.45 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.19 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.54 | +1.02 |
Martin ratioReturn relative to average drawdown | 5.13 | 3.04 | +2.09 |
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
| LOTIX | ABYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.02 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.44 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.32 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.45 | -0.04 |
Correlation
The correlation between LOTIX and ABYAX is 0.83, 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
LOTIX vs. ABYAX - Dividend Comparison
LOTIX's dividend yield for the trailing twelve months is around 2.32%, more than ABYAX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
Drawdowns
LOTIX vs. ABYAX - Drawdown Comparison
The maximum LOTIX drawdown since its inception was -28.32%, which is greater than ABYAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for LOTIX and ABYAX.
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Drawdown Indicators
| LOTIX | ABYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -17.96% | -10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -4.30% | -2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -15.23% | -6.94% |
Max Drawdown (10Y)Largest decline over 10 years | -25.83% | -15.23% | -10.60% |
Current DrawdownCurrent decline from peak | -1.72% | -3.92% | +2.20% |
Average DrawdownAverage peak-to-trough decline | -10.94% | -7.30% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.49% | +1.27% |
Volatility
LOTIX vs. ABYAX - Volatility Comparison
LoCorr Market Trend Fund (LOTIX) has a higher volatility of 3.02% compared to Abbey Capital Futures Strategy Fund Class A (ABYAX) at 1.85%. This indicates that LOTIX's price experiences larger fluctuations and is considered to be riskier than ABYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOTIX | ABYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 1.85% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 6.40% | +3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.71% | 7.63% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.21% | 7.98% | +5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 7.98% | +5.23% |