LOTIX vs. ABYIX
Compare and contrast key facts about LoCorr Market Trend Fund (LOTIX) and Abbey Capital Futures Strategy Fund Class I (ABYIX).
LOTIX is managed by LoCorr Funds. It was launched on Jun 29, 2014. ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014.
Performance
LOTIX vs. ABYIX - Performance Comparison
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LOTIX vs. ABYIX - 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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.62% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
Returns By Period
In the year-to-date period, LOTIX achieves a 12.97% return, which is significantly higher than ABYIX's 4.62% return. Over the past 10 years, LOTIX has outperformed ABYIX with an annualized return of 3.88%, while ABYIX has yielded a comparatively lower 2.84% 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%
ABYIX
- 1D
- 0.00%
- 1M
- -1.28%
- YTD
- 4.62%
- 6M
- 7.68%
- 1Y
- 8.38%
- 3Y*
- 2.42%
- 5Y*
- 3.73%
- 10Y*
- 2.84%
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LOTIX vs. ABYIX - Expense Ratio Comparison
LOTIX has a 1.75% expense ratio, which is lower than ABYIX's 1.79% expense ratio.
Return for Risk
LOTIX vs. ABYIX — Risk / Return Rank
LOTIX
ABYIX
LOTIX vs. ABYIX - 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 I (ABYIX). 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 | ABYIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 1.06 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.51 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.20 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.59 | +0.97 |
Martin ratioReturn relative to average drawdown | 5.13 | 3.20 | +1.93 |
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 | ABYIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.06 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.47 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.36 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.53 | -0.12 |
Correlation
The correlation between LOTIX and ABYIX 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. ABYIX - Dividend Comparison
LOTIX's dividend yield for the trailing twelve months is around 2.32%, more than ABYIX's 1.27% 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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
Drawdowns
LOTIX vs. ABYIX - Drawdown Comparison
The maximum LOTIX drawdown since its inception was -28.32%, which is greater than ABYIX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for LOTIX and ABYIX.
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Drawdown Indicators
| LOTIX | ABYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -17.13% | -11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -4.36% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -14.66% | -7.51% |
Max Drawdown (10Y)Largest decline over 10 years | -25.83% | -14.74% | -11.09% |
Current DrawdownCurrent decline from peak | -1.72% | -3.02% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -10.94% | -6.74% | -4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.43% | +1.33% |
Volatility
LOTIX vs. ABYIX - Volatility Comparison
LoCorr Market Trend Fund (LOTIX) has a higher volatility of 3.02% compared to Abbey Capital Futures Strategy Fund Class I (ABYIX) at 1.96%. This indicates that LOTIX's price experiences larger fluctuations and is considered to be riskier than ABYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOTIX | ABYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 1.96% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 6.43% | +3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.71% | 7.65% | +4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.21% | 8.01% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 8.00% | +5.21% |