LOTIX vs. ASFYX
Compare and contrast key facts about LoCorr Market Trend Fund (LOTIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
LOTIX is managed by LoCorr Funds. It was launched on Jun 29, 2014. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
LOTIX vs. ASFYX - Performance Comparison
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LOTIX vs. ASFYX - 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% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, LOTIX achieves a 12.97% return, which is significantly higher than ASFYX's 6.59% return. Over the past 10 years, LOTIX has outperformed ASFYX with an annualized return of 3.88%, while ASFYX has yielded a comparatively lower 1.87% 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%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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LOTIX vs. ASFYX - Expense Ratio Comparison
LOTIX has a 1.75% expense ratio, which is higher than ASFYX's 1.47% expense ratio.
Return for Risk
LOTIX vs. ASFYX — Risk / Return Rank
LOTIX
ASFYX
LOTIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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 | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.18 | +1.52 |
Sortino ratioReturn per unit of downside risk | 2.38 | 0.30 | +2.08 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.04 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 0.10 | +2.46 |
Martin ratioReturn relative to average drawdown | 5.13 | 0.16 | +4.97 |
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 | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.18 | +1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.17 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.15 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.31 | +0.10 |
Correlation
The correlation between LOTIX and ASFYX is 0.79, 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. ASFYX - Dividend Comparison
LOTIX's dividend yield for the trailing twelve months is around 2.32%, more than ASFYX's 1.43% 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% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
LOTIX vs. ASFYX - Drawdown Comparison
The maximum LOTIX drawdown since its inception was -28.32%, smaller than the maximum ASFYX drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for LOTIX and ASFYX.
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Drawdown Indicators
| LOTIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -36.43% | +8.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -13.51% | +6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -36.43% | +14.26% |
Max Drawdown (10Y)Largest decline over 10 years | -25.83% | -36.43% | +10.60% |
Current DrawdownCurrent decline from peak | -1.72% | -24.37% | +22.65% |
Average DrawdownAverage peak-to-trough decline | -10.94% | -13.09% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 8.72% | -4.96% |
Volatility
LOTIX vs. ASFYX - Volatility Comparison
The current volatility for LoCorr Market Trend Fund (LOTIX) is 3.02%, while AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) has a volatility of 3.86%. This indicates that LOTIX experiences smaller price fluctuations and is considered to be less risky than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOTIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 3.86% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 10.01% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.71% | 13.02% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.21% | 13.68% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 12.68% | +0.53% |