LOTIX vs. EBSIX
Compare and contrast key facts about LoCorr Market Trend Fund (LOTIX) and Campbell Systematic Macro Fund Class I Shares (EBSIX).
LOTIX is managed by LoCorr Funds. It was launched on Jun 29, 2014. EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013.
Performance
LOTIX vs. EBSIX - Performance Comparison
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LOTIX vs. EBSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LOTIX LoCorr Market Trend Fund | 12.97% | 4.07% | 5.74% | -10.95% | 29.93% | 1.03% | 8.08% |
EBSIX Campbell Systematic Macro Fund Class I Shares | 7.80% | -1.14% | 11.63% | -1.83% | 30.91% | 9.05% | 4.94% |
Returns By Period
In the year-to-date period, LOTIX achieves a 12.97% return, which is significantly higher than EBSIX's 7.80% 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%
EBSIX
- 1D
- 0.00%
- 1M
- 2.96%
- YTD
- 7.80%
- 6M
- 4.64%
- 1Y
- 1.08%
- 3Y*
- 3.99%
- 5Y*
- 9.60%
- 10Y*
- —
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LOTIX vs. EBSIX - Expense Ratio Comparison
Both LOTIX and EBSIX have an expense ratio of 1.75%.
Return for Risk
LOTIX vs. EBSIX — Risk / Return Rank
LOTIX
EBSIX
LOTIX vs. EBSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and Campbell Systematic Macro Fund Class I Shares (EBSIX). 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 | EBSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.21 | +1.49 |
Sortino ratioReturn per unit of downside risk | 2.38 | 0.34 | +2.04 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.04 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 0.23 | +2.34 |
Martin ratioReturn relative to average drawdown | 5.13 | 0.38 | +4.75 |
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 | EBSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.21 | +1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.01 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.15 | -0.74 |
Correlation
The correlation between LOTIX and EBSIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
LOTIX vs. EBSIX - Dividend Comparison
LOTIX's dividend yield for the trailing twelve months is around 2.32%, less than EBSIX's 2.93% 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% |
EBSIX Campbell Systematic Macro Fund Class I Shares | 2.93% | 3.16% | 2.90% | 1.82% | 15.10% | 7.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LOTIX vs. EBSIX - Drawdown Comparison
The maximum LOTIX drawdown since its inception was -28.32%, which is greater than EBSIX's maximum drawdown of -10.96%. Use the drawdown chart below to compare losses from any high point for LOTIX and EBSIX.
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Drawdown Indicators
| LOTIX | EBSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -10.96% | -17.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -7.43% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -10.96% | -11.21% |
Max Drawdown (10Y)Largest decline over 10 years | -25.83% | — | — |
Current DrawdownCurrent decline from peak | -1.72% | 0.00% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -10.94% | -3.13% | -7.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 4.37% | -0.61% |
Volatility
LOTIX vs. EBSIX - Volatility Comparison
LoCorr Market Trend Fund (LOTIX) and Campbell Systematic Macro Fund Class I Shares (EBSIX) have volatilities of 3.02% and 3.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOTIX | EBSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 3.04% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 6.19% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.71% | 8.50% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.21% | 9.59% | +3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 9.52% | +3.69% |