LOTIX vs. LEQIX
LOTIX (LoCorr Market Trend Fund) and LEQIX (LoCorr Dynamic Equity Fund) are both mutual funds - LOTIX is a Systematic Trend fund managed by LoCorr, while LEQIX is a Long-Short fund managed by LoCorr. Over the past 10 years, LOTIX returned 4.62%/yr vs 4.67%/yr for LEQIX. Their 0.10 correlation means their historical movements had little consistent relationship. LOTIX charges 1.75%/yr vs 1.99%/yr for LEQIX.
Performance
LOTIX vs. LEQIX - Performance Comparison
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Returns By Period
In the year-to-date period, LOTIX achieves a 22.79% return, which is significantly higher than LEQIX's 5.77% return. Both investments have delivered pretty close results over the past 10 years, with LOTIX having a 4.62% annualized return and LEQIX not far ahead at 4.67%.
LOTIX
- 1D
- -0.29%
- 1M
- 0.96%
- 6M
- 15.12%
- YTD
- 22.79%
- 1Y
- 39.38%
- 3Y*
- 6.23%
- 5Y*
- 8.74%
- 10Y*
- 4.62%
- ALL TIME*
- 5.95%
LEQIX
- 1D
- 0.00%
- 1M
- -2.73%
- 6M
- 5.96%
- YTD
- 5.77%
- 1Y
- 8.40%
- 3Y*
- 7.05%
- 5Y*
- 3.36%
- 10Y*
- 4.67%
- ALL TIME*
- 3.30%
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 |
LOTIX vs. LEQIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOTIX LoCorr Market Trend Fund | 22.79% | 4.07% | 5.74% | -10.95% | 29.93% | 1.03% | 4.81% | 18.53% | -13.44% | 3.84% |
LEQIX LoCorr Dynamic Equity Fund | 5.77% | 2.88% | 11.56% | 3.43% | -8.80% | 14.59% | 4.03% | 13.68% | -12.53% | 2.58% |
Correlation
The correlation between LOTIX and LEQIX is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2014 | 0.10 |
The correlation between LOTIX and LEQIX shifts across timeframes, from 0.06 (5 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LOTIX vs. LEQIX — Risk / Return Rank
LOTIX
LEQIX
LOTIX vs. LEQIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and LoCorr Dynamic Equity Fund (LEQIX). 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.
| LOTIX | LEQIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.17 | ||
| Sortino ratioReturn per unit of downside risk | +2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.15 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 7.57 | 1.69 | +5.88 |
| Martin ratioReturn relative to average drawdown | 21.66 | 4.28 | +17.38 |
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Drawdowns
LOTIX vs. LEQIX - Drawdown Comparison
The maximum LOTIX drawdown since its inception was -28.32%, smaller than the maximum LEQIX drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for LOTIX and LEQIX.
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Drawdown Indicators
| LOTIX | LEQIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -32.49% | +4.17% |
Max Drawdown (1Y)Largest decline over 1 year | -4.85% | -4.55% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -20.20% | -12.68% | -7.52% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -17.78% | -4.39% |
Max Drawdown (10Y)Largest decline over 10 years | -23.96% | -32.49% | +8.53% |
Current DrawdownCurrent decline from peak | -2.85% | -2.73% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -6.69% | -3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 1.79% | -0.09% |
Volatility
LOTIX vs. LEQIX - Volatility Comparison
LoCorr Market Trend Fund (LOTIX) has a higher volatility of 3.06% compared to LoCorr Dynamic Equity Fund (LEQIX) at 2.08%. This indicates that LOTIX's price experiences larger fluctuations and is considered to be riskier than LEQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOTIX | LEQIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 2.08% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 7.07% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 9.33% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 9.94% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 11.99% | +1.20% |
LOTIX vs. LEQIX - Expense Ratio Comparison
LOTIX has a 1.75% expense ratio, which is lower than LEQIX's 1.99% expense ratio.
Dividends
LOTIX vs. LEQIX - Dividend Comparison
LOTIX's dividend yield for the trailing twelve months is around 2.13%, less than LEQIX's 19.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LEQIX LoCorr Dynamic Equity Fund | 19.16% | 20.27% | 1.22% | 1.50% | 1.31% | 6.09% | 0.00% | 0.33% | 3.86% | 4.40% | 0.00% | 0.00% |
LOTIX LoCorr Market Trend Fund | 2.13% | 2.62% | 5.66% | 2.73% | 17.57% | 3.62% | 0.24% | 1.33% | 0.00% | 0.00% | 1.89% | 0.93% |
Frequently Asked Questions
LOTIX and LEQIX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOTIX has higher volatility (3.06%) compared to LEQIX (2.08%). In terms of maximum drawdown, LOTIX dropped -28.32% vs LEQIX's -32.49%.
LOTIX currently has the higher Sharpe Ratio (3.00 vs 0.83), 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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