LOTIX vs. LFMAX
LOTIX (LoCorr Market Trend Fund) and LFMAX (LoCorr Macro Strategies Fund) are both Systematic Trend funds from LoCorr Funds. Over the past 10 years, LOTIX returned 4.39%/yr vs 3.33%/yr for LFMAX. Their correlation of 0.81 suggests significant overlap in exposure. LOTIX charges 1.75%/yr vs 2.13%/yr for LFMAX.
Performance
LOTIX vs. LFMAX - Performance Comparison
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Returns By Period
In the year-to-date period, LOTIX achieves a 22.25% return, which is significantly higher than LFMAX's 8.28% return. Over the past 10 years, LOTIX has outperformed LFMAX with an annualized return of 4.39%, while LFMAX has yielded a comparatively lower 3.33% annualized return.
LOTIX
- 1D
- -0.07%
- 1M
- 0.67%
- 6M
- 17.29%
- YTD
- 22.25%
- 1Y
- 35.79%
- 3Y*
- 6.10%
- 5Y*
- 8.64%
- 10Y*
- 4.39%
LFMAX
- 1D
- 0.00%
- 1M
- -0.48%
- 6M
- 6.19%
- YTD
- 8.28%
- 1Y
- 11.49%
- 3Y*
- 4.11%
- 5Y*
- 4.08%
- 10Y*
- 3.33%
LOTIX vs. LFMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOTIX LoCorr Market Trend Fund | 22.25% | 4.07% | 5.74% | -10.95% | 29.93% | 1.03% | 4.81% | 18.53% | -13.44% | 3.84% |
LFMAX LoCorr Macro Strategies Fund | 8.28% | 2.56% | 6.36% | -6.69% | 15.03% | -0.17% | 5.41% | 12.51% | -5.38% | 2.69% |
Correlation
The correlation between LOTIX and LFMAX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2014 | 0.81 |
The correlation between LOTIX and LFMAX has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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Return for Risk
LOTIX vs. LFMAX — Risk / Return Rank
LOTIX
LFMAX
LOTIX vs. LFMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and LoCorr Macro Strategies Fund (LFMAX). 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 | LFMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.39 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 7.47 | 4.79 | +2.68 |
| Martin ratioReturn relative to average drawdown | 19.88 | 12.70 | +7.19 |
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Drawdowns
LOTIX vs. LFMAX - Drawdown Comparison
The maximum LOTIX drawdown since its inception was -28.32%, which is greater than LFMAX's maximum drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for LOTIX and LFMAX.
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Drawdown Indicators
| LOTIX | LFMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -23.16% | -5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -4.85% | -2.53% | -2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -20.20% | -8.95% | -11.25% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -12.54% | -9.63% |
Max Drawdown (10Y)Largest decline over 10 years | -23.96% | -12.54% | -11.42% |
Current DrawdownCurrent decline from peak | -3.28% | -2.25% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -7.01% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 0.95% | +0.87% |
Volatility
LOTIX vs. LFMAX - Volatility Comparison
LoCorr Market Trend Fund (LOTIX) has a higher volatility of 3.54% compared to LoCorr Macro Strategies Fund (LFMAX) at 1.11%. This indicates that LOTIX's price experiences larger fluctuations and is considered to be riskier than LFMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOTIX | LFMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 1.11% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.93% | 4.33% | +4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.24% | 5.70% | +6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.15% | 7.22% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.17% | 7.50% | +5.67% |
LOTIX vs. LFMAX - Expense Ratio Comparison
LOTIX has a 1.75% expense ratio, which is lower than LFMAX's 2.13% expense ratio.
Dividends
LOTIX vs. LFMAX - Dividend Comparison
LOTIX's dividend yield for the trailing twelve months is around 2.14%, less than LFMAX's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFMAX LoCorr Macro Strategies Fund | 2.72% | 2.94% | 2.88% | 2.96% | 14.38% | 4.79% | 5.65% | 4.48% | 2.83% | 5.98% | 1.97% | 2.87% |
LOTIX LoCorr Market Trend Fund | 2.14% | 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 LFMAX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOTIX has higher volatility (3.54%) compared to LFMAX (1.11%). In terms of maximum drawdown, LOTIX dropped -28.32% vs LFMAX's -23.16%.
LOTIX currently has the higher Sharpe Ratio (2.96 vs 2.13), 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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