LOTIX vs. LFMIX
LOTIX (LoCorr Market Trend Fund) and LFMIX (LoCorr Macro Strategies Fund Class I) are both mutual funds - LOTIX is a Systematic Trend fund managed by LoCorr, while LFMIX is a Global Allocation fund actively managed by LoCorr. Over the past 10 years, LOTIX returned 4.62%/yr vs 3.37%/yr for LFMIX. Their correlation of 0.81 means they have usually moved in the same direction. LOTIX charges 1.75%/yr vs 1.88%/yr for LFMIX.
Performance
LOTIX vs. LFMIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LOTIX achieves a 22.79% return, which is significantly higher than LFMIX's 6.94% return. Over the past 10 years, LOTIX has outperformed LFMIX with an annualized return of 4.62%, while LFMIX has yielded a comparatively lower 3.37% annualized return.
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%
LFMIX
- 1D
- -0.72%
- 1M
- -1.54%
- 6M
- 3.48%
- YTD
- 6.94%
- 1Y
- 11.47%
- 3Y*
- 4.48%
- 5Y*
- 4.18%
- 10Y*
- 3.37%
- ALL TIME*
- 2.91%
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. LFMIX - 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% |
LFMIX LoCorr Macro Strategies Fund Class I | 6.94% | 2.89% | 6.77% | -6.55% | 15.43% | 0.07% | 4.55% | 12.71% | -5.11% | 2.99% |
Correlation
The correlation between LOTIX and LFMIX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2014 | 0.81 |
The correlation between LOTIX and LFMIX has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LOTIX vs. LFMIX — Risk / Return Rank
LOTIX
LFMIX
LOTIX vs. LFMIX - 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 Class I (LFMIX). 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 | LFMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.33 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 7.57 | 2.98 | +4.59 |
| Martin ratioReturn relative to average drawdown | 21.66 | 9.80 | +11.86 |
Loading charts...
Drawdowns
LOTIX vs. LFMIX - Drawdown Comparison
The maximum LOTIX drawdown since its inception was -28.32%, which is greater than LFMIX's maximum drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for LOTIX and LFMIX.
Loading charts...
Drawdown Indicators
| LOTIX | LFMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -22.68% | -5.64% |
Max Drawdown (1Y)Largest decline over 1 year | -4.85% | -3.48% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -20.20% | -8.88% | -11.32% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -12.26% | -9.91% |
Max Drawdown (10Y)Largest decline over 10 years | -23.96% | -12.26% | -11.70% |
Current DrawdownCurrent decline from peak | -2.85% | -3.48% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -6.72% | -3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 1.06% | +0.64% |
Volatility
LOTIX vs. LFMIX - Volatility Comparison
LoCorr Market Trend Fund (LOTIX) has a higher volatility of 3.06% compared to LoCorr Macro Strategies Fund Class I (LFMIX) at 1.64%. This indicates that LOTIX's price experiences larger fluctuations and is considered to be riskier than LFMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LOTIX | LFMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 1.64% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 4.36% | +4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.29% | 5.75% | +6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 7.19% | +5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 7.52% | +5.67% |
LOTIX vs. LFMIX - Expense Ratio Comparison
LOTIX has a 1.75% expense ratio, which is lower than LFMIX's 1.88% expense ratio.
Dividends
LOTIX vs. LFMIX - Dividend Comparison
LOTIX's dividend yield for the trailing twelve months is around 2.13%, less than LFMIX's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFMIX LoCorr Macro Strategies Fund Class I | 2.94% | 3.14% | 3.21% | 3.17% | 14.35% | 4.95% | 4.73% | 4.66% | 3.12% | 5.89% | 1.95% | 3.08% |
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 LFMIX have a correlation of 0.78, 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 LFMIX (1.64%). In terms of maximum drawdown, LOTIX dropped -28.32% vs LFMIX's -22.68%.
LOTIX currently has the higher Sharpe Ratio (3.00 vs 1.81), 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.
Find the right allocation for LOTIX and LFMIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer