LOTIX vs. LSPIX

Last updated Jun 4, 2026

LOTIX (LoCorr Market Trend Fund) and LSPIX (LoCorr Spectrum Income Fund) are both mutual funds - LOTIX is a Systematic Trend fund managed by LoCorr Funds, while LSPIX is a Diversified Portfolio fund managed by LoCorr Funds. Over the past 10 years, LOTIX returned 5.15%/yr vs 5.18%/yr for LSPIX. At a 0.12 correlation, their price movements are largely independent. LOTIX charges 1.75%/yr vs 1.73%/yr for LSPIX.

Performance

LOTIX vs. LSPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LoCorr Market Trend Fund (LOTIX) and LoCorr Spectrum Income Fund (LSPIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOTIX achieves a 25.32% return, which is significantly higher than LSPIX's 7.08% return. Both investments have delivered pretty close results over the past 10 years, with LOTIX having a 5.15% annualized return and LSPIX not far ahead at 5.18%.

LOTIX

• 1D: 0.51%
• 1M: 2.73%
• YTD: 25.32%
• 6M: 26.83%
• 1Y: 41.82%
• 3Y*: 7.86%
• 5Y*: 8.25%
• 10Y*: 5.15%

LSPIX

• 1D: 0.54%
• 1M: 0.00%
• YTD: 7.08%
• 6M: 6.88%
• 1Y: 13.62%
• 3Y*: 10.96%
• 5Y*: 3.59%
• 10Y*: 5.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LOTIX vs. LSPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LOTIX LoCorr Market Trend Fund	25.32%	4.07%	5.74%	-10.95%	29.93%	1.03%	4.81%	18.53%	-13.44%	3.84%
LSPIX LoCorr Spectrum Income Fund	7.08%	9.86%	9.14%	2.04%	-8.59%	21.49%	-2.64%	18.75%	-7.91%	3.86%

Correlation

The correlation between LOTIX and LSPIX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jul 2, 2014	0.12

Over the past year, LOTIX and LSPIX have become more correlated (0.39) than their long-term average of 0.12, meaning their price movements have been converging.

Return for Risk

LOTIX vs. LSPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LOTIX

LOTIX Risk / Return Rank: 95
LOTIX Sharpe Ratio Rank: 97
LOTIX Sortino Ratio Rank: 94
LOTIX Omega Ratio Rank: 89
LOTIX Calmar Ratio Rank: 98
LOTIX Martin Ratio Rank: 98

LSPIX

LSPIX Risk / Return Rank: 34
LSPIX Sharpe Ratio Rank: 34
LSPIX Sortino Ratio Rank: 32
LSPIX Omega Ratio Rank: 32
LSPIX Calmar Ratio Rank: 39
LSPIX Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LOTIX vs. LSPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and LoCorr Spectrum Income Fund (LSPIX). 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	LSPIX	Difference
Sharpe ratio: Return per unit of total volatility	3.61	1.69	+1.92
Sortino ratio: Return per unit of downside risk	4.89	2.36	+2.53
Omega ratio: Gain probability vs. loss probability	1.63	1.30	+0.33
Calmar ratio: Return relative to maximum drawdown	9.40	2.38	+7.02
Martin ratio: Return relative to average drawdown	29.25	7.49	+21.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOTIX vs. LSPIX - Sharpe Ratio Comparison

The current LOTIX Sharpe Ratio is 3.61, which is higher than the LSPIX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of LOTIX and LSPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LOTIX	LSPIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.61	1.69	+1.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.30	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.34	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.23	+0.25

Drawdowns

LOTIX vs. LSPIX - Drawdown Comparison

The maximum LOTIX drawdown since its inception was -28.32%, smaller than the maximum LSPIX drawdown of -43.64%. Use the drawdown chart below to compare losses from any high point for LOTIX and LSPIX.

Drawdown Indicators

	LOTIX	LSPIX	Difference
Max Drawdown Largest peak-to-trough decline	-28.32%	-43.64%	+15.32%
Max Drawdown (1Y) Largest decline over 1 year	-4.47%	-6.02%	+1.55%
Max Drawdown (3Y) Largest decline over 3 years	-20.20%	-13.07%	-7.13%
Max Drawdown (5Y) Largest decline over 5 years	-22.17%	-18.93%	-3.24%
Max Drawdown (10Y) Largest decline over 10 years	-25.83%	-43.64%	+17.81%
Current Drawdown Current decline from peak	-0.86%	-2.03%	+1.17%
Average Drawdown Average peak-to-trough decline	-10.79%	-8.48%	-2.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.43%	1.91%	-0.48%

Volatility

LOTIX vs. LSPIX - Volatility Comparison

LoCorr Market Trend Fund (LOTIX) has a higher volatility of 3.24% compared to LoCorr Spectrum Income Fund (LSPIX) at 2.16%. This indicates that LOTIX's price experiences larger fluctuations and is considered to be riskier than LSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOTIX	LSPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	2.16%	+1.08%
Volatility (6M) Calculated over the trailing 6-month period	8.58%	6.28%	+2.30%
Volatility (1Y) Calculated over the trailing 1-year period	11.63%	8.49%	+3.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.19%	11.87%	+1.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.20%	15.26%	-2.06%

LOTIX vs. LSPIX - Expense Ratio Comparison

LOTIX has a 1.75% expense ratio, which is higher than LSPIX's 1.73% expense ratio.

Dividends

LOTIX vs. LSPIX - Dividend Comparison

LOTIX's dividend yield for the trailing twelve months is around 2.09%, less than LSPIX's 8.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LOTIX LoCorr Market Trend Fund	2.09%	2.62%	5.66%	2.73%	17.57%	3.62%	0.24%	1.33%	0.00%	0.00%	1.89%	0.93%
LSPIX LoCorr Spectrum Income Fund	8.62%	8.91%	8.96%	8.96%	11.00%	6.91%	7.83%	7.56%	9.60%	8.13%	7.80%	7.71%

Frequently Asked Questions

Can I hold both LOTIX and LSPIX in my portfolio?

LOTIX and LSPIX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOTIX or LSPIX?

LOTIX has higher volatility (3.24%) compared to LSPIX (2.16%). In terms of maximum drawdown, LOTIX dropped -28.32% vs LSPIX's -43.64%.

Which has better risk-adjusted returns?

LOTIX currently has the higher Sharpe Ratio (3.61 vs 1.69), 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.