LOTIX vs. MFTFX
Compare and contrast key facts about LoCorr Market Trend Fund (LOTIX) and Arrow Managed Futures Stragegy Fund (MFTFX).
LOTIX is managed by LoCorr Funds. It was launched on Jun 29, 2014. MFTFX is managed by Arrow Funds. It was launched on Apr 28, 2010.
Performance
LOTIX vs. MFTFX - Performance Comparison
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LOTIX vs. MFTFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOTIX LoCorr Market Trend Fund | 12.97% | 4.07% | 5.74% | -10.95% | 29.93% | 1.03% | 4.81% | 18.53% | -13.44% | 3.84% |
MFTFX Arrow Managed Futures Stragegy Fund | 5.39% | 9.29% | 6.87% | -13.57% | 57.88% | 2.13% | -4.13% | 15.17% | -19.70% | 19.09% |
Returns By Period
In the year-to-date period, LOTIX achieves a 12.97% return, which is significantly higher than MFTFX's 5.39% return. Over the past 10 years, LOTIX has underperformed MFTFX with an annualized return of 3.88%, while MFTFX has yielded a comparatively higher 5.15% annualized 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%
MFTFX
- 1D
- 0.47%
- 1M
- -6.93%
- YTD
- 5.39%
- 6M
- 14.77%
- 1Y
- 21.93%
- 3Y*
- 6.88%
- 5Y*
- 10.71%
- 10Y*
- 5.15%
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LOTIX vs. MFTFX - Expense Ratio Comparison
LOTIX has a 1.75% expense ratio, which is higher than MFTFX's 1.54% expense ratio.
Return for Risk
LOTIX vs. MFTFX — Risk / Return Rank
LOTIX
MFTFX
LOTIX vs. MFTFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and Arrow Managed Futures Stragegy Fund (MFTFX). 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 | MFTFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.89 | +0.80 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.27 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.40 | +1.16 |
Martin ratioReturn relative to average drawdown | 5.13 | 2.86 | +2.27 |
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 | MFTFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.89 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.49 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.23 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.15 | +0.26 |
Correlation
The correlation between LOTIX and MFTFX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LOTIX vs. MFTFX - Dividend Comparison
LOTIX's dividend yield for the trailing twelve months is around 2.32%, while MFTFX has not paid dividends to shareholders.
| 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% |
MFTFX Arrow Managed Futures Stragegy Fund | 0.00% | 0.00% | 0.00% | 11.75% | 41.04% | 2.30% | 0.00% | 20.00% | 7.84% | 2.12% | 9.36% | 1.21% |
Drawdowns
LOTIX vs. MFTFX - Drawdown Comparison
The maximum LOTIX drawdown since its inception was -28.32%, smaller than the maximum MFTFX drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for LOTIX and MFTFX.
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Drawdown Indicators
| LOTIX | MFTFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -35.70% | +7.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -10.94% | +3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -32.57% | +10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -25.83% | -35.70% | +9.87% |
Current DrawdownCurrent decline from peak | -1.72% | -8.12% | +6.40% |
Average DrawdownAverage peak-to-trough decline | -10.94% | -17.15% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 6.42% | -2.66% |
Volatility
LOTIX vs. MFTFX - Volatility Comparison
The current volatility for LoCorr Market Trend Fund (LOTIX) is 3.02%, while Arrow Managed Futures Stragegy Fund (MFTFX) has a volatility of 4.96%. This indicates that LOTIX experiences smaller price fluctuations and is considered to be less risky than MFTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOTIX | MFTFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 4.96% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 15.24% | -5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.71% | 21.16% | -9.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.21% | 22.09% | -8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 22.13% | -8.92% |