LOTIX vs. QCFNX

Last updated Apr 1, 2026

Compare and contrast key facts about LoCorr Market Trend Fund (LOTIX) and AQR CVX Fusion Fund Class N (QCFNX).

LOTIX is managed by LoCorr Funds. It was launched on Jun 29, 2014. QCFNX is an actively managed fund by AQR. It was launched on Jun 18, 2025.

Performance

LOTIX vs. QCFNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LoCorr Market Trend Fund (LOTIX) and AQR CVX Fusion Fund Class N (QCFNX). The values are adjusted to include any dividend payments, if applicable.

LOTIX vs. QCFNX - Yearly Performance Comparison

	2026 (YTD)	2025
LOTIX LoCorr Market Trend Fund	12.97%	2.58%
QCFNX AQR CVX Fusion Fund Class N	-1.71%	1.98%

Returns By Period

In the year-to-date period, LOTIX achieves a 12.97% return, which is significantly higher than QCFNX's -1.71% 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%

QCFNX

• 1D: -0.64%
• 1M: -6.44%
• YTD: -1.71%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LOTIX vs. QCFNX - Expense Ratio Comparison

LOTIX has a 1.75% expense ratio, which is lower than QCFNX's 2.42% expense ratio.

QCFNX

AQR CVX Fusion Fund Class N

LOTIX

LoCorr Market Trend Fund

Return for Risk

LOTIX vs. QCFNX — Risk / Return Rank

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

LOTIX

LOTIX Risk / Return Rank: 79
LOTIX Sharpe Ratio Rank: 87
LOTIX Sortino Ratio Rank: 88
LOTIX Omega Ratio Rank: 79
LOTIX Calmar Ratio Rank: 90
LOTIX Martin Ratio Rank: 53

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. QCFNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and AQR CVX Fusion Fund Class N (QCFNX). 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	QCFNX	Difference
Sharpe ratio Return per unit of total volatility	1.70	—	—
Sortino ratio Return per unit of downside risk	2.38	—	—
Omega ratio Gain probability vs. loss probability	1.30	—	—
Calmar ratio Return relative to maximum drawdown	2.56	—	—
Martin ratio Return relative to average drawdown	5.13	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LOTIX	QCFNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.04	+0.37

Correlation

The correlation between LOTIX and QCFNX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LOTIX vs. QCFNX - Dividend Comparison

LOTIX's dividend yield for the trailing twelve months is around 2.32%, less than QCFNX's 7.86% yield.

	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%
QCFNX AQR CVX Fusion Fund Class N	7.86%	7.72%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

LOTIX vs. QCFNX - Drawdown Comparison

The maximum LOTIX drawdown since its inception was -28.32%, which is greater than QCFNX's maximum drawdown of -8.02%. Use the drawdown chart below to compare losses from any high point for LOTIX and QCFNX.

Drawdown Indicators

	LOTIX	QCFNX	Difference
Max Drawdown Largest peak-to-trough decline	-28.32%	-8.02%	-20.30%
Max Drawdown (1Y) Largest decline over 1 year	-7.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.17%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-25.83%	—	—
Current Drawdown Current decline from peak	-1.72%	-8.02%	+6.30%
Average Drawdown Average peak-to-trough decline	-10.94%	-1.94%	-9.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.76%	—	—

Volatility

Volatility by Period

	LOTIX	QCFNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.57%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.71%	16.02%	-4.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.21%	16.02%	-2.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.21%	16.02%	-2.81%