LOTIX vs. QDVO

Last updated Apr 1, 2026

Compare and contrast key facts about LoCorr Market Trend Fund (LOTIX) and Amplify CWP Growth & Income ETF (QDVO).

LOTIX is managed by LoCorr Funds. It was launched on Jun 29, 2014. QDVO is an actively managed fund by Amplify. It was launched on Aug 22, 2024.

Performance

LOTIX vs. QDVO - Performance Comparison

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

LOTIX vs. QDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LOTIX LoCorr Market Trend Fund	12.97%	4.07%	0.51%
QDVO Amplify CWP Growth & Income ETF	-5.75%	20.16%	11.80%

Returns By Period

In the year-to-date period, LOTIX achieves a 12.97% return, which is significantly higher than QDVO's -5.75% 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%

QDVO

• 1D: 3.02%
• 1M: -3.55%
• YTD: -5.75%
• 6M: -3.27%
• 1Y: 20.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LOTIX vs. QDVO - Expense Ratio Comparison

LOTIX has a 1.75% expense ratio, which is higher than QDVO's 0.55% expense ratio.

LOTIX

LoCorr Market Trend Fund

QDVO

Amplify CWP Growth & Income ETF

Return for Risk

LOTIX vs. QDVO — 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

QDVO

QDVO Risk / Return Rank: 74
QDVO Sharpe Ratio Rank: 67
QDVO Sortino Ratio Rank: 74
QDVO Omega Ratio Rank: 72
QDVO Calmar Ratio Rank: 80
QDVO Martin Ratio Rank: 78

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. QDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and Amplify CWP Growth & Income ETF (QDVO). 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	QDVO	Difference
Sharpe ratio Return per unit of total volatility	1.70	1.12	+0.58
Sortino ratio Return per unit of downside risk	2.38	1.77	+0.61
Omega ratio Gain probability vs. loss probability	1.30	1.25	+0.05
Calmar ratio Return relative to maximum drawdown	2.56	2.07	+0.50
Martin ratio Return relative to average drawdown	5.13	7.80	-2.66
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. QDVO - Sharpe Ratio Comparison

The current LOTIX Sharpe Ratio is 1.70, which is higher than the QDVO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of LOTIX and QDVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LOTIX	QDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	1.12	+0.58
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	0.89	-0.48

Correlation

The correlation between LOTIX and QDVO is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

LOTIX vs. QDVO - Dividend Comparison

LOTIX's dividend yield for the trailing twelve months is around 2.32%, less than QDVO's 11.26% 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%
QDVO Amplify CWP Growth & Income ETF	11.26%	9.92%	2.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

LOTIX vs. QDVO - Drawdown Comparison

The maximum LOTIX drawdown since its inception was -28.32%, which is greater than QDVO's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for LOTIX and QDVO.

Drawdown Indicators

	LOTIX	QDVO	Difference
Max Drawdown Largest peak-to-trough decline	-28.32%	-17.75%	-10.57%
Max Drawdown (1Y) Largest decline over 1 year	-7.10%	-10.24%	+3.14%
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%	-7.50%	+5.78%
Average Drawdown Average peak-to-trough decline	-10.94%	-2.50%	-8.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.76%	2.71%	+1.05%

Volatility

LOTIX vs. QDVO - Volatility Comparison

The current volatility for LoCorr Market Trend Fund (LOTIX) is 3.02%, while Amplify CWP Growth & Income ETF (QDVO) has a volatility of 5.31%. This indicates that LOTIX experiences smaller price fluctuations and is considered to be less risky than QDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOTIX	QDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	5.31%	-2.29%
Volatility (6M) Calculated over the trailing 6-month period	9.57%	9.74%	-0.17%
Volatility (1Y) Calculated over the trailing 1-year period	11.71%	18.60%	-6.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.21%	18.02%	-4.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.21%	18.02%	-4.81%