LOTIX vs. QMHIX
Compare and contrast key facts about LoCorr Market Trend Fund (LOTIX) and AQR Managed Futures Strategy HV Fund (QMHIX).
LOTIX is managed by LoCorr Funds. It was launched on Jun 29, 2014. QMHIX is managed by AQR Funds. It was launched on Jul 15, 2013.
Performance
LOTIX vs. QMHIX - Performance Comparison
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LOTIX vs. QMHIX - 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% |
QMHIX AQR Managed Futures Strategy HV Fund | 14.62% | 19.97% | 10.78% | -0.17% | 50.14% | -2.08% | -0.73% | 1.82% | -14.44% | -1.72% |
Returns By Period
In the year-to-date period, LOTIX achieves a 12.97% return, which is significantly lower than QMHIX's 14.62% return. Over the past 10 years, LOTIX has underperformed QMHIX with an annualized return of 3.88%, while QMHIX has yielded a comparatively higher 5.02% 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%
QMHIX
- 1D
- -0.62%
- 1M
- 2.92%
- YTD
- 14.62%
- 6M
- 19.29%
- 1Y
- 27.61%
- 3Y*
- 18.04%
- 5Y*
- 16.43%
- 10Y*
- 5.02%
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LOTIX vs. QMHIX - Expense Ratio Comparison
LOTIX has a 1.75% expense ratio, which is higher than QMHIX's 1.65% expense ratio.
Return for Risk
LOTIX vs. QMHIX — Risk / Return Rank
LOTIX
QMHIX
LOTIX vs. QMHIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and AQR Managed Futures Strategy HV Fund (QMHIX). 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 | QMHIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 2.01 | -0.31 |
Sortino ratioReturn per unit of downside risk | 2.38 | 2.45 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 3.29 | -0.73 |
Martin ratioReturn relative to average drawdown | 5.13 | 8.79 | -3.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LOTIX | QMHIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.01 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.96 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.33 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.37 | +0.04 |
Correlation
The correlation between LOTIX and QMHIX is 0.68, 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. QMHIX - Dividend Comparison
LOTIX's dividend yield for the trailing twelve months is around 2.32%, more than QMHIX's 1.79% 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% |
QMHIX AQR Managed Futures Strategy HV Fund | 1.79% | 2.05% | 2.31% | 7.66% | 9.34% | 10.96% | 9.52% | 4.18% | 0.00% | 0.00% | 0.01% | 7.57% |
Drawdowns
LOTIX vs. QMHIX - Drawdown Comparison
The maximum LOTIX drawdown since its inception was -28.32%, smaller than the maximum QMHIX drawdown of -39.37%. Use the drawdown chart below to compare losses from any high point for LOTIX and QMHIX.
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Drawdown Indicators
| LOTIX | QMHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.32% | -39.37% | +11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -8.34% | +1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -19.06% | -3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -25.83% | -34.54% | +8.71% |
Current DrawdownCurrent decline from peak | -1.72% | -0.62% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -10.94% | -18.05% | +7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 3.13% | +0.63% |
Volatility
LOTIX vs. QMHIX - Volatility Comparison
The current volatility for LoCorr Market Trend Fund (LOTIX) is 3.02%, while AQR Managed Futures Strategy HV Fund (QMHIX) has a volatility of 3.98%. This indicates that LOTIX experiences smaller price fluctuations and is considered to be less risky than QMHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOTIX | QMHIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 3.98% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 9.98% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.71% | 14.16% | -2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.21% | 17.26% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 15.50% | -2.29% |