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LOTIX vs. QSPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LOTIX vs. QSPIX - Performance Comparison

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

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LOTIX vs. QSPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QSPIX
AQR Style Premia Alternative Fund
9.94%14.82%21.48%12.46%30.76%24.93%-21.96%-8.22%-12.35%12.12%

Returns By Period

In the year-to-date period, LOTIX achieves a 12.97% return, which is significantly higher than QSPIX's 9.94% return. Over the past 10 years, LOTIX has underperformed QSPIX with an annualized return of 3.88%, while QSPIX has yielded a comparatively higher 7.05% 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%

QSPIX

1D
-0.21%
1M
3.82%
YTD
9.94%
6M
12.16%
1Y
13.99%
3Y*
19.92%
5Y*
18.65%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LOTIX vs. QSPIX - Expense Ratio Comparison

LOTIX has a 1.75% expense ratio, which is higher than QSPIX's 1.49% expense ratio.


Return for Risk

LOTIX vs. QSPIX — Risk / Return Rank

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

LOTIX
LOTIX Risk / Return Rank: 7979
Overall Rank
LOTIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LOTIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
LOTIX Omega Ratio Rank: 7979
Omega Ratio Rank
LOTIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
LOTIX Martin Ratio Rank: 5353
Martin Ratio Rank

QSPIX
QSPIX Risk / Return Rank: 7272
Overall Rank
QSPIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QSPIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
QSPIX Omega Ratio Rank: 7070
Omega Ratio Rank
QSPIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
QSPIX Martin Ratio Rank: 5555
Martin Ratio Rank
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. QSPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and AQR Style Premia Alternative Fund (QSPIX). 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.


LOTIXQSPIXDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.42

+0.28

Sortino ratio

Return per unit of downside risk

2.38

1.94

+0.44

Omega ratio

Gain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratio

Return relative to maximum drawdown

2.56

1.76

+0.81

Martin ratio

Return relative to average drawdown

5.13

5.29

-0.16

LOTIX vs. QSPIX - Sharpe Ratio Comparison

The current LOTIX Sharpe Ratio is 1.70, which is comparable to the QSPIX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of LOTIX and QSPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LOTIXQSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.42

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

1.18

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.55

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.61

-0.20

Correlation

The correlation between LOTIX and QSPIX is 0.18, 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. QSPIX - Dividend Comparison

LOTIX's dividend yield for the trailing twelve months is around 2.32%, which matches QSPIX's 2.34% yield.


TTM20252024202320222021202020192018201720162015
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%
QSPIX
AQR Style Premia Alternative Fund
2.34%2.57%6.95%23.77%22.68%12.78%0.00%1.62%0.96%7.08%1.74%5.83%

Drawdowns

LOTIX vs. QSPIX - Drawdown Comparison

The maximum LOTIX drawdown since its inception was -28.32%, smaller than the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for LOTIX and QSPIX.


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Drawdown Indicators


LOTIXQSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.32%

-41.37%

+13.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-8.11%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-17.13%

-5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-25.83%

-41.37%

+15.54%

Current Drawdown

Current decline from peak

-1.72%

-0.21%

-1.51%

Average Drawdown

Average peak-to-trough decline

-10.94%

-9.54%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

2.70%

+1.06%

Volatility

LOTIX vs. QSPIX - Volatility Comparison

LoCorr Market Trend Fund (LOTIX) has a higher volatility of 3.02% compared to AQR Style Premia Alternative Fund (QSPIX) at 2.61%. This indicates that LOTIX's price experiences larger fluctuations and is considered to be riskier than QSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOTIXQSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

2.61%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

6.62%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.71%

10.12%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

15.98%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.21%

12.76%

+0.45%