Correlation
The correlation between LOTIX and SPY is 0.17, 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.
LOTIX vs. SPY
Compare and contrast key facts about LoCorr Market Trend Fund (LOTIX) and SPDR S&P 500 ETF (SPY).
LOTIX is managed by LoCorr Funds. It was launched on Jun 29, 2014. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LOTIX or SPY.
Performance
LOTIX vs. SPY - Performance Comparison
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Key characteristics
LOTIX:
-1.34
SPY:
0.70
LOTIX:
-1.76
SPY:
1.02
LOTIX:
0.76
SPY:
1.15
LOTIX:
-0.61
SPY:
0.68
LOTIX:
-1.48
SPY:
2.57
LOTIX:
12.85%
SPY:
4.93%
LOTIX:
13.48%
SPY:
20.42%
LOTIX:
-31.38%
SPY:
-55.19%
LOTIX:
-30.69%
SPY:
-3.55%
Returns By Period
In the year-to-date period, LOTIX achieves a -8.31% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, LOTIX has underperformed SPY with an annualized return of -0.32%, while SPY has yielded a comparatively higher 12.73% annualized return.
LOTIX
-8.31%
-0.59%
-7.32%
-17.74%
-8.72%
1.93%
-0.32%
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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LOTIX vs. SPY - Expense Ratio Comparison
LOTIX has a 1.75% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
LOTIX vs. SPY — Risk-Adjusted Performance Rank
LOTIX
SPY
LOTIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LoCorr Market Trend Fund (LOTIX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
LOTIX vs. SPY - Dividend Comparison
LOTIX's dividend yield for the trailing twelve months is around 6.23%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOTIX LoCorr Market Trend Fund | 6.23% | 5.71% | 2.73% | 17.57% | 3.62% | 0.24% | 1.33% | 0.00% | 0.00% | 1.89% | 0.94% | 3.83% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
LOTIX vs. SPY - Drawdown Comparison
The maximum LOTIX drawdown since its inception was -31.38%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LOTIX and SPY.
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Volatility
LOTIX vs. SPY - Volatility Comparison
The current volatility for LoCorr Market Trend Fund (LOTIX) is 1.78%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that LOTIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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