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LSPIX vs. EEIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSPIX vs. EEIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LoCorr Spectrum Income Fund (LSPIX) and Eaton Vance Emerging Markets Local Income Fund Class I (EEIIX). The values are adjusted to include any dividend payments, if applicable.

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LSPIX vs. EEIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LSPIX
LoCorr Spectrum Income Fund
3.09%9.86%9.14%2.04%-8.59%21.49%-2.64%18.75%-7.91%3.86%
EEIIX
Eaton Vance Emerging Markets Local Income Fund Class I
-1.77%26.00%-0.97%13.95%-11.53%-7.57%5.00%23.01%-8.11%16.45%

Returns By Period

In the year-to-date period, LSPIX achieves a 3.09% return, which is significantly higher than EEIIX's -1.77% return. Both investments have delivered pretty close results over the past 10 years, with LSPIX having a 5.12% annualized return and EEIIX not far behind at 4.97%.


LSPIX

1D
0.00%
1M
-4.86%
YTD
3.09%
6M
5.61%
1Y
7.63%
3Y*
8.44%
5Y*
4.40%
10Y*
5.12%

EEIIX

1D
-0.67%
1M
-7.13%
YTD
-1.77%
6M
3.94%
1Y
17.39%
3Y*
9.60%
5Y*
4.36%
10Y*
4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSPIX vs. EEIIX - Expense Ratio Comparison

LSPIX has a 1.73% expense ratio, which is higher than EEIIX's 1.01% expense ratio.


Return for Risk

LSPIX vs. EEIIX — Risk / Return Rank

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

LSPIX
LSPIX Risk / Return Rank: 2222
Overall Rank
LSPIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LSPIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
LSPIX Omega Ratio Rank: 2323
Omega Ratio Rank
LSPIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
LSPIX Martin Ratio Rank: 2424
Martin Ratio Rank

EEIIX
EEIIX Risk / Return Rank: 9494
Overall Rank
EEIIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EEIIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
EEIIX Omega Ratio Rank: 9696
Omega Ratio Rank
EEIIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EEIIX Martin Ratio Rank: 9292
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.

LSPIX vs. EEIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Spectrum Income Fund (LSPIX) and Eaton Vance Emerging Markets Local Income Fund Class I (EEIIX). 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.


LSPIXEEIIXDifference

Sharpe ratio

Return per unit of total volatility

0.59

2.67

-2.09

Sortino ratio

Return per unit of downside risk

0.85

3.64

-2.79

Omega ratio

Gain probability vs. loss probability

1.14

1.55

-0.42

Calmar ratio

Return relative to maximum drawdown

0.58

2.42

-1.83

Martin ratio

Return relative to average drawdown

2.60

11.28

-8.68

LSPIX vs. EEIIX - Sharpe Ratio Comparison

The current LSPIX Sharpe Ratio is 0.59, which is lower than the EEIIX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of LSPIX and EEIIX, 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


LSPIXEEIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

2.67

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.55

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.59

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.39

-0.18

Correlation

The correlation between LSPIX and EEIIX is 0.42, 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

LSPIX vs. EEIIX - Dividend Comparison

LSPIX's dividend yield for the trailing twelve months is around 8.03%, less than EEIIX's 10.84% yield.


TTM20252024202320222021202020192018201720162015
LSPIX
LoCorr Spectrum Income Fund
8.03%8.91%8.96%8.96%11.00%6.91%7.83%7.56%9.60%8.13%7.80%7.71%
EEIIX
Eaton Vance Emerging Markets Local Income Fund Class I
10.84%10.36%11.46%11.62%13.71%11.49%10.06%13.31%10.80%9.04%11.27%12.21%

Drawdowns

LSPIX vs. EEIIX - Drawdown Comparison

The maximum LSPIX drawdown since its inception was -43.64%, which is greater than EEIIX's maximum drawdown of -31.11%. Use the drawdown chart below to compare losses from any high point for LSPIX and EEIIX.


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Drawdown Indicators


LSPIXEEIIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.64%

-31.11%

-12.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-7.20%

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-18.93%

-26.28%

+7.35%

Max Drawdown (10Y)

Largest decline over 10 years

-43.64%

-28.05%

-15.59%

Current Drawdown

Current decline from peak

-5.68%

-7.20%

+1.52%

Average Drawdown

Average peak-to-trough decline

-8.56%

-8.77%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

1.54%

+1.32%

Volatility

LSPIX vs. EEIIX - Volatility Comparison

The current volatility for LoCorr Spectrum Income Fund (LSPIX) is 3.08%, while Eaton Vance Emerging Markets Local Income Fund Class I (EEIIX) has a volatility of 3.56%. This indicates that LSPIX experiences smaller price fluctuations and is considered to be less risky than EEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSPIXEEIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

3.56%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

5.11%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

6.68%

+7.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.95%

7.95%

+4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

8.38%

+6.89%