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LSPIX vs. MAANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSPIX vs. MAANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LoCorr Spectrum Income Fund (LSPIX) and Mutual of America Aggressive Allocation Fund (MAANX). The values are adjusted to include any dividend payments, if applicable.

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LSPIX vs. MAANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LSPIX
LoCorr Spectrum Income Fund
3.09%9.86%9.14%2.04%-8.59%21.49%-3.06%
MAANX
Mutual of America Aggressive Allocation Fund
-3.18%16.23%12.16%12.48%-15.74%14.83%860.00%

Returns By Period

In the year-to-date period, LSPIX achieves a 3.09% return, which is significantly higher than MAANX's -3.18% return.


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%

MAANX

1D
-1.43%
1M
-7.93%
YTD
-3.18%
6M
-0.71%
1Y
14.13%
3Y*
10.62%
5Y*
5.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSPIX vs. MAANX - Expense Ratio Comparison

LSPIX has a 1.73% expense ratio, which is higher than MAANX's 0.05% expense ratio.


Return for Risk

LSPIX vs. MAANX — 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

MAANX
MAANX Risk / Return Rank: 4444
Overall Rank
MAANX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MAANX Sortino Ratio Rank: 5858
Sortino Ratio Rank
MAANX Omega Ratio Rank: 5656
Omega Ratio Rank
MAANX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MAANX Martin Ratio Rank: 2929
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. MAANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LoCorr Spectrum Income Fund (LSPIX) and Mutual of America Aggressive Allocation Fund (MAANX). 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.


LSPIXMAANXDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.03

-0.45

Sortino ratio

Return per unit of downside risk

0.85

1.57

-0.72

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

0.58

0.68

-0.10

Martin ratio

Return relative to average drawdown

2.60

3.22

-0.62

LSPIX vs. MAANX - Sharpe Ratio Comparison

The current LSPIX Sharpe Ratio is 0.59, which is lower than the MAANX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of LSPIX and MAANX, 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


LSPIXMAANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.03

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.37

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.15

+0.06

Correlation

The correlation between LSPIX and MAANX is 0.63, 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. MAANX - Dividend Comparison

LSPIX's dividend yield for the trailing twelve months is around 8.03%, less than MAANX's 11.04% 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%
MAANX
Mutual of America Aggressive Allocation Fund
11.04%10.68%7.81%4.21%12.49%7.60%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LSPIX vs. MAANX - Drawdown Comparison

The maximum LSPIX drawdown since its inception was -43.64%, which is greater than MAANX's maximum drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for LSPIX and MAANX.


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Drawdown Indicators


LSPIXMAANXDifference

Max Drawdown

Largest peak-to-trough decline

-43.64%

-29.21%

-14.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-10.72%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-18.93%

-22.63%

+3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-43.64%

Current Drawdown

Current decline from peak

-5.68%

-8.10%

+2.42%

Average Drawdown

Average peak-to-trough decline

-8.56%

-5.72%

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.78%

+0.08%

Volatility

LSPIX vs. MAANX - Volatility Comparison

The current volatility for LoCorr Spectrum Income Fund (LSPIX) is 3.08%, while Mutual of America Aggressive Allocation Fund (MAANX) has a volatility of 3.41%. This indicates that LSPIX experiences smaller price fluctuations and is considered to be less risky than MAANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSPIXMAANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

3.41%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

8.14%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

15.51%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.95%

16.31%

-4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

385.95%

-370.68%