NMAI vs. LFMIX
Compare and contrast key facts about Nuveen Multi-Asset Income Fund (NMAI) and LoCorr Macro Strategies Fund Class I (LFMIX).
NMAI is an actively managed fund by Nuveen. It was launched on Nov 22, 2021. LFMIX is an actively managed fund by LoCorr. It was launched on Mar 24, 2011.
Performance
NMAI vs. LFMIX - Performance Comparison
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NMAI vs. LFMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NMAI Nuveen Multi-Asset Income Fund | -0.81% | 20.03% | 11.65% | 19.52% | -26.38% | -1.71% |
LFMIX LoCorr Macro Strategies Fund Class I | 8.74% | 2.89% | 6.77% | -6.55% | 15.43% | -2.95% |
Returns By Period
In the year-to-date period, NMAI achieves a -0.81% return, which is significantly lower than LFMIX's 8.74% return.
NMAI
- 1D
- 1.61%
- 1M
- -7.60%
- YTD
- -0.81%
- 6M
- 1.95%
- 1Y
- 14.82%
- 3Y*
- 15.51%
- 5Y*
- —
- 10Y*
- —
LFMIX
- 1D
- 0.24%
- 1M
- 2.79%
- YTD
- 8.74%
- 6M
- 9.91%
- 1Y
- 11.89%
- 3Y*
- 5.23%
- 5Y*
- 4.55%
- 10Y*
- 4.01%
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NMAI vs. LFMIX - Expense Ratio Comparison
NMAI has a 2.91% expense ratio, which is higher than LFMIX's 1.88% expense ratio.
Return for Risk
NMAI vs. LFMIX — Risk / Return Rank
NMAI
LFMIX
NMAI vs. LFMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Multi-Asset Income Fund (NMAI) and LoCorr Macro Strategies Fund Class I (LFMIX). 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.
| NMAI | LFMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 2.07 | -1.10 |
Sortino ratioReturn per unit of downside risk | 1.36 | 3.00 | -1.65 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.91 | -2.63 |
Martin ratioReturn relative to average drawdown | 5.10 | 10.38 | -5.28 |
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
| NMAI | LFMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.07 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.36 | -0.16 |
Correlation
The correlation between NMAI and LFMIX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
NMAI vs. LFMIX - Dividend Comparison
NMAI's dividend yield for the trailing twelve months is around 9.68%, more than LFMIX's 2.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMAI Nuveen Multi-Asset Income Fund | 9.68% | 9.89% | 13.73% | 10.57% | 19.45% | 1.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LFMIX LoCorr Macro Strategies Fund Class I | 2.89% | 3.14% | 3.21% | 3.17% | 14.35% | 4.95% | 4.73% | 4.66% | 3.12% | 5.89% | 1.95% | 3.08% |
Drawdowns
NMAI vs. LFMIX - Drawdown Comparison
The maximum NMAI drawdown since its inception was -35.61%, which is greater than LFMIX's maximum drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for NMAI and LFMIX.
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Drawdown Indicators
| NMAI | LFMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.61% | -22.68% | -12.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -2.95% | -8.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.26% | — |
Current DrawdownCurrent decline from peak | -7.93% | 0.00% | -7.93% |
Average DrawdownAverage peak-to-trough decline | -13.00% | -6.84% | -6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 1.16% | +1.82% |
Volatility
NMAI vs. LFMIX - Volatility Comparison
Nuveen Multi-Asset Income Fund (NMAI) has a higher volatility of 6.43% compared to LoCorr Macro Strategies Fund Class I (LFMIX) at 1.87%. This indicates that NMAI's price experiences larger fluctuations and is considered to be riskier than LFMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NMAI | LFMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 1.87% | +4.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 4.50% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 5.77% | +9.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 7.25% | +9.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 7.64% | +8.97% |