PDAVX vs. LFMIX
PDAVX (PineBridge Dynamic Asset Allocation Fund) and LFMIX (LoCorr Macro Strategies Fund Class I) are both Global Allocation funds. Over the past 5 years, PDAVX returned 2.47%/yr vs 4.18%/yr for LFMIX. Their 0.07 correlation means their historical movements had little consistent relationship. PDAVX charges 0.90%/yr vs 1.88%/yr for LFMIX.
Performance
PDAVX vs. LFMIX - Performance Comparison
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Returns By Period
In the year-to-date period, PDAVX achieves a 4.92% return, which is significantly lower than LFMIX's 6.94% return.
PDAVX
- 1D
- 1.97%
- 1M
- -0.44%
- 6M
- 2.67%
- YTD
- 4.92%
- 1Y
- 12.34%
- 3Y*
- 9.33%
- 5Y*
- 2.47%
- 10Y*
- —
- ALL TIME*
- 5.29%
LFMIX
- 1D
- -0.72%
- 1M
- -1.54%
- 6M
- 3.48%
- YTD
- 6.94%
- 1Y
- 11.47%
- 3Y*
- 4.48%
- 5Y*
- 4.18%
- 10Y*
- 3.37%
- ALL TIME*
- 2.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PDAVX vs. LFMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDAVX PineBridge Dynamic Asset Allocation Fund | 4.92% | 14.21% | 5.48% | 7.60% | -16.77% | 6.51% | 12.87% | 14.84% | -9.55% | 15.83% |
LFMIX LoCorr Macro Strategies Fund Class I | 6.94% | 2.89% | 6.77% | -6.55% | 15.43% | 0.07% | 4.55% | 12.71% | -5.11% | 2.99% |
Correlation
The correlation between PDAVX and LFMIX is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.07 |
The correlation between PDAVX and LFMIX shifts across timeframes, from -0.10 (5 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PDAVX vs. LFMIX — Risk / Return Rank
PDAVX
LFMIX
PDAVX vs. LFMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PineBridge Dynamic Asset Allocation Fund (PDAVX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PDAVX | LFMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.98 | -1.71 |
| Martin ratioReturn relative to average drawdown | 4.48 | 9.80 | -5.32 |
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Drawdowns
PDAVX vs. LFMIX - Drawdown Comparison
The maximum PDAVX drawdown since its inception was -25.58%, which is greater than LFMIX's maximum drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for PDAVX and LFMIX.
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Drawdown Indicators
| PDAVX | LFMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.58% | -22.68% | -2.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -3.48% | -5.41% |
Max Drawdown (3Y)Largest decline over 3 years | -12.17% | -8.88% | -3.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -12.26% | -12.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.26% | — |
Current DrawdownCurrent decline from peak | -3.24% | -3.48% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -7.16% | -6.72% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 1.06% | +1.46% |
Volatility
PDAVX vs. LFMIX - Volatility Comparison
PineBridge Dynamic Asset Allocation Fund (PDAVX) has a higher volatility of 3.62% compared to LoCorr Macro Strategies Fund Class I (LFMIX) at 1.64%. This indicates that PDAVX'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
| PDAVX | LFMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 1.64% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 4.36% | +6.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 5.75% | +6.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.60% | 7.19% | +3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.52% | 7.52% | +3.00% |
PDAVX vs. LFMIX - Expense Ratio Comparison
PDAVX has a 0.90% expense ratio, which is lower than LFMIX's 1.88% expense ratio.
Dividends
PDAVX vs. LFMIX - Dividend Comparison
PDAVX's dividend yield for the trailing twelve months is around 1.66%, less than LFMIX's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFMIX LoCorr Macro Strategies Fund Class I | 2.94% | 3.14% | 3.21% | 3.17% | 14.35% | 4.95% | 4.73% | 4.66% | 3.12% | 5.89% | 1.95% | 3.08% |
PDAVX PineBridge Dynamic Asset Allocation Fund | 1.66% | 1.74% | 2.35% | 2.74% | 0.00% | 5.28% | 1.19% | 1.38% | 2.54% | 5.75% | 0.00% | 0.00% |
Frequently Asked Questions
PDAVX and LFMIX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDAVX has higher volatility (3.62%) compared to LFMIX (1.64%). In terms of maximum drawdown, PDAVX dropped -25.58% vs LFMIX's -22.68%.
LFMIX currently has the higher Sharpe Ratio (1.81 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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