PDPAX vs. LFMIX
PDPAX (Virtus Duff & Phelps Real Asset Fund) and LFMIX (LoCorr Macro Strategies Fund Class I) are both Global Allocation funds. Over the past 10 years, PDPAX returned 7.12%/yr vs 3.50%/yr for LFMIX. Their 0.12 correlation means their historical movements had little consistent relationship. PDPAX charges 0.81%/yr vs 1.88%/yr for LFMIX.
Performance
PDPAX vs. LFMIX - Performance Comparison
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Returns By Period
In the year-to-date period, PDPAX achieves a 12.69% return, which is significantly higher than LFMIX's 7.71% return. Over the past 10 years, PDPAX has outperformed LFMIX with an annualized return of 7.12%, while LFMIX has yielded a comparatively lower 3.50% annualized return.
PDPAX
- 1D
- -0.28%
- 1M
- 1.20%
- 6M
- 8.03%
- YTD
- 12.69%
- 1Y
- 20.67%
- 3Y*
- 13.51%
- 5Y*
- 9.05%
- 10Y*
- 7.12%
- ALL TIME*
- 4.49%
LFMIX
- 1D
- 0.72%
- 1M
- -0.83%
- 6M
- 4.88%
- YTD
- 7.71%
- 1Y
- 12.27%
- 3Y*
- 4.60%
- 5Y*
- 4.33%
- 10Y*
- 3.50%
- ALL TIME*
- 2.96%
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 |
PDPAX vs. LFMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDPAX Virtus Duff & Phelps Real Asset Fund | 12.69% | 15.90% | 9.45% | 4.73% | -2.66% | 21.15% | -3.18% | 16.84% | -9.35% | 8.15% |
LFMIX LoCorr Macro Strategies Fund Class I | 7.71% | 2.89% | 6.77% | -6.55% | 15.43% | 0.07% | 4.55% | 12.71% | -5.11% | 2.99% |
Correlation
The correlation between PDPAX and LFMIX is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.03 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2011 | 0.12 |
The correlation between PDPAX and LFMIX shifts across timeframes, from -0.03 (5 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PDPAX vs. LFMIX — Risk / Return Rank
PDPAX
LFMIX
PDPAX vs. LFMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Asset Fund (PDPAX) 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.
| PDPAX | LFMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.37 | -0.45 |
| Martin ratioReturn relative to average drawdown | 10.98 | 10.96 | +0.02 |
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Drawdowns
PDPAX vs. LFMIX - Drawdown Comparison
The maximum PDPAX drawdown since its inception was -43.40%, which is greater than LFMIX's maximum drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for PDPAX and LFMIX.
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Drawdown Indicators
| PDPAX | LFMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.40% | -22.68% | -20.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -3.48% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -10.66% | -8.88% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -18.87% | -12.26% | -6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -32.24% | -12.26% | -19.98% |
Current DrawdownCurrent decline from peak | -1.44% | -2.78% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -6.71% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.07% | +0.81% |
Volatility
PDPAX vs. LFMIX - Volatility Comparison
Virtus Duff & Phelps Real Asset Fund (PDPAX) has a higher volatility of 2.37% compared to LoCorr Macro Strategies Fund Class I (LFMIX) at 1.83%. This indicates that PDPAX'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
| PDPAX | LFMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 1.83% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 4.41% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.65% | 5.78% | +3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.11% | 7.19% | +5.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.81% | 7.52% | +5.29% |
PDPAX vs. LFMIX - Expense Ratio Comparison
PDPAX has a 0.81% expense ratio, which is lower than LFMIX's 1.88% expense ratio.
Dividends
PDPAX vs. LFMIX - Dividend Comparison
PDPAX's dividend yield for the trailing twelve months is around 1.57%, less than LFMIX's 2.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFMIX LoCorr Macro Strategies Fund Class I | 2.92% | 3.14% | 3.21% | 3.17% | 14.35% | 4.95% | 4.73% | 4.66% | 3.12% | 5.89% | 1.95% | 3.08% |
PDPAX Virtus Duff & Phelps Real Asset Fund | 1.57% | 1.77% | 3.65% | 2.08% | 1.06% | 0.76% | 0.68% | 3.09% | 2.38% | 1.92% | 0.80% | 1.13% |
Frequently Asked Questions
PDPAX and LFMIX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDPAX has higher volatility (2.37%) compared to LFMIX (1.83%). In terms of maximum drawdown, PDPAX dropped -43.40% vs LFMIX's -22.68%.
PDPAX currently has the higher Sharpe Ratio (2.14 vs 2.04), 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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