PDSYX vs. LFMIX

Last updated Jun 5, 2026

PDSYX (Principal Diversified Select Real Asset Fund) and LFMIX (LoCorr Macro Strategies Fund Class I) are both Global Allocation funds. Over the past 5 years, PDSYX returned 3.58%/yr vs 4.31%/yr for LFMIX. At a 0.04 correlation, their price movements are largely independent. PDSYX charges 1.20%/yr vs 1.88%/yr for LFMIX.

Performance

PDSYX vs. LFMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Diversified Select Real Asset Fund (PDSYX) and LoCorr Macro Strategies Fund Class I (LFMIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PDSYX achieves a 4.92% return, which is significantly lower than LFMIX's 10.03% return.

PDSYX

• 1D: -0.14%
• 1M: -0.21%
• YTD: 4.92%
• 6M: 4.77%
• 1Y: 9.45%
• 3Y*: 6.08%
• 5Y*: 3.58%
• 10Y*: —

LFMIX

• 1D: -0.23%
• 1M: -0.47%
• YTD: 10.03%
• 6M: 10.52%
• 1Y: 15.13%
• 3Y*: 5.43%
• 5Y*: 4.31%
• 10Y*: 4.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PDSYX vs. LFMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PDSYX Principal Diversified Select Real Asset Fund	4.92%	7.90%	3.65%	2.45%	-5.36%	14.81%	2.43%	4.08%
LFMIX LoCorr Macro Strategies Fund Class I	10.03%	2.89%	6.77%	-6.55%	15.43%	0.07%	4.55%	5.40%

Correlation

The correlation between PDSYX and LFMIX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	-0.04
Correlation (5Y) Calculated over the trailing 5-year period	-0.09
Correlation (All Time) Calculated using the full available price history since Jul 12, 2019	0.04

The correlation between PDSYX and LFMIX shifts across timeframes, from -0.09 (5 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

PDSYX vs. LFMIX — Risk / Return Rank

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

PDSYX

PDSYX Risk / Return Rank: 92
PDSYX Sharpe Ratio Rank: 93
PDSYX Sortino Ratio Rank: 95
PDSYX Omega Ratio Rank: 89
PDSYX Calmar Ratio Rank: 91
PDSYX Martin Ratio Rank: 94

LFMIX

LFMIX Risk / Return Rank: 87
LFMIX Sharpe Ratio Rank: 84
LFMIX Sortino Ratio Rank: 85
LFMIX Omega Ratio Rank: 78
LFMIX Calmar Ratio Rank: 95
LFMIX Martin Ratio Rank: 92

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.

PDSYX vs. LFMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Select Real Asset Fund (PDSYX) 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.

	PDSYX	LFMIX	Difference
Sharpe ratio: Return per unit of total volatility	3.15	2.72	+0.43
Sortino ratio: Return per unit of downside risk	4.98	4.04	+0.93
Omega ratio: Gain probability vs. loss probability	1.65	1.51	+0.13
Calmar ratio: Return relative to maximum drawdown	4.75	5.85	-1.10
Martin ratio: Return relative to average drawdown	20.80	18.72	+2.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PDSYX vs. LFMIX - Sharpe Ratio Comparison

The current PDSYX Sharpe Ratio is 3.15, which is comparable to the LFMIX Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of PDSYX and LFMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PDSYX	LFMIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.15	2.72	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.60	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.37	+0.20

Drawdowns

PDSYX vs. LFMIX - Drawdown Comparison

The maximum PDSYX drawdown since its inception was -30.01%, which is greater than LFMIX's maximum drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for PDSYX and LFMIX.

Drawdown Indicators

	PDSYX	LFMIX	Difference
Max Drawdown Largest peak-to-trough decline	-30.01%	-22.68%	-7.33%
Max Drawdown (1Y) Largest decline over 1 year	-1.98%	-2.60%	+0.62%
Max Drawdown (3Y) Largest decline over 3 years	-5.84%	-8.88%	+3.04%
Max Drawdown (5Y) Largest decline over 5 years	-10.95%	-12.26%	+1.31%
Max Drawdown (10Y) Largest decline over 10 years	—	-12.26%	—
Current Drawdown Current decline from peak	-0.48%	-0.70%	+0.22%
Average Drawdown Average peak-to-trough decline	-4.35%	-6.77%	+2.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.45%	0.81%	-0.36%

Volatility

PDSYX vs. LFMIX - Volatility Comparison

The current volatility for Principal Diversified Select Real Asset Fund (PDSYX) is 0.94%, while LoCorr Macro Strategies Fund Class I (LFMIX) has a volatility of 1.26%. This indicates that PDSYX experiences smaller price fluctuations and is considered to be less risky than LFMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PDSYX	LFMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.94%	1.26%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	2.32%	4.29%	-1.97%
Volatility (1Y) Calculated over the trailing 1-year period	2.99%	5.58%	-2.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.32%	7.20%	-0.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.72%	7.61%	+1.11%

PDSYX vs. LFMIX - Expense Ratio Comparison

PDSYX has a 1.20% expense ratio, which is lower than LFMIX's 1.88% expense ratio.

Dividends

PDSYX vs. LFMIX - Dividend Comparison

PDSYX's dividend yield for the trailing twelve months is around 1.76%, less than LFMIX's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LFMIX LoCorr Macro Strategies Fund Class I	2.85%	3.14%	3.21%	3.17%	14.35%	4.95%	4.73%	4.66%	3.12%	5.89%	1.95%	3.08%
PDSYX Principal Diversified Select Real Asset Fund	1.76%	1.85%	2.18%	2.06%	1.58%	7.46%	2.70%	1.21%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PDSYX and LFMIX in my portfolio?

PDSYX and LFMIX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PDSYX or LFMIX?

LFMIX has higher volatility (1.26%) compared to PDSYX (0.94%). In terms of maximum drawdown, PDSYX dropped -30.01% vs LFMIX's -22.68%.

Which has better risk-adjusted returns?

PDSYX currently has the higher Sharpe Ratio (3.15 vs 2.72), 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.