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PQTAX vs. LCSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PQTAX vs. LCSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX). The values are adjusted to include any dividend payments, if applicable.

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PQTAX vs. LCSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PQTAX
PIMCO TRENDS Managed Futures Strategy Fund Class A
4.61%2.06%-3.31%-4.52%11.06%14.52%8.48%2.63%1.98%4.51%
LCSIX
LoCorr Long/Short Commodity Strategies Fund
2.78%1.13%-8.29%-3.07%6.04%14.90%9.90%-5.97%15.16%6.19%

Returns By Period

In the year-to-date period, PQTAX achieves a 4.61% return, which is significantly higher than LCSIX's 2.78% return. Over the past 10 years, PQTAX has outperformed LCSIX with an annualized return of 3.64%, while LCSIX has yielded a comparatively lower 2.75% annualized return.


PQTAX

1D
0.28%
1M
-2.24%
YTD
4.61%
6M
10.21%
1Y
11.79%
3Y*
1.77%
5Y*
3.99%
10Y*
3.64%

LCSIX

1D
0.57%
1M
0.91%
YTD
2.78%
6M
1.28%
1Y
0.27%
3Y*
-2.12%
5Y*
2.03%
10Y*
2.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PQTAX vs. LCSIX - Expense Ratio Comparison

PQTAX has a 1.81% expense ratio, which is higher than LCSIX's 1.75% expense ratio.


Return for Risk

PQTAX vs. LCSIX — Risk / Return Rank

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

PQTAX
PQTAX Risk / Return Rank: 6363
Overall Rank
PQTAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PQTAX Sortino Ratio Rank: 7575
Sortino Ratio Rank
PQTAX Omega Ratio Rank: 6464
Omega Ratio Rank
PQTAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
PQTAX Martin Ratio Rank: 3434
Martin Ratio Rank

LCSIX
LCSIX Risk / Return Rank: 99
Overall Rank
LCSIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LCSIX Sortino Ratio Rank: 77
Sortino Ratio Rank
LCSIX Omega Ratio Rank: 77
Omega Ratio Rank
LCSIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
LCSIX Martin Ratio Rank: 99
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.

PQTAX vs. LCSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX). 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.


PQTAXLCSIXDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.15

+1.20

Sortino ratio

Return per unit of downside risk

1.85

0.25

+1.60

Omega ratio

Gain probability vs. loss probability

1.24

1.03

+0.21

Calmar ratio

Return relative to maximum drawdown

1.51

0.24

+1.27

Martin ratio

Return relative to average drawdown

3.62

0.49

+3.13

PQTAX vs. LCSIX - Sharpe Ratio Comparison

The current PQTAX Sharpe Ratio is 1.35, which is higher than the LCSIX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of PQTAX and LCSIX, 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


PQTAXLCSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.15

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.37

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.41

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.46

-0.01

Correlation

The correlation between PQTAX and LCSIX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PQTAX vs. LCSIX - Dividend Comparison

PQTAX has not paid dividends to shareholders, while LCSIX's dividend yield for the trailing twelve months is around 2.26%.


TTM20252024202320222021202020192018201720162015
PQTAX
PIMCO TRENDS Managed Futures Strategy Fund Class A
0.00%0.00%0.00%0.00%14.61%2.22%4.46%2.29%0.10%2.54%0.00%7.65%
LCSIX
LoCorr Long/Short Commodity Strategies Fund
2.26%2.32%2.75%1.88%10.75%7.14%2.94%0.54%12.36%0.02%3.21%7.36%

Drawdowns

PQTAX vs. LCSIX - Drawdown Comparison

The maximum PQTAX drawdown since its inception was -28.39%, which is greater than LCSIX's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for PQTAX and LCSIX.


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Drawdown Indicators


PQTAXLCSIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.39%

-25.13%

-3.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-4.31%

-3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-28.39%

-13.21%

-15.18%

Max Drawdown (10Y)

Largest decline over 10 years

-28.39%

-13.71%

-14.68%

Current Drawdown

Current decline from peak

-13.57%

-8.74%

-4.83%

Average Drawdown

Average peak-to-trough decline

-9.31%

-6.33%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

2.15%

+1.20%

Volatility

PQTAX vs. LCSIX - Volatility Comparison

PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX) has a higher volatility of 3.55% compared to LoCorr Long/Short Commodity Strategies Fund (LCSIX) at 1.44%. This indicates that PQTAX's price experiences larger fluctuations and is considered to be riskier than LCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PQTAXLCSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

1.44%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

5.31%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

6.96%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.90%

5.58%

+4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.42%

6.71%

+2.71%