RWSIX vs. LFMAX
Compare and contrast key facts about Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and LoCorr Macro Strategies Fund (LFMAX).
RWSIX is managed by Redwood. It was launched on Nov 1, 2017. LFMAX is managed by LoCorr Funds. It was launched on Mar 21, 2011.
Performance
RWSIX vs. LFMAX - Performance Comparison
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RWSIX vs. LFMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWSIX Redwood Systematic Macro Trend ("SMarT") Fund | -1.83% | -2.43% | -0.64% | 8.92% | -6.10% | 18.37% | 22.40% | 11.18% | -3.55% | -6.27% |
LFMAX LoCorr Macro Strategies Fund | 8.54% | 2.56% | 6.36% | -6.69% | 15.03% | -0.17% | 5.41% | 12.51% | -5.38% | 2.23% |
Returns By Period
In the year-to-date period, RWSIX achieves a -1.83% return, which is significantly lower than LFMAX's 8.54% return.
RWSIX
- 1D
- 0.00%
- 1M
- -8.37%
- YTD
- -1.83%
- 6M
- -1.31%
- 1Y
- -1.07%
- 3Y*
- -0.39%
- 5Y*
- 1.20%
- 10Y*
- —
LFMAX
- 1D
- 0.12%
- 1M
- 2.48%
- YTD
- 8.54%
- 6M
- 9.88%
- 1Y
- 11.46%
- 3Y*
- 4.86%
- 5Y*
- 4.34%
- 10Y*
- 3.83%
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RWSIX vs. LFMAX - Expense Ratio Comparison
RWSIX has a 1.30% expense ratio, which is lower than LFMAX's 2.13% expense ratio.
Return for Risk
RWSIX vs. LFMAX — Risk / Return Rank
RWSIX
LFMAX
RWSIX vs. LFMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and LoCorr Macro Strategies Fund (LFMAX). 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.
| RWSIX | LFMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.08 | 1.98 | -2.06 |
Sortino ratioReturn per unit of downside risk | -0.03 | 2.88 | -2.91 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.37 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 3.75 | -3.98 |
Martin ratioReturn relative to average drawdown | -0.48 | 9.96 | -10.44 |
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
| RWSIX | LFMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 1.98 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.60 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.33 | +0.01 |
Correlation
The correlation between RWSIX and LFMAX is 0.15, 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
RWSIX vs. LFMAX - Dividend Comparison
RWSIX's dividend yield for the trailing twelve months is around 4.59%, more than LFMAX's 2.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWSIX Redwood Systematic Macro Trend ("SMarT") Fund | 4.59% | 4.51% | 0.00% | 10.35% | 3.41% | 7.81% | 7.78% | 3.05% | 2.51% | 0.63% | 0.00% | 0.00% |
LFMAX LoCorr Macro Strategies Fund | 2.71% | 2.94% | 2.88% | 2.96% | 14.38% | 4.79% | 5.65% | 4.48% | 2.83% | 5.98% | 1.97% | 2.87% |
Drawdowns
RWSIX vs. LFMAX - Drawdown Comparison
The maximum RWSIX drawdown since its inception was -24.90%, which is greater than LFMAX's maximum drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for RWSIX and LFMAX.
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Drawdown Indicators
| RWSIX | LFMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.90% | -23.16% | -1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | -3.01% | -6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -12.54% | -12.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.54% | — |
Current DrawdownCurrent decline from peak | -18.29% | 0.00% | -18.29% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -7.13% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 1.14% | +3.30% |
Volatility
RWSIX vs. LFMAX - Volatility Comparison
Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) has a higher volatility of 4.46% compared to LoCorr Macro Strategies Fund (LFMAX) at 1.76%. This indicates that RWSIX's price experiences larger fluctuations and is considered to be riskier than LFMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWSIX | LFMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 1.76% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 4.56% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.44% | 5.83% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.09% | 7.27% | +4.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.26% | 7.63% | +4.63% |