SGHIX vs. LFMIX

Last updated Jun 23, 2026

SGHIX (Sextant Global High Income Fund) and LFMIX (LoCorr Macro Strategies Fund Class I) are both Global Allocation funds. At a 0.09 correlation, their price movements are largely independent. SGHIX charges 0.75%/yr vs 1.88%/yr for LFMIX.

Performance

SGHIX vs. LFMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant Global High Income Fund (SGHIX) and LoCorr Macro Strategies Fund Class I (LFMIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SGHIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LFMIX

• 1D: 0.24%
• 1M: -0.93%
• YTD: 9.25%
• 6M: 9.25%
• 1Y: 13.88%
• 3Y*: 4.88%
• 5Y*: 4.42%
• 10Y*: 4.06%

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

SGHIX vs. LFMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGHIX Sextant Global High Income Fund	1.23%	18.52%	3.12%	10.05%	-7.80%	10.61%	-2.72%	11.47%	-1.22%	15.44%
LFMIX LoCorr Macro Strategies Fund Class I	9.25%	2.89%	6.77%	-6.55%	15.43%	0.07%	4.55%	12.71%	-5.11%	2.99%

Correlation

The correlation between SGHIX and LFMIX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	-0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.09

Over the past year, SGHIX and LFMIX have become more correlated (0.33) than their long-term average of 0.09, meaning their price movements have been converging.

Return for Risk

SGHIX vs. LFMIX — Risk / Return Rank

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

SGHIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LFMIX

LFMIX Risk / Return Rank: 85
LFMIX Sharpe Ratio Rank: 81
LFMIX Sortino Ratio Rank: 83
LFMIX Omega Ratio Rank: 77
LFMIX Calmar Ratio Rank: 95
LFMIX Martin Ratio Rank: 88

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.

SGHIX vs. LFMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Global High Income Fund (SGHIX) 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.

	SGHIX	LFMIX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.46	—
Sortino ratio: Return per unit of downside risk	—	3.61	—
Omega ratio: Gain probability vs. loss probability	—	1.45	—
Calmar ratio: Return relative to maximum drawdown	—	5.37	—
Martin ratio: Return relative to average drawdown	—	15.66	—

Drawdowns

Drawdown Indicators

	SGHIX	LFMIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-22.68%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-2.60%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-8.88%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-12.26%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-12.26%	—
Current Drawdown Current decline from peak	—	-1.39%	—
Average Drawdown Average peak-to-trough decline	—	-6.75%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.89%	—

Volatility

Volatility by Period

	SGHIX	LFMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.29%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	5.68%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	7.20%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	7.61%	—

SGHIX vs. LFMIX - Expense Ratio Comparison

SGHIX has a 0.75% expense ratio, which is lower than LFMIX's 1.88% expense ratio.

Dividends

SGHIX vs. LFMIX - Dividend Comparison

SGHIX's dividend yield for the trailing twelve months is around 5.01%, more than LFMIX's 2.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LFMIX LoCorr Macro Strategies Fund Class I	2.87%	3.14%	3.21%	3.17%	14.35%	4.95%	4.73%	4.66%	3.12%	5.89%	1.95%	3.08%
SGHIX Sextant Global High Income Fund	5.01%	3.92%	3.13%	4.21%	3.51%	1.97%	3.56%	8.54%	3.75%	2.82%	4.51%	4.35%

Frequently Asked Questions

Can I hold both SGHIX and LFMIX in my portfolio?

SGHIX and LFMIX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.