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FLBDX vs. FLDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLBDX vs. FLDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meeder Tactical Income Fund (FLBDX) and Meeder Dynamic Allocation Fund (FLDGX). The values are adjusted to include any dividend payments, if applicable.

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FLBDX vs. FLDGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLBDX
Meeder Tactical Income Fund
-0.15%7.28%6.64%7.10%-5.71%-2.01%7.46%7.24%-1.67%3.72%
FLDGX
Meeder Dynamic Allocation Fund
-4.16%17.24%30.96%20.70%-15.46%19.51%15.41%24.00%-8.65%21.22%

Returns By Period

In the year-to-date period, FLBDX achieves a -0.15% return, which is significantly higher than FLDGX's -4.16% return. Over the past 10 years, FLBDX has underperformed FLDGX with an annualized return of 3.13%, while FLDGX has yielded a comparatively higher 11.67% annualized return.


FLBDX

1D
0.06%
1M
-1.59%
YTD
-0.15%
6M
1.20%
1Y
4.82%
3Y*
6.43%
5Y*
3.00%
10Y*
3.13%

FLDGX

1D
-0.43%
1M
-8.40%
YTD
-4.16%
6M
-1.51%
1Y
15.20%
3Y*
18.78%
5Y*
11.25%
10Y*
11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLBDX vs. FLDGX - Expense Ratio Comparison

FLBDX has a 1.11% expense ratio, which is lower than FLDGX's 1.32% expense ratio.


Return for Risk

FLBDX vs. FLDGX — Risk / Return Rank

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

FLBDX
FLBDX Risk / Return Rank: 8989
Overall Rank
FLBDX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLBDX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLBDX Omega Ratio Rank: 9090
Omega Ratio Rank
FLBDX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FLBDX Martin Ratio Rank: 8282
Martin Ratio Rank

FLDGX
FLDGX Risk / Return Rank: 5252
Overall Rank
FLDGX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FLDGX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FLDGX Omega Ratio Rank: 5252
Omega Ratio Rank
FLDGX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FLDGX Martin Ratio Rank: 5858
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.

FLBDX vs. FLDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Tactical Income Fund (FLBDX) and Meeder Dynamic Allocation Fund (FLDGX). 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.


FLBDXFLDGXDifference

Sharpe ratio

Return per unit of total volatility

2.02

0.94

+1.08

Sortino ratio

Return per unit of downside risk

2.80

1.43

+1.37

Omega ratio

Gain probability vs. loss probability

1.41

1.21

+0.20

Calmar ratio

Return relative to maximum drawdown

2.39

1.18

+1.21

Martin ratio

Return relative to average drawdown

8.12

5.57

+2.55

FLBDX vs. FLDGX - Sharpe Ratio Comparison

The current FLBDX Sharpe Ratio is 2.02, which is higher than the FLDGX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FLBDX and FLDGX, 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


FLBDXFLDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

0.94

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.60

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.63

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.29

+0.67

Correlation

The correlation between FLBDX and FLDGX is 0.25, 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

FLBDX vs. FLDGX - Dividend Comparison

FLBDX's dividend yield for the trailing twelve months is around 4.63%, less than FLDGX's 7.87% yield.


TTM20252024202320222021202020192018201720162015
FLBDX
Meeder Tactical Income Fund
4.63%4.67%4.35%3.57%1.68%1.56%1.81%2.32%2.03%2.70%2.90%2.78%
FLDGX
Meeder Dynamic Allocation Fund
7.87%7.53%29.01%0.99%3.71%14.92%2.21%2.21%1.30%8.48%1.44%3.39%

Drawdowns

FLBDX vs. FLDGX - Drawdown Comparison

The maximum FLBDX drawdown since its inception was -8.74%, smaller than the maximum FLDGX drawdown of -58.72%. Use the drawdown chart below to compare losses from any high point for FLBDX and FLDGX.


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Drawdown Indicators


FLBDXFLDGXDifference

Max Drawdown

Largest peak-to-trough decline

-8.74%

-58.72%

+49.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.20%

-11.31%

+9.11%

Max Drawdown (5Y)

Largest decline over 5 years

-8.16%

-33.96%

+25.80%

Max Drawdown (10Y)

Largest decline over 10 years

-8.74%

-33.96%

+25.22%

Current Drawdown

Current decline from peak

-1.59%

-9.17%

+7.58%

Average Drawdown

Average peak-to-trough decline

-1.95%

-16.94%

+14.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

2.40%

-1.75%

Volatility

FLBDX vs. FLDGX - Volatility Comparison

The current volatility for Meeder Tactical Income Fund (FLBDX) is 1.05%, while Meeder Dynamic Allocation Fund (FLDGX) has a volatility of 4.78%. This indicates that FLBDX experiences smaller price fluctuations and is considered to be less risky than FLDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLBDXFLDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

4.78%

-3.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

9.07%

-7.43%

Volatility (1Y)

Calculated over the trailing 1-year period

2.52%

16.63%

-14.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.65%

18.87%

-16.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.93%

18.46%

-15.53%