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FLBDX vs. TUIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLBDX vs. TUIFX - Performance Comparison

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

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FLBDX vs. TUIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLBDX
Meeder Tactical Income Fund
0.16%7.28%6.64%7.10%-5.71%-2.01%7.46%7.24%-1.67%3.72%
TUIFX
Toews Unconstrained Income Fund
0.31%3.55%4.53%3.08%-4.36%-0.20%2.58%6.97%-2.82%2.10%

Returns By Period

In the year-to-date period, FLBDX achieves a 0.16% return, which is significantly lower than TUIFX's 0.31% return. Over the past 10 years, FLBDX has outperformed TUIFX with an annualized return of 3.16%, while TUIFX has yielded a comparatively lower 2.03% annualized return.


FLBDX

1D
0.32%
1M
-1.07%
YTD
0.16%
6M
1.41%
1Y
4.93%
3Y*
6.55%
5Y*
3.02%
10Y*
3.16%

TUIFX

1D
0.11%
1M
-0.34%
YTD
0.31%
6M
0.30%
1Y
3.55%
3Y*
3.65%
5Y*
1.49%
10Y*
2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLBDX vs. TUIFX - Expense Ratio Comparison

FLBDX has a 1.11% expense ratio, which is lower than TUIFX's 1.25% expense ratio.


Return for Risk

FLBDX vs. TUIFX — Risk / Return Rank

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

FLBDX
FLBDX Risk / Return Rank: 8787
Overall Rank
FLBDX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FLBDX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLBDX Omega Ratio Rank: 9090
Omega Ratio Rank
FLBDX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FLBDX Martin Ratio Rank: 7575
Martin Ratio Rank

TUIFX
TUIFX Risk / Return Rank: 8787
Overall Rank
TUIFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TUIFX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TUIFX Omega Ratio Rank: 8282
Omega Ratio Rank
TUIFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TUIFX Martin Ratio Rank: 8686
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. TUIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Tactical Income Fund (FLBDX) and Toews Unconstrained Income Fund (TUIFX). 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.


FLBDXTUIFXDifference

Sharpe ratio

Return per unit of total volatility

2.05

1.69

+0.36

Sortino ratio

Return per unit of downside risk

2.86

2.55

+0.31

Omega ratio

Gain probability vs. loss probability

1.42

1.35

+0.07

Calmar ratio

Return relative to maximum drawdown

2.44

4.22

-1.78

Martin ratio

Return relative to average drawdown

8.22

9.99

-1.76

FLBDX vs. TUIFX - Sharpe Ratio Comparison

The current FLBDX Sharpe Ratio is 2.05, which is comparable to the TUIFX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of FLBDX and TUIFX, 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


FLBDXTUIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.69

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.57

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

0.75

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.77

+0.19

Correlation

The correlation between FLBDX and TUIFX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLBDX vs. TUIFX - Dividend Comparison

FLBDX's dividend yield for the trailing twelve months is around 4.62%, more than TUIFX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
FLBDX
Meeder Tactical Income Fund
4.62%4.67%4.35%3.57%1.68%1.56%1.81%2.32%2.03%2.70%2.90%2.78%
TUIFX
Toews Unconstrained Income Fund
4.18%4.17%4.68%4.09%1.05%2.13%1.33%2.44%2.05%4.34%2.29%1.19%

Drawdowns

FLBDX vs. TUIFX - Drawdown Comparison

The maximum FLBDX drawdown since its inception was -8.74%, which is greater than TUIFX's maximum drawdown of -7.37%. Use the drawdown chart below to compare losses from any high point for FLBDX and TUIFX.


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Drawdown Indicators


FLBDXTUIFXDifference

Max Drawdown

Largest peak-to-trough decline

-8.74%

-7.37%

-1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.20%

-0.87%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-8.16%

-7.37%

-0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-8.74%

-7.37%

-1.37%

Current Drawdown

Current decline from peak

-1.28%

-0.56%

-0.72%

Average Drawdown

Average peak-to-trough decline

-1.95%

-2.10%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.37%

+0.28%

Volatility

FLBDX vs. TUIFX - Volatility Comparison

Meeder Tactical Income Fund (FLBDX) has a higher volatility of 1.11% compared to Toews Unconstrained Income Fund (TUIFX) at 0.48%. This indicates that FLBDX's price experiences larger fluctuations and is considered to be riskier than TUIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLBDXTUIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

0.48%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

1.25%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.53%

2.17%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.66%

2.62%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.94%

2.70%

+0.24%