FLCGX vs. FLDGX
Compare and contrast key facts about Meeder Quantex Fund (FLCGX) and Meeder Dynamic Allocation Fund (FLDGX).
FLCGX is managed by Meeder Funds. It was launched on Mar 20, 1985. FLDGX is managed by Meeder Funds. It was launched on Feb 28, 2000.
Performance
FLCGX vs. FLDGX - Performance Comparison
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FLCGX vs. FLDGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCGX Meeder Quantex Fund | -3.60% | 19.10% | 36.38% | 14.81% | -13.77% | 27.27% | -5.36% | 18.48% | -12.35% | 13.42% |
FLDGX Meeder Dynamic Allocation Fund | -1.36% | 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, FLCGX achieves a -3.60% return, which is significantly lower than FLDGX's -1.36% return. Over the past 10 years, FLCGX has underperformed FLDGX with an annualized return of 9.79%, while FLDGX has yielded a comparatively higher 11.99% annualized return.
FLCGX
- 1D
- 2.86%
- 1M
- -5.18%
- YTD
- -3.60%
- 6M
- -1.55%
- 1Y
- 17.51%
- 3Y*
- 20.98%
- 5Y*
- 10.41%
- 10Y*
- 9.79%
FLDGX
- 1D
- 2.92%
- 1M
- -5.42%
- YTD
- -1.36%
- 6M
- 1.04%
- 1Y
- 18.02%
- 3Y*
- 19.93%
- 5Y*
- 11.61%
- 10Y*
- 11.99%
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FLCGX vs. FLDGX - Expense Ratio Comparison
FLCGX has a 1.62% expense ratio, which is higher than FLDGX's 1.32% expense ratio.
Return for Risk
FLCGX vs. FLDGX — Risk / Return Rank
FLCGX
FLDGX
FLCGX vs. FLDGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meeder Quantex Fund (FLCGX) 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.
| FLCGX | FLDGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.11 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.67 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.66 | -0.12 |
Martin ratioReturn relative to average drawdown | 7.23 | 7.73 | -0.50 |
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
| FLCGX | FLDGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.11 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.62 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.65 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.29 | +0.06 |
Correlation
The correlation between FLCGX and FLDGX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FLCGX vs. FLDGX - Dividend Comparison
FLCGX's dividend yield for the trailing twelve months is around 8.75%, more than FLDGX's 7.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCGX Meeder Quantex Fund | 8.75% | 8.48% | 39.58% | 1.17% | 2.73% | 16.70% | 0.53% | 0.67% | 0.00% | 2.92% | 2.00% | 17.06% |
FLDGX Meeder Dynamic Allocation Fund | 7.65% | 7.53% | 29.01% | 0.99% | 3.71% | 14.92% | 2.21% | 2.21% | 1.30% | 8.48% | 1.44% | 3.39% |
Drawdowns
FLCGX vs. FLDGX - Drawdown Comparison
The maximum FLCGX drawdown since its inception was -66.94%, which is greater than FLDGX's maximum drawdown of -58.72%. Use the drawdown chart below to compare losses from any high point for FLCGX and FLDGX.
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Drawdown Indicators
| FLCGX | FLDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.94% | -58.72% | -8.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -11.31% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -32.83% | -33.96% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -50.45% | -33.96% | -16.49% |
Current DrawdownCurrent decline from peak | -6.25% | -6.52% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -12.93% | -16.94% | +4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.44% | +0.08% |
Volatility
FLCGX vs. FLDGX - Volatility Comparison
Meeder Quantex Fund (FLCGX) and Meeder Dynamic Allocation Fund (FLDGX) have volatilities of 5.71% and 5.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLCGX | FLDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 5.81% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 9.52% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 16.84% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.45% | 18.91% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.53% | 18.48% | +5.05% |