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FLCGX vs. FLFGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCGX vs. FLFGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meeder Quantex Fund (FLCGX) and Meeder Global Allocation Fund (FLFGX). The values are adjusted to include any dividend payments, if applicable.

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FLCGX vs. FLFGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLCGX
Meeder Quantex Fund
-3.60%19.10%36.38%14.81%-13.77%27.27%-5.36%18.48%-12.35%13.42%
FLFGX
Meeder Global Allocation Fund
-0.86%18.82%22.53%15.37%-12.93%12.57%2.99%13.17%-6.93%22.34%

Returns By Period

In the year-to-date period, FLCGX achieves a -3.60% return, which is significantly lower than FLFGX's -0.86% return. Over the past 10 years, FLCGX has outperformed FLFGX with an annualized return of 9.79%, while FLFGX has yielded a comparatively lower 8.52% 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%

FLFGX

1D
2.74%
1M
-5.29%
YTD
-0.86%
6M
1.51%
1Y
17.00%
3Y*
16.58%
5Y*
9.12%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLCGX vs. FLFGX - Expense Ratio Comparison

FLCGX has a 1.62% expense ratio, which is lower than FLFGX's 1.81% expense ratio.


Return for Risk

FLCGX vs. FLFGX — Risk / Return Rank

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

FLCGX
FLCGX Risk / Return Rank: 5858
Overall Rank
FLCGX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FLCGX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FLCGX Omega Ratio Rank: 5454
Omega Ratio Rank
FLCGX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLCGX Martin Ratio Rank: 7171
Martin Ratio Rank

FLFGX
FLFGX Risk / Return Rank: 6060
Overall Rank
FLFGX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FLFGX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FLFGX Omega Ratio Rank: 5656
Omega Ratio Rank
FLFGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLFGX Martin Ratio Rank: 7070
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.

FLCGX vs. FLFGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Quantex Fund (FLCGX) and Meeder Global Allocation Fund (FLFGX). 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.


FLCGXFLFGXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.11

-0.08

Sortino ratio

Return per unit of downside risk

1.57

1.67

-0.10

Omega ratio

Gain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.55

1.61

-0.06

Martin ratio

Return relative to average drawdown

7.23

7.47

-0.23

FLCGX vs. FLFGX - Sharpe Ratio Comparison

The current FLCGX Sharpe Ratio is 1.04, which is comparable to the FLFGX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FLCGX and FLFGX, 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


FLCGXFLFGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.11

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.61

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.61

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.29

+0.07

Correlation

The correlation between FLCGX and FLFGX is 0.87, 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. FLFGX - Dividend Comparison

FLCGX's dividend yield for the trailing twelve months is around 8.75%, less than FLFGX's 14.28% yield.


TTM20252024202320222021202020192018201720162015
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%
FLFGX
Meeder Global Allocation Fund
14.28%14.35%25.20%1.64%0.77%11.13%2.22%2.12%5.05%1.41%1.14%3.15%

Drawdowns

FLCGX vs. FLFGX - Drawdown Comparison

The maximum FLCGX drawdown since its inception was -66.94%, which is greater than FLFGX's maximum drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for FLCGX and FLFGX.


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Drawdown Indicators


FLCGXFLFGXDifference

Max Drawdown

Largest peak-to-trough decline

-66.94%

-60.31%

-6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-10.80%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-32.83%

-28.54%

-4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-50.45%

-28.54%

-21.91%

Current Drawdown

Current decline from peak

-6.25%

-6.39%

+0.14%

Average Drawdown

Average peak-to-trough decline

-12.93%

-11.56%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.33%

+0.19%

Volatility

FLCGX vs. FLFGX - Volatility Comparison

Meeder Quantex Fund (FLCGX) and Meeder Global Allocation Fund (FLFGX) have volatilities of 5.71% and 5.87%, 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


FLCGXFLFGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

5.87%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

9.24%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

15.71%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

15.14%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

13.90%

+9.63%