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FLCGX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCGX and FSPGX is 0.84, 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.


Performance

FLCGX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meeder Quantex Fund (FLCGX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FLCGX:

0.56

FSPGX:

0.70

Sortino Ratio

FLCGX:

0.82

FSPGX:

1.02

Omega Ratio

FLCGX:

1.12

FSPGX:

1.14

Calmar Ratio

FLCGX:

0.52

FSPGX:

0.67

Martin Ratio

FLCGX:

2.07

FSPGX:

2.22

Ulcer Index

FLCGX:

4.41%

FSPGX:

7.05%

Daily Std Dev

FLCGX:

18.50%

FSPGX:

25.52%

Max Drawdown

FLCGX:

-66.94%

FSPGX:

-32.66%

Current Drawdown

FLCGX:

-1.85%

FSPGX:

-4.29%

Returns By Period

In the year-to-date period, FLCGX achieves a 3.18% return, which is significantly higher than FSPGX's -0.26% return.


FLCGX

YTD

3.18%

1M

5.86%

6M

-0.11%

1Y

10.33%

3Y*

6.95%

5Y*

13.57%

10Y*

5.97%

FSPGX

YTD

-0.26%

1M

8.86%

6M

0.63%

1Y

17.83%

3Y*

19.84%

5Y*

17.66%

10Y*

N/A

*Annualized

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Meeder Quantex Fund

FLCGX vs. FSPGX - Expense Ratio Comparison

FLCGX has a 1.62% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FLCGX vs. FSPGX — Risk-Adjusted Performance Rank

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

FLCGX
The Risk-Adjusted Performance Rank of FLCGX is 4242
Overall Rank
The Sharpe Ratio Rank of FLCGX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCGX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FLCGX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FLCGX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of FLCGX is 4646
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 5454
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLCGX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Quantex Fund (FLCGX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


The current FLCGX Sharpe Ratio is 0.56, which is comparable to the FSPGX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FLCGX and FSPGX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FLCGX vs. FSPGX - Dividend Comparison

FLCGX's dividend yield for the trailing twelve months is around 19.71%, more than FSPGX's 0.37% yield.


TTM20242023202220212020201920182017201620152014
FLCGX
Meeder Quantex Fund
19.71%20.42%1.18%2.73%16.70%0.53%0.67%0.00%2.92%2.00%17.06%8.74%
FSPGX
Fidelity Large Cap Growth Index Fund
0.37%0.37%0.73%0.86%2.22%1.76%1.04%1.47%1.22%0.30%0.00%0.00%

Drawdowns

FLCGX vs. FSPGX - Drawdown Comparison

The maximum FLCGX drawdown since its inception was -66.94%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FLCGX and FSPGX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FLCGX vs. FSPGX - Volatility Comparison

The current volatility for Meeder Quantex Fund (FLCGX) is 4.06%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.87%. This indicates that FLCGX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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