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FLDFX vs. FLFGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLDFX vs. FLFGX - Performance Comparison

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

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FLDFX vs. FLFGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLDFX
Meeder Balanced Fund
-2.80%12.35%26.72%12.08%-11.07%13.22%5.27%12.29%-3.25%14.74%
FLFGX
Meeder Global Allocation Fund
-3.50%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, FLDFX achieves a -2.80% return, which is significantly higher than FLFGX's -3.50% return. Both investments have delivered pretty close results over the past 10 years, with FLDFX having a 7.93% annualized return and FLFGX not far ahead at 8.23%.


FLDFX

1D
-0.23%
1M
-6.66%
YTD
-2.80%
6M
-0.56%
1Y
11.34%
3Y*
14.96%
5Y*
8.54%
10Y*
7.93%

FLFGX

1D
-0.34%
1M
-8.20%
YTD
-3.50%
6M
-0.81%
1Y
14.29%
3Y*
15.53%
5Y*
8.78%
10Y*
8.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLDFX vs. FLFGX - Expense Ratio Comparison

FLDFX has a 1.39% expense ratio, which is lower than FLFGX's 1.81% expense ratio.


Return for Risk

FLDFX vs. FLFGX — Risk / Return Rank

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

FLDFX
FLDFX Risk / Return Rank: 5757
Overall Rank
FLDFX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FLDFX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLDFX Omega Ratio Rank: 5252
Omega Ratio Rank
FLDFX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLDFX Martin Ratio Rank: 5757
Martin Ratio Rank

FLFGX
FLFGX Risk / Return Rank: 5050
Overall Rank
FLFGX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FLFGX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FLFGX Omega Ratio Rank: 4949
Omega Ratio Rank
FLFGX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FLFGX Martin Ratio Rank: 5757
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.

FLDFX vs. FLFGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Balanced Fund (FLDFX) 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.


FLDFXFLFGXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.93

+0.15

Sortino ratio

Return per unit of downside risk

1.54

1.40

+0.14

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.41

1.17

+0.25

Martin ratio

Return relative to average drawdown

5.58

5.48

+0.10

FLDFX vs. FLFGX - Sharpe Ratio Comparison

The current FLDFX Sharpe Ratio is 1.08, which is comparable to the FLFGX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FLDFX 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


FLDFXFLFGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.93

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.58

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.59

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.28

+0.20

Correlation

The correlation between FLDFX and FLFGX is 0.96, 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

FLDFX vs. FLFGX - Dividend Comparison

FLDFX's dividend yield for the trailing twelve months is around 3.61%, less than FLFGX's 14.67% yield.


TTM20252024202320222021202020192018201720162015
FLDFX
Meeder Balanced Fund
3.61%3.50%26.22%1.58%3.76%8.15%0.60%1.43%1.41%6.08%1.11%1.26%
FLFGX
Meeder Global Allocation Fund
14.67%14.35%25.20%1.64%0.77%11.13%2.22%2.12%5.05%1.41%1.14%3.15%

Drawdowns

FLDFX vs. FLFGX - Drawdown Comparison

The maximum FLDFX drawdown since its inception was -36.88%, smaller than the maximum FLFGX drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for FLDFX and FLFGX.


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Drawdown Indicators


FLDFXFLFGXDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-60.31%

+23.43%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-10.80%

+3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-28.54%

+8.13%

Max Drawdown (10Y)

Largest decline over 10 years

-20.41%

-28.54%

+8.13%

Current Drawdown

Current decline from peak

-7.19%

-8.89%

+1.70%

Average Drawdown

Average peak-to-trough decline

-8.03%

-11.56%

+3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

2.30%

-0.43%

Volatility

FLDFX vs. FLFGX - Volatility Comparison

The current volatility for Meeder Balanced Fund (FLDFX) is 3.68%, while Meeder Global Allocation Fund (FLFGX) has a volatility of 4.97%. This indicates that FLDFX experiences smaller price fluctuations and is considered to be less risky than FLFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLDFXFLFGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

4.97%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

6.87%

8.84%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

10.95%

15.51%

-4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.73%

15.09%

-3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.55%

13.87%

-3.32%