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FLDFX vs. FLRUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLDFX vs. FLRUX - Performance Comparison

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

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FLDFX vs. FLRUX - 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%
FLRUX
Meeder Conservative Allocation Fund
-1.66%8.55%6.53%9.67%-10.23%4.64%6.28%10.25%-2.61%7.64%

Returns By Period

In the year-to-date period, FLDFX achieves a -2.80% return, which is significantly lower than FLRUX's -1.66% return. Over the past 10 years, FLDFX has outperformed FLRUX with an annualized return of 7.93%, while FLRUX has yielded a comparatively lower 5.02% annualized return.


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%

FLRUX

1D
0.13%
1M
-4.16%
YTD
-1.66%
6M
-0.36%
1Y
6.15%
3Y*
6.93%
5Y*
3.16%
10Y*
5.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLDFX vs. FLRUX - Expense Ratio Comparison

FLDFX has a 1.39% expense ratio, which is higher than FLRUX's 1.21% expense ratio.


Return for Risk

FLDFX vs. FLRUX — 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

FLRUX
FLRUX Risk / Return Rank: 5454
Overall Rank
FLRUX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FLRUX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FLRUX Omega Ratio Rank: 4949
Omega Ratio Rank
FLRUX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FLRUX Martin Ratio Rank: 5151
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. FLRUX - Risk-Adjusted Trends Comparison

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


FLDFXFLRUXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.07

+0.01

Sortino ratio

Return per unit of downside risk

1.54

1.48

+0.06

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.41

1.40

+0.02

Martin ratio

Return relative to average drawdown

5.58

5.02

+0.56

FLDFX vs. FLRUX - Sharpe Ratio Comparison

The current FLDFX Sharpe Ratio is 1.08, which is comparable to the FLRUX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FLDFX and FLRUX, 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


FLDFXFLRUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.07

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.51

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.73

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.39

+0.09

Correlation

The correlation between FLDFX and FLRUX is 0.83, 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. FLRUX - Dividend Comparison

FLDFX's dividend yield for the trailing twelve months is around 3.61%, less than FLRUX's 3.78% 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%
FLRUX
Meeder Conservative Allocation Fund
3.78%3.69%2.72%2.78%1.77%5.82%1.48%2.14%3.67%1.81%2.07%38.78%

Drawdowns

FLDFX vs. FLRUX - Drawdown Comparison

The maximum FLDFX drawdown since its inception was -36.88%, smaller than the maximum FLRUX drawdown of -52.36%. Use the drawdown chart below to compare losses from any high point for FLDFX and FLRUX.


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Drawdown Indicators


FLDFXFLRUXDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-52.36%

+15.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-4.44%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-16.32%

-4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-20.41%

-16.32%

-4.09%

Current Drawdown

Current decline from peak

-7.19%

-4.32%

-2.87%

Average Drawdown

Average peak-to-trough decline

-8.03%

-9.78%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.24%

+0.63%

Volatility

FLDFX vs. FLRUX - Volatility Comparison

Meeder Balanced Fund (FLDFX) has a higher volatility of 3.68% compared to Meeder Conservative Allocation Fund (FLRUX) at 2.39%. This indicates that FLDFX's price experiences larger fluctuations and is considered to be riskier than FLRUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLDFXFLRUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

2.39%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

6.87%

3.84%

+3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.95%

6.05%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.73%

6.20%

+5.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.55%

6.92%

+3.63%