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FLDFX vs. SFHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLDFX vs. SFHYX - Performance Comparison

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

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FLDFX vs. SFHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLDFX
Meeder Balanced Fund
-1.03%12.35%26.72%12.08%-11.07%13.22%5.27%12.29%-3.25%14.74%
SFHYX
Hundredfold Select Alternative Fund
-1.07%10.99%2.78%9.94%-10.31%8.05%37.42%9.31%-2.80%8.95%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLDFX having a -1.03% return and SFHYX slightly lower at -1.07%. Over the past 10 years, FLDFX has outperformed SFHYX with an annualized return of 8.12%, while SFHYX has yielded a comparatively lower 7.42% annualized return.


FLDFX

1D
1.83%
1M
-4.62%
YTD
-1.03%
6M
0.96%
1Y
12.91%
3Y*
15.65%
5Y*
8.72%
10Y*
8.12%

SFHYX

1D
0.09%
1M
-2.64%
YTD
-1.07%
6M
1.65%
1Y
9.31%
3Y*
7.47%
5Y*
2.91%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLDFX vs. SFHYX - Expense Ratio Comparison

FLDFX has a 1.39% expense ratio, which is lower than SFHYX's 2.45% expense ratio.


Return for Risk

FLDFX vs. SFHYX — Risk / Return Rank

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

FLDFX
FLDFX Risk / Return Rank: 6262
Overall Rank
FLDFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FLDFX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FLDFX Omega Ratio Rank: 5555
Omega Ratio Rank
FLDFX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FLDFX Martin Ratio Rank: 6565
Martin Ratio Rank

SFHYX
SFHYX Risk / Return Rank: 8989
Overall Rank
SFHYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SFHYX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SFHYX Omega Ratio Rank: 9191
Omega Ratio Rank
SFHYX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SFHYX Martin Ratio Rank: 8080
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. SFHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Balanced Fund (FLDFX) and Hundredfold Select Alternative Fund (SFHYX). 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.


FLDFXSFHYXDifference

Sharpe ratio

Return per unit of total volatility

1.21

2.14

-0.93

Sortino ratio

Return per unit of downside risk

1.74

2.88

-1.14

Omega ratio

Gain probability vs. loss probability

1.24

1.43

-0.18

Calmar ratio

Return relative to maximum drawdown

1.86

2.46

-0.59

Martin ratio

Return relative to average drawdown

7.23

8.60

-1.37

FLDFX vs. SFHYX - Sharpe Ratio Comparison

The current FLDFX Sharpe Ratio is 1.21, which is lower than the SFHYX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of FLDFX and SFHYX, 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


FLDFXSFHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.14

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.46

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

1.19

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.25

-0.76

Correlation

The correlation between FLDFX and SFHYX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLDFX vs. SFHYX - Dividend Comparison

FLDFX's dividend yield for the trailing twelve months is around 3.55%, less than SFHYX's 9.65% yield.


TTM20252024202320222021202020192018201720162015
FLDFX
Meeder Balanced Fund
3.55%3.50%26.22%1.58%3.76%8.15%0.60%1.43%1.41%6.08%1.11%1.26%
SFHYX
Hundredfold Select Alternative Fund
9.65%9.54%5.68%4.62%4.19%10.21%13.57%4.95%2.55%10.24%4.93%0.71%

Drawdowns

FLDFX vs. SFHYX - Drawdown Comparison

The maximum FLDFX drawdown since its inception was -36.88%, which is greater than SFHYX's maximum drawdown of -17.34%. Use the drawdown chart below to compare losses from any high point for FLDFX and SFHYX.


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Drawdown Indicators


FLDFXSFHYXDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-17.34%

-19.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-3.75%

-3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-14.37%

-6.04%

Max Drawdown (10Y)

Largest decline over 10 years

-20.41%

-14.37%

-6.04%

Current Drawdown

Current decline from peak

-5.49%

-3.66%

-1.83%

Average Drawdown

Average peak-to-trough decline

-8.03%

-2.75%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.07%

+0.83%

Volatility

FLDFX vs. SFHYX - Volatility Comparison

Meeder Balanced Fund (FLDFX) has a higher volatility of 4.25% compared to Hundredfold Select Alternative Fund (SFHYX) at 1.71%. This indicates that FLDFX's price experiences larger fluctuations and is considered to be riskier than SFHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLDFXSFHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

1.71%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.10%

3.69%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

11.07%

4.40%

+6.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

6.34%

+5.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.56%

6.27%

+4.29%