FLDGX vs. PRISX

Last updated Jun 4, 2026

FLDGX (Meeder Dynamic Allocation Fund) and PRISX (T. Rowe Price Financial Services Fund) are both mutual funds - FLDGX is a Diversified Portfolio fund managed by Meeder Funds, while PRISX is a Financials Equities fund managed by BlackRock. Over the past 10 years, FLDGX returned 13.43%/yr vs 14.49%/yr for PRISX. A 0.77 correlation means they provide meaningful diversification when combined. FLDGX charges 1.32%/yr vs 0.88%/yr for PRISX.

Performance

FLDGX vs. PRISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meeder Dynamic Allocation Fund (FLDGX) and T. Rowe Price Financial Services Fund (PRISX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLDGX achieves a 12.36% return, which is significantly higher than PRISX's -2.49% return. Over the past 10 years, FLDGX has underperformed PRISX with an annualized return of 13.43%, while PRISX has yielded a comparatively higher 14.49% annualized return.

FLDGX

• 1D: 0.30%
• 1M: 5.11%
• YTD: 12.36%
• 6M: 12.95%
• 1Y: 27.10%
• 3Y*: 24.06%
• 5Y*: 13.65%
• 10Y*: 13.43%

PRISX

• 1D: 0.11%
• 1M: 0.26%
• YTD: -2.49%
• 6M: 1.19%
• 1Y: 10.16%
• 3Y*: 22.69%
• 5Y*: 10.16%
• 10Y*: 14.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLDGX vs. PRISX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLDGX Meeder Dynamic Allocation Fund	12.36%	17.24%	30.96%	20.70%	-15.46%	19.51%	15.41%	24.00%	-8.65%	21.22%
PRISX T. Rowe Price Financial Services Fund	-2.49%	18.75%	30.87%	14.95%	-10.99%	37.83%	5.65%	32.84%	-10.12%	19.17%

Correlation

The correlation between FLDGX and PRISX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Feb 29, 2000	0.77

The correlation between FLDGX and PRISX shifts across timeframes, from 0.63 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FLDGX vs. PRISX — Risk / Return Rank

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

FLDGX

FLDGX Risk / Return Rank: 62
FLDGX Sharpe Ratio Rank: 61
FLDGX Sortino Ratio Rank: 59
FLDGX Omega Ratio Rank: 57
FLDGX Calmar Ratio Rank: 61
FLDGX Martin Ratio Rank: 72

PRISX

PRISX Risk / Return Rank: 8
PRISX Sharpe Ratio Rank: 8
PRISX Sortino Ratio Rank: 8
PRISX Omega Ratio Rank: 8
PRISX Calmar Ratio Rank: 8
PRISX Martin Ratio Rank: 7

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.

FLDGX vs. PRISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Dynamic Allocation Fund (FLDGX) and T. Rowe Price Financial Services Fund (PRISX). 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.

	FLDGX	PRISX	Difference
Sharpe ratio: Return per unit of total volatility	2.30	0.68	+1.62
Sortino ratio: Return per unit of downside risk	3.23	1.00	+2.22
Omega ratio: Gain probability vs. loss probability	1.42	1.13	+0.29
Calmar ratio: Return relative to maximum drawdown	3.00	0.77	+2.23
Martin ratio: Return relative to average drawdown	13.68	2.17	+11.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLDGX vs. PRISX - Sharpe Ratio Comparison

The current FLDGX Sharpe Ratio is 2.30, which is higher than the PRISX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of FLDGX and PRISX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FLDGX	PRISX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	0.68	+1.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.50	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.67	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.43	-0.11

Drawdowns

FLDGX vs. PRISX - Drawdown Comparison

The maximum FLDGX drawdown since its inception was -58.72%, smaller than the maximum PRISX drawdown of -67.34%. Use the drawdown chart below to compare losses from any high point for FLDGX and PRISX.

Drawdown Indicators

	FLDGX	PRISX	Difference
Max Drawdown Largest peak-to-trough decline	-58.72%	-67.34%	+8.62%
Max Drawdown (1Y) Largest decline over 1 year	-9.17%	-13.92%	+4.75%
Max Drawdown (3Y) Largest decline over 3 years	-16.64%	-18.06%	+1.42%
Max Drawdown (5Y) Largest decline over 5 years	-33.96%	-26.95%	-7.01%
Max Drawdown (10Y) Largest decline over 10 years	-33.96%	-42.86%	+8.90%
Current Drawdown Current decline from peak	0.00%	-5.56%	+5.56%
Average Drawdown Average peak-to-trough decline	-16.83%	-11.25%	-5.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	4.93%	-2.92%

Volatility

FLDGX vs. PRISX - Volatility Comparison

Meeder Dynamic Allocation Fund (FLDGX) and T. Rowe Price Financial Services Fund (PRISX) have volatilities of 3.34% and 3.21%, 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.

Volatility by Period

	FLDGX	PRISX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.34%	3.21%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	11.83%	-2.46%
Volatility (1Y) Calculated over the trailing 1-year period	11.96%	15.67%	-3.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.93%	20.24%	-1.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.50%	21.86%	-3.36%

FLDGX vs. PRISX - Expense Ratio Comparison

FLDGX has a 1.32% expense ratio, which is higher than PRISX's 0.88% expense ratio.

Dividends

FLDGX vs. PRISX - Dividend Comparison

FLDGX's dividend yield for the trailing twelve months is around 6.72%, less than PRISX's 7.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLDGX Meeder Dynamic Allocation Fund	6.72%	7.53%	29.01%	0.99%	3.71%	14.92%	2.21%	2.21%	1.30%	8.48%	1.44%	3.39%
PRISX T. Rowe Price Financial Services Fund	7.04%	6.87%	8.74%	2.00%	2.08%	3.00%	10.22%	6.14%	11.97%	4.68%	1.00%	3.86%

Frequently Asked Questions

Can I hold both FLDGX and PRISX in my portfolio?

FLDGX and PRISX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLDGX or PRISX?

FLDGX has higher volatility (3.34%) compared to PRISX (3.21%). In terms of maximum drawdown, FLDGX dropped -58.72% vs PRISX's -67.34%.

Which has better risk-adjusted returns?

FLDGX currently has the higher Sharpe Ratio (2.30 vs 0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.