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FLFGX vs. FLRUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLFGX vs. FLRUX - Performance Comparison

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

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FLFGX vs. FLRUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLFGX
Meeder Global Allocation Fund
-0.86%18.82%22.53%15.37%-12.93%12.57%2.99%13.17%-6.93%22.34%
FLRUX
Meeder Conservative Allocation Fund
-0.70%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, FLFGX achieves a -0.86% return, which is significantly lower than FLRUX's -0.70% return. Over the past 10 years, FLFGX has outperformed FLRUX with an annualized return of 8.52%, while FLRUX has yielded a comparatively lower 5.12% annualized return.


FLFGX

1D
2.74%
1M
-5.29%
YTD
-0.86%
6M
1.51%
1Y
17.00%
3Y*
16.58%
5Y*
9.12%
10Y*
8.52%

FLRUX

1D
0.98%
1M
-2.92%
YTD
-0.70%
6M
0.36%
1Y
6.82%
3Y*
7.27%
5Y*
3.25%
10Y*
5.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLFGX vs. FLRUX - Expense Ratio Comparison

FLFGX has a 1.81% expense ratio, which is higher than FLRUX's 1.21% expense ratio.


Return for Risk

FLFGX vs. FLRUX — Risk / Return Rank

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

FLFGX
FLFGX Risk / Return Rank: 6060
Overall Rank
FLFGX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FLFGX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FLFGX Omega Ratio Rank: 5656
Omega Ratio Rank
FLFGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLFGX Martin Ratio Rank: 7070
Martin Ratio Rank

FLRUX
FLRUX Risk / Return Rank: 5555
Overall Rank
FLRUX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FLRUX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FLRUX Omega Ratio Rank: 5050
Omega Ratio Rank
FLRUX Calmar Ratio Rank: 6161
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.

FLFGX vs. FLRUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Global Allocation Fund (FLFGX) 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.


FLFGXFLRUXDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.18

-0.07

Sortino ratio

Return per unit of downside risk

1.67

1.65

+0.02

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.61

1.68

-0.07

Martin ratio

Return relative to average drawdown

7.47

5.96

+1.51

FLFGX vs. FLRUX - Sharpe Ratio Comparison

The current FLFGX Sharpe Ratio is 1.11, which is comparable to the FLRUX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of FLFGX 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


FLFGXFLRUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.18

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.53

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.74

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.39

-0.10

Correlation

The correlation between FLFGX and FLRUX 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.


Dividends

FLFGX vs. FLRUX - Dividend Comparison

FLFGX's dividend yield for the trailing twelve months is around 14.28%, more than FLRUX's 3.74% yield.


TTM20252024202320222021202020192018201720162015
FLFGX
Meeder Global Allocation Fund
14.28%14.35%25.20%1.64%0.77%11.13%2.22%2.12%5.05%1.41%1.14%3.15%
FLRUX
Meeder Conservative Allocation Fund
3.74%3.69%2.72%2.78%1.77%5.82%1.48%2.14%3.67%1.81%2.07%38.78%

Drawdowns

FLFGX vs. FLRUX - Drawdown Comparison

The maximum FLFGX drawdown since its inception was -60.31%, which is greater than FLRUX's maximum drawdown of -52.36%. Use the drawdown chart below to compare losses from any high point for FLFGX and FLRUX.


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Drawdown Indicators


FLFGXFLRUXDifference

Max Drawdown

Largest peak-to-trough decline

-60.31%

-52.36%

-7.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-4.44%

-6.36%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-16.32%

-12.22%

Max Drawdown (10Y)

Largest decline over 10 years

-28.54%

-16.32%

-12.22%

Current Drawdown

Current decline from peak

-6.39%

-3.39%

-3.00%

Average Drawdown

Average peak-to-trough decline

-11.56%

-9.78%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

1.25%

+1.08%

Volatility

FLFGX vs. FLRUX - Volatility Comparison

Meeder Global Allocation Fund (FLFGX) has a higher volatility of 5.87% compared to Meeder Conservative Allocation Fund (FLRUX) at 2.66%. This indicates that FLFGX'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


FLFGXFLRUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

2.66%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

3.96%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

6.11%

+9.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

6.21%

+8.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

6.92%

+6.98%