PortfoliosLab logoPortfoliosLab logo
FLFGX vs. IPIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLFGX vs. IPIRX - Performance Comparison

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

Loading graphics...

FLFGX vs. IPIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IPIRX
Voya Global Perspectives Portfolio
-3.05%14.21%7.31%10.65%-17.52%6.06%16.10%18.35%-9.87%15.00%

Returns By Period

In the year-to-date period, FLFGX achieves a -3.50% return, which is significantly lower than IPIRX's -3.05% return. Over the past 10 years, FLFGX has outperformed IPIRX with an annualized return of 8.23%, while IPIRX has yielded a comparatively lower 5.44% annualized return.


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%

IPIRX

1D
-1.07%
1M
-7.88%
YTD
-3.05%
6M
-1.28%
1Y
10.48%
3Y*
7.95%
5Y*
2.82%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLFGX vs. IPIRX - Expense Ratio Comparison

FLFGX has a 1.81% expense ratio, which is higher than IPIRX's 0.20% expense ratio.


Return for Risk

FLFGX vs. IPIRX — Risk / Return Rank

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

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

IPIRX
IPIRX Risk / Return Rank: 4747
Overall Rank
IPIRX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IPIRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
IPIRX Omega Ratio Rank: 5050
Omega Ratio Rank
IPIRX Calmar Ratio Rank: 3535
Calmar Ratio Rank
IPIRX Martin Ratio Rank: 4242
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. IPIRX - Risk-Adjusted Trends Comparison

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


FLFGXIPIRXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.02

-0.09

Sortino ratio

Return per unit of downside risk

1.40

1.52

-0.11

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.17

0.98

+0.19

Martin ratio

Return relative to average drawdown

5.48

4.41

+1.07

FLFGX vs. IPIRX - Sharpe Ratio Comparison

The current FLFGX Sharpe Ratio is 0.93, which is comparable to the IPIRX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FLFGX and IPIRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLFGXIPIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.02

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.27

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.57

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.52

-0.24

Correlation

The correlation between FLFGX and IPIRX is 0.88, 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. IPIRX - Dividend Comparison

FLFGX's dividend yield for the trailing twelve months is around 14.67%, more than IPIRX's 5.82% yield.


TTM20252024202320222021202020192018201720162015
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%
IPIRX
Voya Global Perspectives Portfolio
5.82%5.64%3.25%14.65%13.55%6.34%6.25%7.80%1.30%2.78%2.78%7.16%

Drawdowns

FLFGX vs. IPIRX - Drawdown Comparison

The maximum FLFGX drawdown since its inception was -60.31%, which is greater than IPIRX's maximum drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for FLFGX and IPIRX.


Loading graphics...

Drawdown Indicators


FLFGXIPIRXDifference

Max Drawdown

Largest peak-to-trough decline

-60.31%

-24.97%

-35.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-7.88%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-24.97%

-3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-28.54%

-24.97%

-3.57%

Current Drawdown

Current decline from peak

-8.89%

-7.88%

-1.01%

Average Drawdown

Average peak-to-trough decline

-11.56%

-4.89%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

1.99%

+0.31%

Volatility

FLFGX vs. IPIRX - Volatility Comparison

Meeder Global Allocation Fund (FLFGX) has a higher volatility of 4.97% compared to Voya Global Perspectives Portfolio (IPIRX) at 3.44%. This indicates that FLFGX's price experiences larger fluctuations and is considered to be riskier than IPIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLFGXIPIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

3.44%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

6.50%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

11.05%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.09%

10.73%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.87%

9.69%

+4.18%