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FLFGX vs. LFMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLFGX vs. LFMIX - Performance Comparison

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

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FLFGX vs. LFMIX - 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%
LFMIX
LoCorr Macro Strategies Fund Class I
8.48%2.89%6.77%-6.55%15.43%0.07%4.55%12.71%-5.11%2.99%

Returns By Period

In the year-to-date period, FLFGX achieves a -3.50% return, which is significantly lower than LFMIX's 8.48% return. Over the past 10 years, FLFGX has outperformed LFMIX with an annualized return of 8.23%, while LFMIX has yielded a comparatively lower 3.98% 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%

LFMIX

1D
0.00%
1M
2.55%
YTD
8.48%
6M
10.07%
1Y
11.62%
3Y*
5.15%
5Y*
4.62%
10Y*
3.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLFGX vs. LFMIX - Expense Ratio Comparison

FLFGX has a 1.81% expense ratio, which is lower than LFMIX's 1.88% expense ratio.


Return for Risk

FLFGX vs. LFMIX — 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

LFMIX
LFMIX Risk / Return Rank: 9292
Overall Rank
LFMIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LFMIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
LFMIX Omega Ratio Rank: 8888
Omega Ratio Rank
LFMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LFMIX Martin Ratio Rank: 8989
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. LFMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Global Allocation Fund (FLFGX) and LoCorr Macro Strategies Fund Class I (LFMIX). 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.


FLFGXLFMIXDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.05

-1.12

Sortino ratio

Return per unit of downside risk

1.40

2.98

-1.57

Omega ratio

Gain probability vs. loss probability

1.20

1.38

-0.18

Calmar ratio

Return relative to maximum drawdown

1.17

3.73

-2.57

Martin ratio

Return relative to average drawdown

5.48

9.91

-4.43

FLFGX vs. LFMIX - Sharpe Ratio Comparison

The current FLFGX Sharpe Ratio is 0.93, which is lower than the LFMIX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FLFGX and LFMIX, 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


FLFGXLFMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.05

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.64

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.52

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.36

-0.08

Correlation

The correlation between FLFGX and LFMIX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLFGX vs. LFMIX - Dividend Comparison

FLFGX's dividend yield for the trailing twelve months is around 14.67%, more than LFMIX's 2.90% 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%
LFMIX
LoCorr Macro Strategies Fund Class I
2.90%3.14%3.21%3.17%14.35%4.95%4.73%4.66%3.12%5.89%1.95%3.08%

Drawdowns

FLFGX vs. LFMIX - Drawdown Comparison

The maximum FLFGX drawdown since its inception was -60.31%, which is greater than LFMIX's maximum drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for FLFGX and LFMIX.


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Drawdown Indicators


FLFGXLFMIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.31%

-22.68%

-37.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-3.08%

-7.72%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-12.26%

-16.28%

Max Drawdown (10Y)

Largest decline over 10 years

-28.54%

-12.26%

-16.28%

Current Drawdown

Current decline from peak

-8.89%

0.00%

-8.89%

Average Drawdown

Average peak-to-trough decline

-11.56%

-6.84%

-4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

1.16%

+1.14%

Volatility

FLFGX vs. LFMIX - Volatility Comparison

Meeder Global Allocation Fund (FLFGX) has a higher volatility of 4.97% compared to LoCorr Macro Strategies Fund Class I (LFMIX) at 1.87%. This indicates that FLFGX's price experiences larger fluctuations and is considered to be riskier than LFMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLFGXLFMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

1.87%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

4.50%

+4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

5.78%

+9.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.09%

7.25%

+7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.87%

7.64%

+6.23%