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FLMFX vs. FLFGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLMFX vs. FLFGX - Performance Comparison

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

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FLMFX vs. FLFGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLMFX
Meeder Muirfield Fund
-4.00%15.28%36.53%13.79%-11.16%20.18%4.36%13.52%-3.65%20.30%
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%

Returns By Period

In the year-to-date period, FLMFX achieves a -4.00% return, which is significantly lower than FLFGX's -3.50% return. Over the past 10 years, FLMFX has outperformed FLFGX with an annualized return of 10.35%, while FLFGX has yielded a comparatively lower 8.23% annualized return.


FLMFX

1D
-0.42%
1M
-8.40%
YTD
-4.00%
6M
-1.15%
1Y
14.80%
3Y*
18.89%
5Y*
11.54%
10Y*
10.35%

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

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FLMFX vs. FLFGX - Expense Ratio Comparison

FLMFX has a 1.20% expense ratio, which is lower than FLFGX's 1.81% expense ratio.


Return for Risk

FLMFX vs. FLFGX — Risk / Return Rank

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

FLMFX
FLMFX Risk / Return Rank: 5454
Overall Rank
FLMFX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FLMFX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FLMFX Omega Ratio Rank: 5151
Omega Ratio Rank
FLMFX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FLMFX Martin Ratio Rank: 5656
Martin Ratio Rank

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
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.

FLMFX vs. FLFGX - Risk-Adjusted Trends Comparison

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


FLMFXFLFGXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.93

+0.09

Sortino ratio

Return per unit of downside risk

1.47

1.40

+0.07

Omega ratio

Gain probability vs. loss probability

1.21

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.34

1.17

+0.18

Martin ratio

Return relative to average drawdown

5.44

5.48

-0.04

FLMFX vs. FLFGX - Sharpe Ratio Comparison

The current FLMFX Sharpe Ratio is 1.02, which is comparable to the FLFGX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FLMFX and FLFGX, 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


FLMFXFLFGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.93

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.58

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.59

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.28

+0.34

Correlation

The correlation between FLMFX and FLFGX is 0.94, 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

FLMFX vs. FLFGX - Dividend Comparison

FLMFX's dividend yield for the trailing twelve months is around 5.68%, less than FLFGX's 14.67% yield.


TTM20252024202320222021202020192018201720162015
FLMFX
Meeder Muirfield Fund
5.68%5.55%31.99%2.83%2.76%3.39%0.58%2.69%1.50%8.25%0.72%2.72%
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%

Drawdowns

FLMFX vs. FLFGX - Drawdown Comparison

The maximum FLMFX drawdown since its inception was -42.42%, smaller than the maximum FLFGX drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for FLMFX and FLFGX.


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Drawdown Indicators


FLMFXFLFGXDifference

Max Drawdown

Largest peak-to-trough decline

-42.42%

-60.31%

+17.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-10.80%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.19%

-28.54%

+10.35%

Max Drawdown (10Y)

Largest decline over 10 years

-24.33%

-28.54%

+4.21%

Current Drawdown

Current decline from peak

-9.26%

-8.89%

-0.37%

Average Drawdown

Average peak-to-trough decline

-9.30%

-11.56%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.30%

+0.11%

Volatility

FLMFX vs. FLFGX - Volatility Comparison

The current volatility for Meeder Muirfield Fund (FLMFX) is 4.65%, while Meeder Global Allocation Fund (FLFGX) has a volatility of 4.97%. This indicates that FLMFX experiences smaller price fluctuations and is considered to be less risky than FLFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLMFXFLFGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

4.97%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

8.84%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

15.51%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

15.09%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.01%

13.87%

+0.14%