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FLMFX vs. FLSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLMFX vs. FLSPX - Performance Comparison

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

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FLMFX vs. FLSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLMFX
Meeder Muirfield Fund
-1.70%15.28%36.53%13.79%-11.16%20.18%4.36%13.52%-3.65%20.30%
FLSPX
Meeder Spectrum Fund
-1.71%16.15%27.96%14.00%-11.49%20.56%-0.23%13.03%-3.96%19.30%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLMFX having a -1.70% return and FLSPX slightly lower at -1.71%. Over the past 10 years, FLMFX has outperformed FLSPX with an annualized return of 10.61%, while FLSPX has yielded a comparatively lower 9.43% annualized return.


FLMFX

1D
2.40%
1M
-6.02%
YTD
-1.70%
6M
0.93%
1Y
17.16%
3Y*
19.83%
5Y*
11.76%
10Y*
10.61%

FLSPX

1D
2.28%
1M
-5.52%
YTD
-1.71%
6M
1.51%
1Y
19.16%
3Y*
17.46%
5Y*
10.54%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLMFX vs. FLSPX - Expense Ratio Comparison

FLMFX has a 1.20% expense ratio, which is lower than FLSPX's 1.52% expense ratio.


Return for Risk

FLMFX vs. FLSPX — Risk / Return Rank

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

FLMFX
FLMFX Risk / Return Rank: 6363
Overall Rank
FLMFX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FLMFX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FLMFX Omega Ratio Rank: 5454
Omega Ratio Rank
FLMFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FLMFX Martin Ratio Rank: 6969
Martin Ratio Rank

FLSPX
FLSPX Risk / Return Rank: 7373
Overall Rank
FLSPX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FLSPX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FLSPX Omega Ratio Rank: 6464
Omega Ratio Rank
FLSPX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FLSPX Martin Ratio Rank: 8080
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. FLSPX - Risk-Adjusted Trends Comparison

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


FLMFXFLSPXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.30

-0.14

Sortino ratio

Return per unit of downside risk

1.67

1.85

-0.18

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratio

Return relative to maximum drawdown

1.84

2.09

-0.26

Martin ratio

Return relative to average drawdown

7.31

8.44

-1.13

FLMFX vs. FLSPX - Sharpe Ratio Comparison

The current FLMFX Sharpe Ratio is 1.16, which is comparable to the FLSPX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FLMFX and FLSPX, 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


FLMFXFLSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.30

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.79

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.70

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.64

-0.02

Correlation

The correlation between FLMFX and FLSPX is 0.98, 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. FLSPX - Dividend Comparison

FLMFX's dividend yield for the trailing twelve months is around 5.55%, more than FLSPX's 4.61% yield.


TTM20252024202320222021202020192018201720162015
FLMFX
Meeder Muirfield Fund
5.55%5.55%31.99%2.83%2.76%3.39%0.58%2.69%1.50%8.25%0.72%2.72%
FLSPX
Meeder Spectrum Fund
4.61%4.32%17.39%8.41%2.81%5.55%0.09%0.96%1.26%6.78%2.52%1.55%

Drawdowns

FLMFX vs. FLSPX - Drawdown Comparison

The maximum FLMFX drawdown since its inception was -42.42%, which is greater than FLSPX's maximum drawdown of -27.07%. Use the drawdown chart below to compare losses from any high point for FLMFX and FLSPX.


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Drawdown Indicators


FLMFXFLSPXDifference

Max Drawdown

Largest peak-to-trough decline

-42.42%

-27.07%

-15.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-9.46%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-18.19%

-20.01%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-24.33%

-27.07%

+2.74%

Current Drawdown

Current decline from peak

-7.09%

-6.65%

-0.44%

Average Drawdown

Average peak-to-trough decline

-9.30%

-5.76%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.35%

+0.11%

Volatility

FLMFX vs. FLSPX - Volatility Comparison

Meeder Muirfield Fund (FLMFX) and Meeder Spectrum Fund (FLSPX) have volatilities of 5.43% and 5.41%, 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.


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Volatility by Period


FLMFXFLSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

5.41%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

9.71%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

15.12%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

13.39%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.03%

13.61%

+0.42%