FLMFX vs. GOIIX
Compare and contrast key facts about Meeder Muirfield Fund (FLMFX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX).
FLMFX is managed by Meeder Funds. It was launched on Aug 9, 1988. GOIIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
FLMFX vs. GOIIX - Performance Comparison
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FLMFX vs. GOIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLMFX Meeder Muirfield Fund | -4.00% | 15.28% | 36.53% | 13.79% | -11.16% | 20.18% | 4.36% | 13.52% | -3.65% | 20.30% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | -3.39% | 15.03% | 14.81% | 15.16% | -15.86% | 12.65% | 12.73% | 19.16% | -8.63% | 16.60% |
Returns By Period
In the year-to-date period, FLMFX achieves a -4.00% return, which is significantly lower than GOIIX's -3.39% return. Over the past 10 years, FLMFX has outperformed GOIIX with an annualized return of 10.35%, while GOIIX has yielded a comparatively lower 7.70% 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%
GOIIX
- 1D
- 0.07%
- 1M
- -6.83%
- YTD
- -3.39%
- 6M
- -0.74%
- 1Y
- 12.30%
- 3Y*
- 11.79%
- 5Y*
- 6.28%
- 10Y*
- 7.70%
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FLMFX vs. GOIIX - Expense Ratio Comparison
FLMFX has a 1.20% expense ratio, which is higher than GOIIX's 0.19% expense ratio.
Return for Risk
FLMFX vs. GOIIX — Risk / Return Rank
FLMFX
GOIIX
FLMFX vs. GOIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meeder Muirfield Fund (FLMFX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX). 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.
| FLMFX | GOIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.21 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.61 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 0.98 | +0.37 |
Martin ratioReturn relative to average drawdown | 5.44 | 4.37 | +1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLMFX | GOIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.21 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.60 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.69 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.52 | +0.10 |
Correlation
The correlation between FLMFX and GOIIX 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
FLMFX vs. GOIIX - Dividend Comparison
FLMFX's dividend yield for the trailing twelve months is around 5.68%, less than GOIIX's 8.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | 8.88% | 7.98% | 9.79% | 1.97% | 5.09% | 6.80% | 3.47% | 2.29% | 3.04% | 2.73% | 1.37% | 3.99% |
Drawdowns
FLMFX vs. GOIIX - Drawdown Comparison
The maximum FLMFX drawdown since its inception was -42.42%, roughly equal to the maximum GOIIX drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for FLMFX and GOIIX.
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Drawdown Indicators
| FLMFX | GOIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.42% | -43.63% | +1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -8.55% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -18.19% | -23.78% | +5.59% |
Max Drawdown (10Y)Largest decline over 10 years | -24.33% | -25.07% | +0.74% |
Current DrawdownCurrent decline from peak | -9.26% | -7.10% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -6.44% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.14% | +0.27% |
Volatility
FLMFX vs. GOIIX - Volatility Comparison
Meeder Muirfield Fund (FLMFX) has a higher volatility of 4.65% compared to Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) at 3.77%. This indicates that FLMFX's price experiences larger fluctuations and is considered to be riskier than GOIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLMFX | GOIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 3.77% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 6.48% | +2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 10.40% | +4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 10.58% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.01% | 11.22% | +2.79% |