FLMFX vs. VYM
FLMFX (Meeder Muirfield Fund) and VYM (Vanguard High Dividend Yield ETF) are both funds - FLMFX is a Tactical Allocation fund managed by Meeder Funds, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, FLMFX returned 12.23%/yr vs 11.98%/yr for VYM. Their correlation of 0.86 suggests significant overlap in exposure. FLMFX charges 1.20%/yr vs 0.04%/yr for VYM.
Performance
FLMFX vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, FLMFX achieves a 10.81% return, which is significantly lower than VYM's 11.51% return. Both investments have delivered pretty close results over the past 10 years, with FLMFX having a 12.23% annualized return and VYM not far behind at 11.98%.
FLMFX
- 1D
- -0.09%
- 1M
- 1.19%
- YTD
- 10.81%
- 6M
- 9.73%
- 1Y
- 25.81%
- 3Y*
- 23.41%
- 5Y*
- 13.49%
- 10Y*
- 12.23%
VYM
- 1D
- -0.16%
- 1M
- 0.26%
- YTD
- 11.51%
- 6M
- 10.83%
- 1Y
- 24.08%
- 3Y*
- 18.41%
- 5Y*
- 11.88%
- 10Y*
- 11.98%
FLMFX vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLMFX Meeder Muirfield Fund | 10.81% | 15.28% | 36.53% | 13.79% | -11.16% | 20.18% | 4.36% | 13.52% | -3.65% | 20.30% |
VYM Vanguard High Dividend Yield ETF | 11.51% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between FLMFX and VYM is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006 | 0.86 |
The correlation between FLMFX and VYM shifts across timeframes, from 0.74 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FLMFX vs. VYM — Risk / Return Rank
FLMFX
VYM
FLMFX vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meeder Muirfield Fund (FLMFX) and Vanguard High Dividend Yield ETF (VYM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLMFX | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 3.61 | -0.71 |
| Martin ratioReturn relative to average drawdown | 12.52 | 13.43 | -0.91 |
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Drawdowns
FLMFX vs. VYM - Drawdown Comparison
The maximum FLMFX drawdown since its inception was -42.42%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for FLMFX and VYM.
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Drawdown Indicators
| FLMFX | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.42% | -56.98% | +14.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.26% | -6.69% | -2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.08% | -14.46% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -18.19% | -15.84% | -2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -24.33% | -35.21% | +10.88% |
Current DrawdownCurrent decline from peak | -0.54% | -1.28% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -9.25% | -7.18% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.80% | +0.34% |
Volatility
FLMFX vs. VYM - Volatility Comparison
Meeder Muirfield Fund (FLMFX) has a higher volatility of 4.65% compared to Vanguard High Dividend Yield ETF (VYM) at 3.02%. This indicates that FLMFX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLMFX | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 3.02% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 7.64% | +2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 10.39% | +2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 13.93% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.12% | 16.32% | -2.20% |
FLMFX vs. VYM - Expense Ratio Comparison
FLMFX has a 1.20% expense ratio, which is higher than VYM's 0.04% expense ratio.
Dividends
FLMFX vs. VYM - Dividend Comparison
FLMFX's dividend yield for the trailing twelve months is around 4.92%, more than VYM's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMFX Meeder Muirfield Fund | 4.92% | 5.55% | 31.99% | 2.83% | 2.76% | 3.39% | 0.58% | 2.69% | 1.50% | 8.25% | 0.72% | 2.72% |
VYM Vanguard High Dividend Yield ETF | 2.30% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
FLMFX and VYM have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLMFX has higher volatility (4.65%) compared to VYM (3.02%). In terms of maximum drawdown, FLMFX dropped -42.42% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.33 vs 2.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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