FLRUX vs. FLCGX

Last updated Jun 3, 2026

FLRUX (Meeder Conservative Allocation Fund) and FLCGX (Meeder Quantex Fund) are both mutual funds - FLRUX is a Diversified Portfolio fund managed by Meeder Funds, while FLCGX is a Mid Cap Value Equities fund managed by Meeder Funds. Over the past 10 years, FLRUX returned 4.77%/yr vs 10.66%/yr for FLCGX. A 0.73 correlation means they provide meaningful diversification when combined. FLRUX charges 1.21%/yr vs 1.62%/yr for FLCGX.

Performance

FLRUX vs. FLCGX - Performance Comparison

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

Returns By Period

In the year-to-date period, FLRUX achieves a 3.97% return, which is significantly lower than FLCGX's 8.97% return. Over the past 10 years, FLRUX has underperformed FLCGX with an annualized return of 4.77%, while FLCGX has yielded a comparatively higher 10.66% annualized return.

FLRUX

• 1D: 0.04%
• 1M: 1.55%
• YTD: 3.97%
• 6M: 4.14%
• 1Y: 11.75%
• 3Y*: 8.83%
• 5Y*: 3.78%
• 10Y*: 4.77%

FLCGX

• 1D: 0.29%
• 1M: 4.69%
• YTD: 8.97%
• 6M: 9.25%
• 1Y: 25.08%
• 3Y*: 25.98%
• 5Y*: 11.36%
• 10Y*: 10.66%

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

FLRUX vs. FLCGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLRUX Meeder Conservative Allocation Fund	3.97%	8.55%	6.53%	9.67%	-10.23%	4.64%	6.28%	10.25%	-2.61%	7.64%
FLCGX Meeder Quantex Fund	8.97%	19.10%	36.38%	14.81%	-13.77%	27.27%	-5.36%	18.48%	-12.35%	13.42%

Correlation

The correlation between FLRUX and FLCGX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.70
Correlation (All Time) Calculated using the full available price history since Jun 22, 1995	0.73

The correlation between FLRUX and FLCGX shifts across timeframes, from 0.70 (10 years) to 0.87 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

FLRUX vs. FLCGX — Risk / Return Rank

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

FLRUX

FLRUX Risk / Return Rank: 57
FLRUX Sharpe Ratio Rank: 59
FLRUX Sortino Ratio Rank: 60
FLRUX Omega Ratio Rank: 61
FLRUX Calmar Ratio Rank: 49
FLRUX Martin Ratio Rank: 56

FLCGX

FLCGX Risk / Return Rank: 54
FLCGX Sharpe Ratio Rank: 52
FLCGX Sortino Ratio Rank: 48
FLCGX Omega Ratio Rank: 49
FLCGX Calmar Ratio Rank: 57
FLCGX Martin Ratio Rank: 63

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.

FLRUX vs. FLCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Conservative Allocation Fund (FLRUX) and Meeder Quantex Fund (FLCGX). 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.

	FLRUX	FLCGX	Difference
Sharpe ratio Return per unit of total volatility	2.25	2.12	+0.13
Sortino ratio Return per unit of downside risk	3.27	2.93	+0.34
Omega ratio Gain probability vs. loss probability	1.44	1.38	+0.05
Calmar ratio Return relative to maximum drawdown	2.67	2.90	-0.23
Martin ratio Return relative to average drawdown	11.25	12.51	-1.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLRUX vs. FLCGX - Sharpe Ratio Comparison

The current FLRUX Sharpe Ratio is 2.25, which is comparable to the FLCGX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of FLRUX and FLCGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FLRUX	FLCGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	2.12	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.51	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.46	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.37	+0.03

Drawdowns

FLRUX vs. FLCGX - Drawdown Comparison

The maximum FLRUX drawdown since its inception was -52.36%, smaller than the maximum FLCGX drawdown of -66.94%. Use the drawdown chart below to compare losses from any high point for FLRUX and FLCGX.

Drawdown Indicators

	FLRUX	FLCGX	Difference
Max Drawdown Largest peak-to-trough decline	-52.36%	-66.94%	+14.58%
Max Drawdown (1Y) Largest decline over 1 year	-4.44%	-8.86%	+4.42%
Max Drawdown (3Y) Largest decline over 3 years	-6.21%	-17.47%	+11.26%
Max Drawdown (5Y) Largest decline over 5 years	-16.32%	-32.83%	+16.51%
Max Drawdown (10Y) Largest decline over 10 years	-16.32%	-50.45%	+34.13%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.73%	-12.88%	+3.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.05%	2.05%	-1.00%

Volatility

FLRUX vs. FLCGX - Volatility Comparison

The current volatility for Meeder Conservative Allocation Fund (FLRUX) is 1.84%, while Meeder Quantex Fund (FLCGX) has a volatility of 3.23%. This indicates that FLRUX experiences smaller price fluctuations and is considered to be less risky than FLCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLRUX	FLCGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.84%	3.23%	-1.39%
Volatility (6M) Calculated over the trailing 6-month period	4.28%	9.32%	-5.04%
Volatility (1Y) Calculated over the trailing 1-year period	5.26%	12.22%	-6.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.25%	22.38%	-16.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.76%	23.48%	-16.72%

FLRUX vs. FLCGX - Expense Ratio Comparison

FLRUX has a 1.21% expense ratio, which is lower than FLCGX's 1.62% expense ratio.

Dividends

FLRUX vs. FLCGX - Dividend Comparison

FLRUX's dividend yield for the trailing twelve months is around 3.57%, less than FLCGX's 7.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLCGX Meeder Quantex Fund	7.74%	8.48%	39.58%	1.17%	2.73%	16.70%	0.53%	0.67%	0.00%	2.92%	2.00%	17.06%
FLRUX Meeder Conservative Allocation Fund	3.57%	3.69%	2.72%	2.78%	1.77%	5.82%	1.48%	2.14%	3.67%	1.81%	2.07%	38.78%

Frequently Asked Questions

Can I hold both FLRUX and FLCGX in my portfolio?

FLRUX and FLCGX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLRUX or FLCGX?

FLCGX has higher volatility (3.23%) compared to FLRUX (1.84%). In terms of maximum drawdown, FLRUX dropped -52.36% vs FLCGX's -66.94%.

Which has better risk-adjusted returns?

FLRUX currently has the higher Sharpe Ratio (2.25 vs 2.12), 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.