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FLRUX vs. FLDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLRUX vs. FLDFX - Performance Comparison

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

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FLRUX vs. FLDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLRUX
Meeder Conservative Allocation Fund
-1.66%8.55%6.53%9.67%-10.23%4.64%6.28%10.25%-2.61%7.64%
FLDFX
Meeder Balanced Fund
-2.80%12.35%26.72%12.08%-11.07%13.22%5.27%12.29%-3.25%14.74%

Returns By Period

In the year-to-date period, FLRUX achieves a -1.66% return, which is significantly higher than FLDFX's -2.80% return. Over the past 10 years, FLRUX has underperformed FLDFX with an annualized return of 5.02%, while FLDFX has yielded a comparatively higher 7.93% annualized return.


FLRUX

1D
0.13%
1M
-4.16%
YTD
-1.66%
6M
-0.36%
1Y
6.15%
3Y*
6.93%
5Y*
3.16%
10Y*
5.02%

FLDFX

1D
-0.23%
1M
-6.66%
YTD
-2.80%
6M
-0.56%
1Y
11.34%
3Y*
14.96%
5Y*
8.54%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLRUX vs. FLDFX - Expense Ratio Comparison

FLRUX has a 1.21% expense ratio, which is lower than FLDFX's 1.39% expense ratio.


Return for Risk

FLRUX vs. FLDFX — Risk / Return Rank

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

FLRUX
FLRUX Risk / Return Rank: 5454
Overall Rank
FLRUX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FLRUX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FLRUX Omega Ratio Rank: 4949
Omega Ratio Rank
FLRUX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FLRUX Martin Ratio Rank: 5151
Martin Ratio Rank

FLDFX
FLDFX Risk / Return Rank: 5757
Overall Rank
FLDFX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FLDFX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLDFX Omega Ratio Rank: 5252
Omega Ratio Rank
FLDFX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLDFX 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.

FLRUX vs. FLDFX - Risk-Adjusted Trends Comparison

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


FLRUXFLDFXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.08

-0.01

Sortino ratio

Return per unit of downside risk

1.48

1.54

-0.06

Omega ratio

Gain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratio

Return relative to maximum drawdown

1.40

1.41

-0.02

Martin ratio

Return relative to average drawdown

5.02

5.58

-0.56

FLRUX vs. FLDFX - Sharpe Ratio Comparison

The current FLRUX Sharpe Ratio is 1.07, which is comparable to the FLDFX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FLRUX and FLDFX, 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


FLRUXFLDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.08

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.73

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.75

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.48

-0.09

Correlation

The correlation between FLRUX and FLDFX is 0.83, 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

FLRUX vs. FLDFX - Dividend Comparison

FLRUX's dividend yield for the trailing twelve months is around 3.78%, more than FLDFX's 3.61% yield.


TTM20252024202320222021202020192018201720162015
FLRUX
Meeder Conservative Allocation Fund
3.78%3.69%2.72%2.78%1.77%5.82%1.48%2.14%3.67%1.81%2.07%38.78%
FLDFX
Meeder Balanced Fund
3.61%3.50%26.22%1.58%3.76%8.15%0.60%1.43%1.41%6.08%1.11%1.26%

Drawdowns

FLRUX vs. FLDFX - Drawdown Comparison

The maximum FLRUX drawdown since its inception was -52.36%, which is greater than FLDFX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for FLRUX and FLDFX.


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Drawdown Indicators


FLRUXFLDFXDifference

Max Drawdown

Largest peak-to-trough decline

-52.36%

-36.88%

-15.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.44%

-7.39%

+2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

-20.41%

+4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-16.32%

-20.41%

+4.09%

Current Drawdown

Current decline from peak

-4.32%

-7.19%

+2.87%

Average Drawdown

Average peak-to-trough decline

-9.78%

-8.03%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

1.87%

-0.63%

Volatility

FLRUX vs. FLDFX - Volatility Comparison

The current volatility for Meeder Conservative Allocation Fund (FLRUX) is 2.39%, while Meeder Balanced Fund (FLDFX) has a volatility of 3.68%. This indicates that FLRUX experiences smaller price fluctuations and is considered to be less risky than FLDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLRUXFLDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.39%

3.68%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

6.87%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

10.95%

-4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

11.73%

-5.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

10.55%

-3.63%