FLRUX vs. FLDGX

Last updated Jun 25, 2026

FLRUX (Meeder Conservative Allocation Fund) and FLDGX (Meeder Dynamic Allocation Fund) are both Diversified Portfolio funds from Meeder Funds. Over the past 10 years, FLRUX returned 4.92%/yr vs 13.55%/yr for FLDGX. A 0.75 correlation means they provide meaningful diversification when combined. FLRUX charges 1.21%/yr vs 1.32%/yr for FLDGX.

Performance

FLRUX vs. FLDGX - Performance Comparison

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

Returns By Period

In the year-to-date period, FLRUX achieves a 3.47% return, which is significantly lower than FLDGX's 10.04% return. Over the past 10 years, FLRUX has underperformed FLDGX with an annualized return of 4.92%, while FLDGX has yielded a comparatively higher 13.55% annualized return.

FLRUX

• 1D: -0.56%
• 1M: 0.45%
• YTD: 3.47%
• 6M: 2.93%
• 1Y: 9.65%
• 3Y*: 8.62%
• 5Y*: 3.55%
• 10Y*: 4.92%

FLDGX

• 1D: -1.53%
• 1M: -0.31%
• YTD: 10.04%
• 6M: 8.81%
• 1Y: 22.37%
• 3Y*: 22.96%
• 5Y*: 12.92%
• 10Y*: 13.55%

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

FLRUX vs. FLDGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLRUX Meeder Conservative Allocation Fund	3.47%	8.55%	6.53%	9.67%	-10.23%	4.64%	6.28%	10.25%	-2.61%	7.64%
FLDGX Meeder Dynamic Allocation Fund	10.04%	17.24%	30.96%	20.70%	-15.46%	19.51%	15.41%	24.00%	-8.65%	21.22%

Correlation

The correlation between FLRUX and FLDGX is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.81
Correlation (All Time) Calculated using the full available price history since Feb 28, 2000	0.75

The correlation between FLRUX and FLDGX shifts across timeframes, from 0.75 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

FLRUX vs. FLDGX — Risk / Return Rank

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

FLRUX

FLRUX Risk / Return Rank: 51
FLRUX Sharpe Ratio Rank: 52
FLRUX Sortino Ratio Rank: 54
FLRUX Omega Ratio Rank: 54
FLRUX Calmar Ratio Rank: 45
FLRUX Martin Ratio Rank: 53

FLDGX

FLDGX Risk / Return Rank: 54
FLDGX Sharpe Ratio Rank: 51
FLDGX Sortino Ratio Rank: 50
FLDGX Omega Ratio Rank: 50
FLDGX Calmar Ratio Rank: 53
FLDGX Martin Ratio Rank: 66

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. FLDGX - Risk-Adjusted Trends Comparison

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

	FLRUX	FLDGX	Difference
Sharpe ratio: Return per unit of total volatility	1.83	1.89	-0.06
Sortino ratio: Return per unit of downside risk	2.64	2.65	-0.01
Omega ratio: Gain probability vs. loss probability	1.35	1.34	0.00
Calmar ratio: Return relative to maximum drawdown	2.31	2.61	-0.30
Martin ratio: Return relative to average drawdown	9.59	11.69	-2.10

FLRUX vs. FLDGX - Sharpe Ratio Comparison

The current FLRUX Sharpe Ratio is 1.83, which is comparable to the FLDGX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FLRUX and FLDGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FLRUX vs. FLDGX - Drawdown Comparison

The maximum FLRUX drawdown since its inception was -52.36%, smaller than the maximum FLDGX drawdown of -58.72%. Use the drawdown chart below to compare losses from any high point for FLRUX and FLDGX.

Drawdown Indicators

	FLRUX	FLDGX	Difference
Max Drawdown Largest peak-to-trough decline	-52.36%	-58.72%	+6.36%
Max Drawdown (1Y) Largest decline over 1 year	-4.44%	-9.17%	+4.73%
Max Drawdown (3Y) Largest decline over 3 years	-6.21%	-16.64%	+10.43%
Max Drawdown (5Y) Largest decline over 5 years	-16.32%	-33.96%	+17.64%
Max Drawdown (10Y) Largest decline over 10 years	-16.32%	-33.96%	+17.64%
Current Drawdown Current decline from peak	-0.80%	-2.07%	+1.27%
Average Drawdown Average peak-to-trough decline	-9.71%	-16.80%	+7.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.07%	2.04%	-0.97%

Volatility

FLRUX vs. FLDGX - Volatility Comparison

The current volatility for Meeder Conservative Allocation Fund (FLRUX) is 2.24%, while Meeder Dynamic Allocation Fund (FLDGX) has a volatility of 4.93%. This indicates that FLRUX experiences smaller price fluctuations and is considered to be less risky than FLDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLRUX	FLDGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.24%	4.93%	-2.69%
Volatility (6M) Calculated over the trailing 6-month period	4.62%	10.26%	-5.64%
Volatility (1Y) Calculated over the trailing 1-year period	5.61%	12.67%	-7.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.31%	19.02%	-12.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.64%	18.51%	-11.87%

FLRUX vs. FLDGX - Expense Ratio Comparison

FLRUX has a 1.21% expense ratio, which is lower than FLDGX's 1.32% expense ratio.

Dividends

FLRUX vs. FLDGX - Dividend Comparison

FLRUX's dividend yield for the trailing twelve months is around 3.59%, less than FLDGX's 6.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLDGX Meeder Dynamic Allocation Fund	6.86%	7.53%	29.01%	0.99%	3.71%	14.92%	2.21%	2.21%	1.30%	8.48%	1.44%	3.39%
FLRUX Meeder Conservative Allocation Fund	3.59%	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 FLDGX in my portfolio?

With a correlation of 0.90, FLRUX and FLDGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FLRUX or FLDGX?

FLDGX has higher volatility (4.93%) compared to FLRUX (2.24%). In terms of maximum drawdown, FLRUX dropped -52.36% vs FLDGX's -58.72%.

Which has better risk-adjusted returns?

FLDGX currently has the higher Sharpe Ratio (1.89 vs 1.83), 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.