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FLRUX vs. SCLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLRUX vs. SCLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meeder Conservative Allocation Fund (FLRUX) and SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX). The values are adjusted to include any dividend payments, if applicable.

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FLRUX vs. SCLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLRUX
Meeder Conservative Allocation Fund
-0.70%8.55%6.53%9.67%-10.23%4.64%6.28%10.25%-2.61%7.64%
SCLAX
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund
-0.20%6.49%4.92%6.96%-3.74%1.72%3.30%7.91%-0.67%3.88%

Returns By Period

In the year-to-date period, FLRUX achieves a -0.70% return, which is significantly lower than SCLAX's -0.20% return. Over the past 10 years, FLRUX has outperformed SCLAX with an annualized return of 5.12%, while SCLAX has yielded a comparatively lower 3.00% annualized return.


FLRUX

1D
0.98%
1M
-2.92%
YTD
-0.70%
6M
0.36%
1Y
6.82%
3Y*
7.27%
5Y*
3.25%
10Y*
5.12%

SCLAX

1D
0.40%
1M
-1.55%
YTD
-0.20%
6M
0.79%
1Y
4.99%
3Y*
5.44%
5Y*
3.07%
10Y*
3.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLRUX vs. SCLAX - Expense Ratio Comparison

FLRUX has a 1.21% expense ratio, which is higher than SCLAX's 0.62% expense ratio.


Return for Risk

FLRUX vs. SCLAX — Risk / Return Rank

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

FLRUX
FLRUX Risk / Return Rank: 5555
Overall Rank
FLRUX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FLRUX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FLRUX Omega Ratio Rank: 5050
Omega Ratio Rank
FLRUX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLRUX Martin Ratio Rank: 5151
Martin Ratio Rank

SCLAX
SCLAX Risk / Return Rank: 8787
Overall Rank
SCLAX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SCLAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SCLAX Omega Ratio Rank: 8787
Omega Ratio Rank
SCLAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SCLAX Martin Ratio Rank: 8282
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. SCLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Conservative Allocation Fund (FLRUX) and SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX). 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.


FLRUXSCLAXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.96

-0.78

Sortino ratio

Return per unit of downside risk

1.65

2.75

-1.10

Omega ratio

Gain probability vs. loss probability

1.23

1.39

-0.16

Calmar ratio

Return relative to maximum drawdown

1.68

2.24

-0.56

Martin ratio

Return relative to average drawdown

5.96

9.02

-3.07

FLRUX vs. SCLAX - Sharpe Ratio Comparison

The current FLRUX Sharpe Ratio is 1.18, which is lower than the SCLAX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of FLRUX and SCLAX, 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


FLRUXSCLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.96

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

1.01

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

1.10

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.96

-0.56

Correlation

The correlation between FLRUX and SCLAX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLRUX vs. SCLAX - Dividend Comparison

FLRUX's dividend yield for the trailing twelve months is around 3.74%, more than SCLAX's 1.88% yield.


TTM20252024202320222021202020192018201720162015
FLRUX
Meeder Conservative Allocation Fund
3.74%3.69%2.72%2.78%1.77%5.82%1.48%2.14%3.67%1.81%2.07%38.78%
SCLAX
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund
1.88%1.88%7.87%4.06%1.90%2.79%1.01%4.67%0.54%3.77%0.69%1.18%

Drawdowns

FLRUX vs. SCLAX - Drawdown Comparison

The maximum FLRUX drawdown since its inception was -52.36%, which is greater than SCLAX's maximum drawdown of -5.59%. Use the drawdown chart below to compare losses from any high point for FLRUX and SCLAX.


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Drawdown Indicators


FLRUXSCLAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.36%

-5.59%

-46.77%

Max Drawdown (1Y)

Largest decline over 1 year

-4.44%

-2.32%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

-5.59%

-10.73%

Max Drawdown (10Y)

Largest decline over 10 years

-16.32%

-5.59%

-10.73%

Current Drawdown

Current decline from peak

-3.39%

-1.84%

-1.55%

Average Drawdown

Average peak-to-trough decline

-9.78%

-1.15%

-8.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

0.58%

+0.67%

Volatility

FLRUX vs. SCLAX - Volatility Comparison

Meeder Conservative Allocation Fund (FLRUX) has a higher volatility of 2.66% compared to SEI Institutional Managed Trust Multi-Asset Capital Stability Fund (SCLAX) at 1.19%. This indicates that FLRUX's price experiences larger fluctuations and is considered to be riskier than SCLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLRUXSCLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

1.19%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.96%

2.01%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

6.11%

2.66%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

3.07%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

2.75%

+4.17%