FLSPX vs. BPIRX

In the year-to-date period, FLSPX achieves a -0.88% return, which is significantly lower than BPIRX's 4.81% return. Over the past 10 years, FLSPX has outperformed BPIRX with an annualized return of 6.55%, while BPIRX has yielded a comparatively lower 4.91% annualized return.

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FLSPX has a 1.52% expense ratio, which is higher than BPIRX's 1.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Meeder Spectrum Fund (FLSPX) and Boston Partners Long/Short Research Fund (BPIRX). 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.

The current FLSPX Sharpe Ratio is 0.38, which is lower than the BPIRX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FLSPX and BPIRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FLSPX's dividend yield for the trailing twelve months is around 9.23%, less than BPIRX's 10.86% yield.

The maximum FLSPX drawdown since its inception was -27.07%, smaller than the maximum BPIRX drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for FLSPX and BPIRX.

Meeder Spectrum Fund (FLSPX) has a higher volatility of 4.02% compared to Boston Partners Long/Short Research Fund (BPIRX) at 2.32%. This indicates that FLSPX's price experiences larger fluctuations and is considered to be riskier than BPIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.