FLSPX vs. DIAMX

In the year-to-date period, FLSPX achieves a -5.08% return, which is significantly lower than DIAMX's 1.38% return. Over the past 10 years, FLSPX has outperformed DIAMX with an annualized return of 2.65%, while DIAMX has yielded a comparatively lower 1.45% annualized return.

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FLSPX has a 1.52% expense ratio, which is higher than DIAMX's 1.36% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Meeder Spectrum Fund (FLSPX) and Diamond Hill Long-Short Fund (DIAMX). 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 -0.13, which is higher than the DIAMX Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of FLSPX and DIAMX, 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 0.88%, less than DIAMX's 2.19% yield.

The maximum FLSPX drawdown since its inception was -27.07%, smaller than the maximum DIAMX drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for FLSPX and DIAMX. For additional features, visit the drawdowns tool.

Meeder Spectrum Fund (FLSPX) has a higher volatility of 9.72% compared to Diamond Hill Long-Short Fund (DIAMX) at 7.89%. This indicates that FLSPX's price experiences larger fluctuations and is considered to be riskier than DIAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.