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FLSPX vs. FLDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLSPX vs. FLDGX - Performance Comparison

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

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FLSPX vs. FLDGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLSPX
Meeder Spectrum Fund
-1.71%16.15%27.96%14.00%-11.49%20.56%-0.23%13.03%-3.96%19.30%
FLDGX
Meeder Dynamic Allocation Fund
-1.36%17.24%30.96%20.70%-15.46%19.51%15.41%24.00%-8.65%21.22%

Returns By Period

In the year-to-date period, FLSPX achieves a -1.71% return, which is significantly lower than FLDGX's -1.36% return. Over the past 10 years, FLSPX has underperformed FLDGX with an annualized return of 9.43%, while FLDGX has yielded a comparatively higher 11.99% annualized return.


FLSPX

1D
2.28%
1M
-5.52%
YTD
-1.71%
6M
1.51%
1Y
19.16%
3Y*
17.46%
5Y*
10.54%
10Y*
9.43%

FLDGX

1D
2.92%
1M
-5.42%
YTD
-1.36%
6M
1.04%
1Y
18.02%
3Y*
19.93%
5Y*
11.61%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLSPX vs. FLDGX - Expense Ratio Comparison

FLSPX has a 1.52% expense ratio, which is higher than FLDGX's 1.32% expense ratio.


Return for Risk

FLSPX vs. FLDGX — Risk / Return Rank

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

FLSPX
FLSPX Risk / Return Rank: 7373
Overall Rank
FLSPX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FLSPX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FLSPX Omega Ratio Rank: 6464
Omega Ratio Rank
FLSPX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FLSPX Martin Ratio Rank: 8080
Martin Ratio Rank

FLDGX
FLDGX Risk / Return Rank: 6464
Overall Rank
FLDGX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FLDGX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FLDGX Omega Ratio Rank: 6060
Omega Ratio Rank
FLDGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FLDGX Martin Ratio Rank: 7676
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.

FLSPX vs. FLDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meeder Spectrum Fund (FLSPX) 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.


FLSPXFLDGXDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.11

+0.20

Sortino ratio

Return per unit of downside risk

1.85

1.67

+0.18

Omega ratio

Gain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratio

Return relative to maximum drawdown

2.09

1.66

+0.43

Martin ratio

Return relative to average drawdown

8.44

7.73

+0.71

FLSPX vs. FLDGX - Sharpe Ratio Comparison

The current FLSPX Sharpe Ratio is 1.30, which is comparable to the FLDGX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FLSPX and FLDGX, 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


FLSPXFLDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.11

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.62

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.65

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.29

+0.35

Correlation

The correlation between FLSPX and FLDGX is 0.97, 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

FLSPX vs. FLDGX - Dividend Comparison

FLSPX's dividend yield for the trailing twelve months is around 4.61%, less than FLDGX's 7.65% yield.


TTM20252024202320222021202020192018201720162015
FLSPX
Meeder Spectrum Fund
4.61%4.32%17.39%8.41%2.81%5.55%0.09%0.96%1.26%6.78%2.52%1.55%
FLDGX
Meeder Dynamic Allocation Fund
7.65%7.53%29.01%0.99%3.71%14.92%2.21%2.21%1.30%8.48%1.44%3.39%

Drawdowns

FLSPX vs. FLDGX - Drawdown Comparison

The maximum FLSPX drawdown since its inception was -27.07%, smaller than the maximum FLDGX drawdown of -58.72%. Use the drawdown chart below to compare losses from any high point for FLSPX and FLDGX.


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Drawdown Indicators


FLSPXFLDGXDifference

Max Drawdown

Largest peak-to-trough decline

-27.07%

-58.72%

+31.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-11.31%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-20.01%

-33.96%

+13.95%

Max Drawdown (10Y)

Largest decline over 10 years

-27.07%

-33.96%

+6.89%

Current Drawdown

Current decline from peak

-6.65%

-6.52%

-0.13%

Average Drawdown

Average peak-to-trough decline

-5.76%

-16.94%

+11.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.44%

-0.09%

Volatility

FLSPX vs. FLDGX - Volatility Comparison

The current volatility for Meeder Spectrum Fund (FLSPX) is 5.41%, while Meeder Dynamic Allocation Fund (FLDGX) has a volatility of 5.81%. This indicates that FLSPX 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.


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Volatility by Period


FLSPXFLDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

5.81%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

9.52%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.12%

16.84%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

18.91%

-5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.61%

18.48%

-4.87%