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FLSPX vs. FLFGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLSPX vs. FLFGX - Performance Comparison

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

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FLSPX vs. FLFGX - 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%
FLFGX
Meeder Global Allocation Fund
-0.86%18.82%22.53%15.37%-12.93%12.57%2.99%13.17%-6.93%22.34%

Returns By Period

In the year-to-date period, FLSPX achieves a -1.71% return, which is significantly lower than FLFGX's -0.86% return. Over the past 10 years, FLSPX has outperformed FLFGX with an annualized return of 9.43%, while FLFGX has yielded a comparatively lower 8.52% 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%

FLFGX

1D
2.74%
1M
-5.29%
YTD
-0.86%
6M
1.51%
1Y
17.00%
3Y*
16.58%
5Y*
9.12%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLSPX vs. FLFGX - Expense Ratio Comparison

FLSPX has a 1.52% expense ratio, which is lower than FLFGX's 1.81% expense ratio.


Return for Risk

FLSPX vs. FLFGX — 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

FLFGX
FLFGX Risk / Return Rank: 6060
Overall Rank
FLFGX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FLFGX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FLFGX Omega Ratio Rank: 5656
Omega Ratio Rank
FLFGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLFGX Martin Ratio Rank: 7070
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. FLFGX - Risk-Adjusted Trends Comparison

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


FLSPXFLFGXDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.11

+0.19

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

1.61

+0.48

Martin ratio

Return relative to average drawdown

8.44

7.47

+0.97

FLSPX vs. FLFGX - Sharpe Ratio Comparison

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


FLSPXFLFGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.11

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.61

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.61

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.29

+0.35

Correlation

The correlation between FLSPX and FLFGX is 0.92, 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. FLFGX - Dividend Comparison

FLSPX's dividend yield for the trailing twelve months is around 4.61%, less than FLFGX's 14.28% 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%
FLFGX
Meeder Global Allocation Fund
14.28%14.35%25.20%1.64%0.77%11.13%2.22%2.12%5.05%1.41%1.14%3.15%

Drawdowns

FLSPX vs. FLFGX - Drawdown Comparison

The maximum FLSPX drawdown since its inception was -27.07%, smaller than the maximum FLFGX drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for FLSPX and FLFGX.


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Drawdown Indicators


FLSPXFLFGXDifference

Max Drawdown

Largest peak-to-trough decline

-27.07%

-60.31%

+33.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-10.80%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.01%

-28.54%

+8.53%

Max Drawdown (10Y)

Largest decline over 10 years

-27.07%

-28.54%

+1.47%

Current Drawdown

Current decline from peak

-6.65%

-6.39%

-0.26%

Average Drawdown

Average peak-to-trough decline

-5.76%

-11.56%

+5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.33%

+0.02%

Volatility

FLSPX vs. FLFGX - Volatility Comparison

The current volatility for Meeder Spectrum Fund (FLSPX) is 5.41%, while Meeder Global Allocation Fund (FLFGX) has a volatility of 5.87%. This indicates that FLSPX experiences smaller price fluctuations and is considered to be less risky than FLFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLSPXFLFGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

5.87%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

9.24%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.12%

15.71%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

15.14%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.61%

13.90%

-0.29%