PortfoliosLab logoPortfoliosLab logo
FLSPX vs. FLMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLSPX vs. FLMFX - Performance Comparison

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

Loading graphics...

FLSPX vs. FLMFX - 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%
FLMFX
Meeder Muirfield Fund
-1.70%15.28%36.53%13.79%-11.16%20.18%4.36%13.52%-3.65%20.30%

Returns By Period

The year-to-date returns for both investments are quite close, with FLSPX having a -1.71% return and FLMFX slightly higher at -1.70%. Over the past 10 years, FLSPX has underperformed FLMFX with an annualized return of 9.43%, while FLMFX has yielded a comparatively higher 10.61% 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%

FLMFX

1D
2.40%
1M
-6.02%
YTD
-1.70%
6M
0.93%
1Y
17.16%
3Y*
19.83%
5Y*
11.76%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLSPX vs. FLMFX - Expense Ratio Comparison

FLSPX has a 1.52% expense ratio, which is higher than FLMFX's 1.20% expense ratio.


Return for Risk

FLSPX vs. FLMFX — 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

FLMFX
FLMFX Risk / Return Rank: 6363
Overall Rank
FLMFX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FLMFX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FLMFX Omega Ratio Rank: 5454
Omega Ratio Rank
FLMFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FLMFX Martin Ratio Rank: 6969
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. FLMFX - Risk-Adjusted Trends Comparison

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


FLSPXFLMFXDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.16

+0.14

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

1.84

+0.26

Martin ratio

Return relative to average drawdown

8.44

7.31

+1.13

FLSPX vs. FLMFX - Sharpe Ratio Comparison

The current FLSPX Sharpe Ratio is 1.30, which is comparable to the FLMFX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FLSPX and FLMFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLSPXFLMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.16

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.81

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.76

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.62

+0.02

Correlation

The correlation between FLSPX and FLMFX is 0.98, 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. FLMFX - Dividend Comparison

FLSPX's dividend yield for the trailing twelve months is around 4.61%, less than FLMFX's 5.55% 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%
FLMFX
Meeder Muirfield Fund
5.55%5.55%31.99%2.83%2.76%3.39%0.58%2.69%1.50%8.25%0.72%2.72%

Drawdowns

FLSPX vs. FLMFX - Drawdown Comparison

The maximum FLSPX drawdown since its inception was -27.07%, smaller than the maximum FLMFX drawdown of -42.42%. Use the drawdown chart below to compare losses from any high point for FLSPX and FLMFX.


Loading graphics...

Drawdown Indicators


FLSPXFLMFXDifference

Max Drawdown

Largest peak-to-trough decline

-27.07%

-42.42%

+15.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-9.78%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-20.01%

-18.19%

-1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-27.07%

-24.33%

-2.74%

Current Drawdown

Current decline from peak

-6.65%

-7.09%

+0.44%

Average Drawdown

Average peak-to-trough decline

-5.76%

-9.30%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.46%

-0.11%

Volatility

FLSPX vs. FLMFX - Volatility Comparison

Meeder Spectrum Fund (FLSPX) and Meeder Muirfield Fund (FLMFX) have volatilities of 5.41% and 5.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLSPXFLMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

5.43%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

9.63%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.12%

15.19%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

14.55%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.61%

14.03%

-0.42%