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LGPIX vs. MEIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGPIX vs. MEIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Large Cap Growth ProFund (LGPIX) and Meridian Enhanced Equity Fund (MEIFX). The values are adjusted to include any dividend payments, if applicable.

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LGPIX vs. MEIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGPIX
ProFunds Large Cap Growth ProFund
-12.06%20.25%35.00%27.54%-30.72%38.06%30.61%28.72%-1.75%23.39%
MEIFX
Meridian Enhanced Equity Fund
-1.60%6.51%13.19%18.96%-16.43%15.15%26.18%44.95%-0.51%27.94%

Returns By Period

In the year-to-date period, LGPIX achieves a -12.06% return, which is significantly lower than MEIFX's -1.60% return. Both investments have delivered pretty close results over the past 10 years, with LGPIX having a 13.94% annualized return and MEIFX not far behind at 13.78%.


LGPIX

1D
-0.84%
1M
-9.18%
YTD
-12.06%
6M
-10.28%
1Y
16.07%
3Y*
18.60%
5Y*
11.35%
10Y*
13.94%

MEIFX

1D
0.08%
1M
-3.16%
YTD
-1.60%
6M
-1.55%
1Y
4.96%
3Y*
9.70%
5Y*
5.75%
10Y*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGPIX vs. MEIFX - Expense Ratio Comparison

LGPIX has a 1.59% expense ratio, which is higher than MEIFX's 1.20% expense ratio.


Return for Risk

LGPIX vs. MEIFX — Risk / Return Rank

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

LGPIX
LGPIX Risk / Return Rank: 3434
Overall Rank
LGPIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LGPIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
LGPIX Omega Ratio Rank: 3535
Omega Ratio Rank
LGPIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
LGPIX Martin Ratio Rank: 3434
Martin Ratio Rank

MEIFX
MEIFX Risk / Return Rank: 1515
Overall Rank
MEIFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MEIFX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MEIFX Omega Ratio Rank: 1111
Omega Ratio Rank
MEIFX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MEIFX Martin Ratio Rank: 2222
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.

LGPIX vs. MEIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Large Cap Growth ProFund (LGPIX) and Meridian Enhanced Equity Fund (MEIFX). 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.


LGPIXMEIFXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.30

+0.45

Sortino ratio

Return per unit of downside risk

1.21

0.55

+0.66

Omega ratio

Gain probability vs. loss probability

1.17

1.07

+0.10

Calmar ratio

Return relative to maximum drawdown

0.94

0.49

+0.45

Martin ratio

Return relative to average drawdown

3.72

2.30

+1.42

LGPIX vs. MEIFX - Sharpe Ratio Comparison

The current LGPIX Sharpe Ratio is 0.74, which is higher than the MEIFX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of LGPIX and MEIFX, 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


LGPIXMEIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.30

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.37

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.77

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.51

-0.37

Correlation

The correlation between LGPIX and MEIFX is 0.81, 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

LGPIX vs. MEIFX - Dividend Comparison

LGPIX's dividend yield for the trailing twelve months is around 1.71%, less than MEIFX's 7.36% yield.


TTM20252024202320222021202020192018201720162015
LGPIX
ProFunds Large Cap Growth ProFund
1.71%1.51%1.14%1.55%1.98%6.65%3.33%4.40%1.84%0.00%1.39%0.06%
MEIFX
Meridian Enhanced Equity Fund
7.36%7.25%14.61%0.61%9.28%25.44%13.26%40.49%11.67%1.18%0.78%4.24%

Drawdowns

LGPIX vs. MEIFX - Drawdown Comparison

The maximum LGPIX drawdown since its inception was -78.34%, which is greater than MEIFX's maximum drawdown of -54.37%. Use the drawdown chart below to compare losses from any high point for LGPIX and MEIFX.


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Drawdown Indicators


LGPIXMEIFXDifference

Max Drawdown

Largest peak-to-trough decline

-78.34%

-54.37%

-23.97%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-8.99%

-5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-78.34%

-23.54%

-54.80%

Max Drawdown (10Y)

Largest decline over 10 years

-78.34%

-28.67%

-49.67%

Current Drawdown

Current decline from peak

-71.86%

-7.42%

-64.44%

Average Drawdown

Average peak-to-trough decline

-11.72%

-7.76%

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

2.05%

+1.56%

Volatility

LGPIX vs. MEIFX - Volatility Comparison

ProFunds Large Cap Growth ProFund (LGPIX) has a higher volatility of 5.67% compared to Meridian Enhanced Equity Fund (MEIFX) at 3.54%. This indicates that LGPIX's price experiences larger fluctuations and is considered to be riskier than MEIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGPIXMEIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

3.54%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

7.12%

+4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

22.06%

14.91%

+7.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

138.97%

15.93%

+123.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.12%

17.95%

+81.17%