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CFAGX vs. CFGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CFAGX vs. CFGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commerce MidCap Growth Fund (CFAGX) and Commerce Growth Fund (CFGRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CFAGX having a 2.11% return and CFGRX slightly higher at 2.12%. Over the past 10 years, CFAGX has underperformed CFGRX with an annualized return of 9.77%, while CFGRX has yielded a comparatively higher 15.39% annualized return.


CFAGX

1D
2.05%
1M
-3.31%
6M
3.31%
YTD
2.11%
1Y
-1.66%
3Y*
6.82%
5Y*
2.54%
10Y*
9.77%
ALL TIME*
7.65%

CFGRX

1D
2.16%
1M
-0.87%
6M
3.56%
YTD
2.12%
1Y
9.62%
3Y*
17.25%
5Y*
10.47%
10Y*
15.39%
ALL TIME*
8.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

CFAGX vs. CFGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFAGX
Commerce MidCap Growth Fund
2.11%1.58%11.77%17.74%-20.31%19.12%23.78%34.41%-4.55%23.39%
CFGRX
Commerce Growth Fund
2.12%12.40%31.15%36.39%-26.57%26.50%28.96%35.60%-1.04%27.57%

Correlation

The correlation between CFAGX and CFGRX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (3Y)
Balances recent behavior with more history.

0.76

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (10Y)
Provides a long-term view across more market conditions.

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 20, 1996

0.90

The correlation between CFAGX and CFGRX shifts across timeframes, from 0.71 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CFAGX vs. CFGRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CFAGX
CFAGX Risk / Return Rank: 22
Overall Rank
CFAGX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CFAGX Sortino Ratio Rank: 22
Sortino Ratio Rank
CFAGX Omega Ratio Rank: 22
Omega Ratio Rank
CFAGX Calmar Ratio Rank: 22
Calmar Ratio Rank
CFAGX Martin Ratio Rank: 22
Martin Ratio Rank

CFGRX
CFGRX Risk / Return Rank: 1313
Overall Rank
CFGRX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CFGRX Sortino Ratio Rank: 1313
Sortino Ratio Rank
CFGRX Omega Ratio Rank: 1313
Omega Ratio Rank
CFGRX Calmar Ratio Rank: 1111
Calmar Ratio Rank
CFGRX Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CFAGX vs. CFGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Commerce MidCap Growth Fund (CFAGX) and Commerce Growth Fund (CFGRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CFAGXCFGRXDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

0.97

1.10

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.32

0.55

-0.87

Martin ratioReturn relative to average drawdown

-0.82

1.81

-2.63

CFAGX vs. CFGRX - Sharpe Ratio Comparison

The current CFAGX Sharpe Ratio is -0.27, which is lower than the CFGRX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CFAGX and CFGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CFAGX vs. CFGRX - Drawdown Comparison

The maximum CFAGX drawdown since its inception was -61.05%, smaller than the maximum CFGRX drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for CFAGX and CFGRX.


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Drawdown Indicators


CFAGXCFGRXDifference

Max Drawdown

Largest peak-to-trough decline

-61.05%

-66.01%

+4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-13.88%

+1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

-21.60%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-29.51%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-34.23%

-31.59%

-2.64%

Current Drawdown

Current decline from peak

-4.45%

-5.66%

+1.21%

Average Drawdown

Average peak-to-trough decline

-14.83%

-21.07%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

4.22%

+0.74%

Volatility

CFAGX vs. CFGRX - Volatility Comparison

Commerce MidCap Growth Fund (CFAGX) and Commerce Growth Fund (CFGRX) have volatilities of 4.75% and 4.74%, 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.


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Volatility by Period


CFAGXCFGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

4.74%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.93%

11.87%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

14.76%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

19.52%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

19.29%

-0.81%

CFAGX vs. CFGRX - Expense Ratio Comparison

CFAGX has a 0.71% expense ratio, which is higher than CFGRX's 0.68% expense ratio.


Dividends

CFAGX vs. CFGRX - Dividend Comparison

CFAGX's dividend yield for the trailing twelve months is around 24.37%, more than CFGRX's 19.22% yield.


PositionTTM20252024202320222021202020192018201720162015
CFAGX
Commerce MidCap Growth Fund
24.37%24.89%10.80%6.77%2.00%19.35%4.23%6.59%10.81%7.05%5.27%8.83%
CFGRX
Commerce Growth Fund
19.22%19.63%10.50%4.53%7.17%21.20%4.09%5.91%10.50%5.74%6.05%11.93%

Frequently Asked Questions


CFAGX and CFGRX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CFAGX has higher volatility (4.75%) compared to CFGRX (4.74%). In terms of maximum drawdown, CFAGX dropped -61.05% vs CFGRX's -66.01%.

CFGRX currently has the higher Sharpe Ratio (0.52 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CFAGX and CFGRX

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