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CFAGX vs. CFSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFAGX vs. CFSTX - Performance Comparison

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

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CFAGX vs. CFSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFAGX
Commerce MidCap Growth Fund
-6.89%1.58%11.77%17.74%-20.31%19.12%23.78%34.41%-4.55%23.39%
CFSTX
Commerce Short Term Government Fund
-0.02%5.25%3.12%4.28%-6.59%-1.19%3.09%3.56%1.01%0.84%

Returns By Period

In the year-to-date period, CFAGX achieves a -6.89% return, which is significantly lower than CFSTX's -0.02% return. Over the past 10 years, CFAGX has outperformed CFSTX with an annualized return of 9.44%, while CFSTX has yielded a comparatively lower 1.26% annualized return.


CFAGX

1D
-1.00%
1M
-8.73%
YTD
-6.89%
6M
-10.11%
1Y
-0.23%
3Y*
5.82%
5Y*
2.61%
10Y*
9.44%

CFSTX

1D
0.18%
1M
-1.03%
YTD
-0.02%
6M
1.03%
1Y
3.40%
3Y*
3.67%
5Y*
0.96%
10Y*
1.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFAGX vs. CFSTX - Expense Ratio Comparison

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


Return for Risk

CFAGX vs. CFSTX — Risk / Return Rank

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

CFAGX
CFAGX Risk / Return Rank: 55
Overall Rank
CFAGX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CFAGX Sortino Ratio Rank: 55
Sortino Ratio Rank
CFAGX Omega Ratio Rank: 55
Omega Ratio Rank
CFAGX Calmar Ratio Rank: 55
Calmar Ratio Rank
CFAGX Martin Ratio Rank: 44
Martin Ratio Rank

CFSTX
CFSTX Risk / Return Rank: 9292
Overall Rank
CFSTX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CFSTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
CFSTX Omega Ratio Rank: 8888
Omega Ratio Rank
CFSTX Calmar Ratio Rank: 9393
Calmar Ratio Rank
CFSTX Martin Ratio Rank: 9393
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.

CFAGX vs. CFSTX - Risk-Adjusted Trends Comparison

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


CFAGXCFSTXDifference

Sharpe ratio

Return per unit of total volatility

0.00

1.99

-1.98

Sortino ratio

Return per unit of downside risk

0.15

3.16

-3.01

Omega ratio

Gain probability vs. loss probability

1.02

1.38

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.14

2.89

-3.02

Martin ratio

Return relative to average drawdown

-0.38

11.64

-12.02

CFAGX vs. CFSTX - Sharpe Ratio Comparison

The current CFAGX Sharpe Ratio is 0.00, which is lower than the CFSTX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of CFAGX and CFSTX, 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


CFAGXCFSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

1.99

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.42

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.65

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.14

-0.79

Correlation

The correlation between CFAGX and CFSTX is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CFAGX vs. CFSTX - Dividend Comparison

CFAGX's dividend yield for the trailing twelve months is around 26.73%, more than CFSTX's 2.17% yield.


TTM20252024202320222021202020192018201720162015
CFAGX
Commerce MidCap Growth Fund
26.73%24.89%10.80%6.77%2.00%19.35%4.23%6.59%10.81%7.05%5.27%8.83%
CFSTX
Commerce Short Term Government Fund
2.17%2.26%1.62%2.05%1.30%1.53%1.99%2.44%1.94%1.61%1.69%1.40%

Drawdowns

CFAGX vs. CFSTX - Drawdown Comparison

The maximum CFAGX drawdown since its inception was -61.05%, which is greater than CFSTX's maximum drawdown of -9.02%. Use the drawdown chart below to compare losses from any high point for CFAGX and CFSTX.


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Drawdown Indicators


CFAGXCFSTXDifference

Max Drawdown

Largest peak-to-trough decline

-61.05%

-9.02%

-52.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-1.33%

-11.68%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-9.02%

-19.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.23%

-9.02%

-25.21%

Current Drawdown

Current decline from peak

-12.87%

-1.03%

-11.84%

Average Drawdown

Average peak-to-trough decline

-14.96%

-0.97%

-13.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

0.33%

+4.32%

Volatility

CFAGX vs. CFSTX - Volatility Comparison

Commerce MidCap Growth Fund (CFAGX) has a higher volatility of 4.87% compared to Commerce Short Term Government Fund (CFSTX) at 0.63%. This indicates that CFAGX's price experiences larger fluctuations and is considered to be riskier than CFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFAGXCFSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

0.63%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

1.19%

+9.46%

Volatility (1Y)

Calculated over the trailing 1-year period

19.94%

1.85%

+18.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

2.31%

+16.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

1.95%

+16.45%