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CFBNX vs. CFSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFBNX vs. CFSTX - Performance Comparison

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

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CFBNX vs. CFSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFBNX
Commerce Bond Fund
-0.57%7.12%1.52%5.97%-13.30%-0.56%7.15%8.97%-0.58%4.55%
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, CFBNX achieves a -0.57% return, which is significantly lower than CFSTX's -0.02% return. Over the past 10 years, CFBNX has outperformed CFSTX with an annualized return of 1.98%, while CFSTX has yielded a comparatively lower 1.26% annualized return.


CFBNX

1D
0.50%
1M
-2.44%
YTD
-0.57%
6M
0.37%
1Y
3.73%
3Y*
3.60%
5Y*
0.28%
10Y*
1.98%

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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CFBNX vs. CFSTX - Expense Ratio Comparison

CFBNX has a 0.60% expense ratio, which is lower than CFSTX's 0.68% expense ratio.


Return for Risk

CFBNX vs. CFSTX — Risk / Return Rank

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

CFBNX
CFBNX Risk / Return Rank: 5252
Overall Rank
CFBNX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CFBNX Sortino Ratio Rank: 4949
Sortino Ratio Rank
CFBNX Omega Ratio Rank: 3737
Omega Ratio Rank
CFBNX Calmar Ratio Rank: 7272
Calmar Ratio Rank
CFBNX Martin Ratio Rank: 5050
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.

CFBNX vs. CFSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Commerce Bond Fund (CFBNX) 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.


CFBNXCFSTXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.99

-0.99

Sortino ratio

Return per unit of downside risk

1.41

3.16

-1.74

Omega ratio

Gain probability vs. loss probability

1.18

1.38

-0.21

Calmar ratio

Return relative to maximum drawdown

1.66

2.89

-1.22

Martin ratio

Return relative to average drawdown

5.01

11.64

-6.63

CFBNX vs. CFSTX - Sharpe Ratio Comparison

The current CFBNX Sharpe Ratio is 0.99, which is lower than the CFSTX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of CFBNX 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


CFBNXCFSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.99

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.42

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.65

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

1.14

-0.07

Correlation

The correlation between CFBNX and CFSTX is 0.88, 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

CFBNX vs. CFSTX - Dividend Comparison

CFBNX's dividend yield for the trailing twelve months is around 3.29%, more than CFSTX's 2.17% yield.


TTM20252024202320222021202020192018201720162015
CFBNX
Commerce Bond Fund
3.29%3.54%2.94%2.67%2.40%3.02%2.71%3.14%3.25%3.23%3.40%3.52%
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

CFBNX vs. CFSTX - Drawdown Comparison

The maximum CFBNX drawdown since its inception was -17.90%, which is greater than CFSTX's maximum drawdown of -9.02%. Use the drawdown chart below to compare losses from any high point for CFBNX and CFSTX.


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Drawdown Indicators


CFBNXCFSTXDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-9.02%

-8.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-1.33%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-9.02%

-8.88%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

-9.02%

-8.88%

Current Drawdown

Current decline from peak

-2.44%

-1.03%

-1.41%

Average Drawdown

Average peak-to-trough decline

-2.11%

-0.97%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.33%

+0.64%

Volatility

CFBNX vs. CFSTX - Volatility Comparison

Commerce Bond Fund (CFBNX) has a higher volatility of 1.61% compared to Commerce Short Term Government Fund (CFSTX) at 0.63%. This indicates that CFBNX'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


CFBNXCFSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

0.63%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

1.19%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

1.85%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.53%

2.31%

+3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

1.95%

+2.73%