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CFBNX vs. QDIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFBNX vs. QDIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commerce Bond Fund (CFBNX) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). The values are adjusted to include any dividend payments, if applicable.

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CFBNX vs. QDIBX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CFBNX
Commerce Bond Fund
-0.35%7.12%1.52%5.97%-13.30%-0.56%7.15%-0.07%
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
0.00%7.72%1.66%6.71%-14.11%-0.17%6.77%-0.10%

Returns By Period


CFBNX

1D
0.22%
1M
-1.74%
YTD
-0.35%
6M
0.37%
1Y
3.73%
3Y*
3.68%
5Y*
0.25%
10Y*
2.00%

QDIBX

1D
0.22%
1M
-1.22%
YTD
0.00%
6M
0.90%
1Y
4.08%
3Y*
4.27%
5Y*
0.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFBNX vs. QDIBX - Expense Ratio Comparison

CFBNX has a 0.60% expense ratio, which is higher than QDIBX's 0.03% expense ratio.


Return for Risk

CFBNX vs. QDIBX — Risk / Return Rank

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

CFBNX
CFBNX Risk / Return Rank: 3939
Overall Rank
CFBNX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CFBNX Sortino Ratio Rank: 3636
Sortino Ratio Rank
CFBNX Omega Ratio Rank: 2626
Omega Ratio Rank
CFBNX Calmar Ratio Rank: 5656
Calmar Ratio Rank
CFBNX Martin Ratio Rank: 3838
Martin Ratio Rank

QDIBX
QDIBX Risk / Return Rank: 5151
Overall Rank
QDIBX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QDIBX Sortino Ratio Rank: 5151
Sortino Ratio Rank
QDIBX Omega Ratio Rank: 3636
Omega Ratio Rank
QDIBX Calmar Ratio Rank: 7070
Calmar Ratio Rank
QDIBX Martin Ratio Rank: 4646
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. QDIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Commerce Bond Fund (CFBNX) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). 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.


CFBNXQDIBXDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.06

-0.13

Sortino ratio

Return per unit of downside risk

1.31

1.55

-0.23

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.54

1.81

-0.27

Martin ratio

Return relative to average drawdown

4.60

5.30

-0.69

CFBNX vs. QDIBX - Sharpe Ratio Comparison

The current CFBNX Sharpe Ratio is 0.92, which is comparable to the QDIBX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of CFBNX and QDIBX, 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


CFBNXQDIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.06

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.06

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.17

+0.90

Correlation

The correlation between CFBNX and QDIBX is 0.91, 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. QDIBX - Dividend Comparison

CFBNX's dividend yield for the trailing twelve months is around 3.28%, less than QDIBX's 3.50% yield.


TTM20252024202320222021202020192018201720162015
CFBNX
Commerce Bond Fund
3.28%3.54%2.94%2.67%2.40%3.02%2.71%3.14%3.25%3.23%3.40%3.52%
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
3.50%3.50%3.55%3.65%2.51%1.80%3.25%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CFBNX vs. QDIBX - Drawdown Comparison

The maximum CFBNX drawdown since its inception was -17.90%, smaller than the maximum QDIBX drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for CFBNX and QDIBX.


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Drawdown Indicators


CFBNXQDIBXDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-19.63%

+1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.58%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-19.63%

+1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

Current Drawdown

Current decline from peak

-2.22%

-1.76%

-0.46%

Average Drawdown

Average peak-to-trough decline

-2.11%

-6.52%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.88%

+0.10%

Volatility

CFBNX vs. QDIBX - Volatility Comparison

Commerce Bond Fund (CFBNX) has a higher volatility of 1.60% compared to Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) at 1.46%. This indicates that CFBNX's price experiences larger fluctuations and is considered to be riskier than QDIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFBNXQDIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

1.46%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.54%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

4.32%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.53%

6.58%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.69%

6.32%

-1.63%