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CFGRX vs. CFMOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFGRX vs. CFMOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commerce Growth Fund (CFGRX) and Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX). The values are adjusted to include any dividend payments, if applicable.

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CFGRX vs. CFMOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFGRX
Commerce Growth Fund
-8.64%12.40%31.15%36.39%-26.57%26.50%28.96%35.60%-1.04%27.57%
CFMOX
Commerce Missouri Tax-Free Intermediate Bond Fund
-0.70%5.33%0.38%4.87%-7.32%0.69%3.87%6.12%0.81%4.51%

Returns By Period

In the year-to-date period, CFGRX achieves a -8.64% return, which is significantly lower than CFMOX's -0.70% return. Over the past 10 years, CFGRX has outperformed CFMOX with an annualized return of 14.71%, while CFMOX has yielded a comparatively lower 1.65% annualized return.


CFGRX

1D
3.36%
1M
-5.81%
YTD
-8.64%
6M
-8.33%
1Y
11.46%
3Y*
17.68%
5Y*
10.52%
10Y*
14.71%

CFMOX

1D
0.27%
1M
-2.26%
YTD
-0.70%
6M
0.86%
1Y
3.62%
3Y*
2.45%
5Y*
0.62%
10Y*
1.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFGRX vs. CFMOX - Expense Ratio Comparison

CFGRX has a 0.68% expense ratio, which is higher than CFMOX's 0.63% expense ratio.


Return for Risk

CFGRX vs. CFMOX — Risk / Return Rank

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

CFGRX
CFGRX Risk / Return Rank: 2525
Overall Rank
CFGRX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CFGRX Sortino Ratio Rank: 2424
Sortino Ratio Rank
CFGRX Omega Ratio Rank: 2424
Omega Ratio Rank
CFGRX Calmar Ratio Rank: 2828
Calmar Ratio Rank
CFGRX Martin Ratio Rank: 2727
Martin Ratio Rank

CFMOX
CFMOX Risk / Return Rank: 3939
Overall Rank
CFMOX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CFMOX Sortino Ratio Rank: 3030
Sortino Ratio Rank
CFMOX Omega Ratio Rank: 6464
Omega Ratio Rank
CFMOX Calmar Ratio Rank: 2929
Calmar Ratio Rank
CFMOX Martin Ratio Rank: 3434
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.

CFGRX vs. CFMOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Commerce Growth Fund (CFGRX) and Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX). 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.


CFGRXCFMOXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.91

-0.29

Sortino ratio

Return per unit of downside risk

1.04

1.23

-0.19

Omega ratio

Gain probability vs. loss probability

1.15

1.27

-0.12

Calmar ratio

Return relative to maximum drawdown

0.92

1.04

-0.12

Martin ratio

Return relative to average drawdown

3.33

4.29

-0.96

CFGRX vs. CFMOX - Sharpe Ratio Comparison

The current CFGRX Sharpe Ratio is 0.61, which is lower than the CFMOX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CFGRX and CFMOX, 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


CFGRXCFMOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.91

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.18

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.50

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.20

-0.76

Correlation

The correlation between CFGRX and CFMOX is -0.04. 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

CFGRX vs. CFMOX - Dividend Comparison

CFGRX's dividend yield for the trailing twelve months is around 21.49%, more than CFMOX's 2.62% yield.


TTM20252024202320222021202020192018201720162015
CFGRX
Commerce Growth Fund
21.49%19.63%10.50%4.53%7.17%21.20%4.09%5.91%10.50%5.74%6.05%11.93%
CFMOX
Commerce Missouri Tax-Free Intermediate Bond Fund
2.62%3.41%2.16%2.11%1.60%1.78%1.84%2.33%2.44%2.48%2.46%2.43%

Drawdowns

CFGRX vs. CFMOX - Drawdown Comparison

The maximum CFGRX drawdown since its inception was -66.01%, which is greater than CFMOX's maximum drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for CFGRX and CFMOX.


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Drawdown Indicators


CFGRXCFMOXDifference

Max Drawdown

Largest peak-to-trough decline

-66.01%

-12.14%

-53.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-4.58%

-9.30%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-12.14%

-17.37%

Max Drawdown (10Y)

Largest decline over 10 years

-31.59%

-12.14%

-19.45%

Current Drawdown

Current decline from peak

-10.99%

-2.47%

-8.52%

Average Drawdown

Average peak-to-trough decline

-21.25%

-1.42%

-19.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

1.11%

+2.71%

Volatility

CFGRX vs. CFMOX - Volatility Comparison

Commerce Growth Fund (CFGRX) has a higher volatility of 5.96% compared to Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX) at 1.09%. This indicates that CFGRX's price experiences larger fluctuations and is considered to be riskier than CFMOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFGRXCFMOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

1.09%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

1.48%

+9.20%

Volatility (1Y)

Calculated over the trailing 1-year period

20.16%

4.51%

+15.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.38%

3.42%

+15.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

3.31%

+15.87%