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CFGRX vs. SPYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFGRX vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commerce Growth Fund (CFGRX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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CFGRX vs. SPYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFGRX
Commerce Growth Fund
-11.61%12.40%31.15%36.39%-26.57%26.50%28.96%35.60%-1.04%27.57%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
-8.12%22.09%35.99%30.02%-29.41%32.01%33.46%30.84%-0.12%27.24%

Returns By Period

In the year-to-date period, CFGRX achieves a -11.61% return, which is significantly lower than SPYG's -8.12% return. Over the past 10 years, CFGRX has underperformed SPYG with an annualized return of 14.33%, while SPYG has yielded a comparatively higher 15.75% annualized return.


CFGRX

1D
-0.28%
1M
-8.63%
YTD
-11.61%
6M
-11.14%
1Y
8.67%
3Y*
16.39%
5Y*
10.13%
10Y*
14.33%

SPYG

1D
4.08%
1M
-5.34%
YTD
-8.12%
6M
-6.05%
1Y
22.51%
3Y*
21.85%
5Y*
12.24%
10Y*
15.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFGRX vs. SPYG - Expense Ratio Comparison

CFGRX has a 0.68% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Return for Risk

CFGRX vs. SPYG — Risk / Return Rank

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

CFGRX
CFGRX Risk / Return Rank: 1818
Overall Rank
CFGRX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CFGRX Sortino Ratio Rank: 1919
Sortino Ratio Rank
CFGRX Omega Ratio Rank: 1919
Omega Ratio Rank
CFGRX Calmar Ratio Rank: 1616
Calmar Ratio Rank
CFGRX Martin Ratio Rank: 1717
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 6666
Overall Rank
SPYG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6565
Omega Ratio Rank
SPYG Calmar Ratio Rank: 7070
Calmar Ratio Rank
SPYG Martin Ratio Rank: 6969
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. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Commerce Growth Fund (CFGRX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


CFGRXSPYGDifference

Sharpe ratio

Return per unit of total volatility

0.46

1.01

-0.55

Sortino ratio

Return per unit of downside risk

0.81

1.58

-0.77

Omega ratio

Gain probability vs. loss probability

1.12

1.22

-0.11

Calmar ratio

Return relative to maximum drawdown

0.47

1.66

-1.19

Martin ratio

Return relative to average drawdown

1.74

6.54

-4.80

CFGRX vs. SPYG - Sharpe Ratio Comparison

The current CFGRX Sharpe Ratio is 0.46, which is lower than the SPYG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CFGRX and SPYG, 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


CFGRXSPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.01

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.58

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.77

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.31

+0.12

Correlation

The correlation between CFGRX and SPYG 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

CFGRX vs. SPYG - Dividend Comparison

CFGRX's dividend yield for the trailing twelve months is around 22.21%, more than SPYG's 0.58% yield.


TTM20252024202320222021202020192018201720162015
CFGRX
Commerce Growth Fund
22.21%19.63%10.50%4.53%7.17%21.20%4.09%5.91%10.50%5.74%6.05%11.93%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.58%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Drawdowns

CFGRX vs. SPYG - Drawdown Comparison

The maximum CFGRX drawdown since its inception was -66.01%, roughly equal to the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for CFGRX and SPYG.


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Drawdown Indicators


CFGRXSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-66.01%

-67.63%

+1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-13.76%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-32.67%

+3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-31.59%

-32.67%

+1.08%

Current Drawdown

Current decline from peak

-13.88%

-10.24%

-3.64%

Average Drawdown

Average peak-to-trough decline

-21.26%

-24.48%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

3.50%

+0.26%

Volatility

CFGRX vs. SPYG - Volatility Comparison

The current volatility for Commerce Growth Fund (CFGRX) is 4.67%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.20%. This indicates that CFGRX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFGRXSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

7.20%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

12.83%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

22.39%

-2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

21.13%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

20.57%

-1.42%