CFGRX vs. SWPPX
Compare and contrast key facts about Commerce Growth Fund (CFGRX) and Schwab S&P 500 Index Fund (SWPPX).
CFGRX is managed by Commerce. It was launched on Dec 12, 1994. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFGRX or SWPPX.
Key characteristics
| CFGRX | SWPPX | |
|---|---|---|
| YTD Return | 11.97% | 11.78% |
| 1Y Return | 31.19% | 28.23% |
| 3Y Return (Ann) | 10.80% | 10.41% |
| 5Y Return (Ann) | 15.98% | 15.03% |
| 10Y Return (Ann) | 11.19% | 13.01% |
| Sharpe Ratio | 2.46 | 2.53 |
| Daily Std Dev | 13.35% | 11.66% |
| Max Drawdown | -53.46% | -55.06% |
| Current Drawdown | -0.15% | -0.06% |
Correlation
The correlation between CFGRX and SWPPX is 0.94, 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.
Performance
CFGRX vs. SWPPX - Performance Comparison
The year-to-date returns for both stocks are quite close, with CFGRX having a 11.97% return and SWPPX slightly lower at 11.78%. Over the past 10 years, CFGRX has underperformed SWPPX with an annualized return of 11.19%, while SWPPX has yielded a comparatively higher 13.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CFGRX vs. SWPPX - Expense Ratio Comparison
CFGRX has a 0.68% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
CFGRX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Commerce Growth Fund (CFGRX) and Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
CFGRX vs. SWPPX - Dividend Comparison
CFGRX's dividend yield for the trailing twelve months is around 4.05%, more than SWPPX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFGRX Commerce Growth Fund | 4.05% | 4.53% | 7.17% | 21.20% | 4.09% | 5.91% | 10.50% | 5.74% | 6.95% | 0.79% | 0.89% | 0.60% |
SWPPX Schwab S&P 500 Index Fund | 1.28% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
Drawdowns
CFGRX vs. SWPPX - Drawdown Comparison
The maximum CFGRX drawdown since its inception was -53.46%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for CFGRX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
CFGRX vs. SWPPX - Volatility Comparison
Commerce Growth Fund (CFGRX) has a higher volatility of 4.07% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.37%. This indicates that CFGRX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.