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CFMOX vs. CFAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFMOX vs. CFAGX - Performance Comparison

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

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CFMOX vs. CFAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CFAGX
Commerce MidCap Growth Fund
-4.16%1.58%11.77%17.74%-20.31%19.12%23.78%34.41%-4.55%23.39%

Returns By Period

In the year-to-date period, CFMOX achieves a -0.70% return, which is significantly higher than CFAGX's -4.16% return. Over the past 10 years, CFMOX has underperformed CFAGX with an annualized return of 1.65%, while CFAGX has yielded a comparatively higher 9.76% annualized return.


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%

CFAGX

1D
2.92%
1M
-6.22%
YTD
-4.16%
6M
-7.05%
1Y
1.88%
3Y*
6.84%
5Y*
2.85%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFMOX vs. CFAGX - Expense Ratio Comparison

CFMOX has a 0.63% expense ratio, which is lower than CFAGX's 0.71% expense ratio.


Return for Risk

CFMOX vs. CFAGX — Risk / Return Rank

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

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

CFAGX
CFAGX Risk / Return Rank: 77
Overall Rank
CFAGX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CFAGX Sortino Ratio Rank: 66
Sortino Ratio Rank
CFAGX Omega Ratio Rank: 66
Omega Ratio Rank
CFAGX Calmar Ratio Rank: 88
Calmar Ratio Rank
CFAGX Martin Ratio Rank: 88
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.

CFMOX vs. CFAGX - Risk-Adjusted Trends Comparison

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


CFMOXCFAGXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.13

+0.77

Sortino ratio

Return per unit of downside risk

1.23

0.34

+0.89

Omega ratio

Gain probability vs. loss probability

1.27

1.04

+0.22

Calmar ratio

Return relative to maximum drawdown

1.04

0.23

+0.81

Martin ratio

Return relative to average drawdown

4.29

0.63

+3.66

CFMOX vs. CFAGX - Sharpe Ratio Comparison

The current CFMOX Sharpe Ratio is 0.91, which is higher than the CFAGX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of CFMOX and CFAGX, 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


CFMOXCFAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.13

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.16

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.53

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.36

+0.84

Correlation

The correlation between CFMOX and CFAGX is -0.07. 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

CFMOX vs. CFAGX - Dividend Comparison

CFMOX's dividend yield for the trailing twelve months is around 2.62%, less than CFAGX's 25.97% yield.


TTM20252024202320222021202020192018201720162015
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%
CFAGX
Commerce MidCap Growth Fund
25.97%24.89%10.80%6.77%2.00%19.35%4.23%6.59%10.81%7.05%5.27%8.83%

Drawdowns

CFMOX vs. CFAGX - Drawdown Comparison

The maximum CFMOX drawdown since its inception was -12.14%, smaller than the maximum CFAGX drawdown of -61.05%. Use the drawdown chart below to compare losses from any high point for CFMOX and CFAGX.


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Drawdown Indicators


CFMOXCFAGXDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-61.05%

+48.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-13.01%

+8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-12.14%

-28.99%

+16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-12.14%

-34.23%

+22.09%

Current Drawdown

Current decline from peak

-2.47%

-10.32%

+7.85%

Average Drawdown

Average peak-to-trough decline

-1.42%

-14.96%

+13.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

4.70%

-3.59%

Volatility

CFMOX vs. CFAGX - Volatility Comparison

The current volatility for Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX) is 1.09%, while Commerce MidCap Growth Fund (CFAGX) has a volatility of 5.88%. This indicates that CFMOX experiences smaller price fluctuations and is considered to be less risky than CFAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFMOXCFAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

5.88%

-4.79%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

11.06%

-9.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

20.11%

-15.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.42%

18.38%

-14.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

18.42%

-15.11%