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CFMOX vs. CFGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFMOX vs. CFGRX - 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 Growth Fund (CFGRX). The values are adjusted to include any dividend payments, if applicable.

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CFMOX vs. CFGRX - 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%
CFGRX
Commerce Growth Fund
-8.64%12.40%31.15%36.39%-26.57%26.50%28.96%35.60%-1.04%27.57%

Returns By Period

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

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFMOX vs. CFGRX - Expense Ratio Comparison

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


Return for Risk

CFMOX vs. CFGRX — 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

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
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. CFGRX - 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 Growth Fund (CFGRX). 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.


CFMOXCFGRXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.61

+0.29

Sortino ratio

Return per unit of downside risk

1.23

1.04

+0.19

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

1.04

0.92

+0.12

Martin ratio

Return relative to average drawdown

4.29

3.33

+0.96

CFMOX vs. CFGRX - Sharpe Ratio Comparison

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


CFMOXCFGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.61

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.55

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.77

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.44

+0.76

Correlation

The correlation between CFMOX and CFGRX 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

CFMOX vs. CFGRX - Dividend Comparison

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

Drawdowns

CFMOX vs. CFGRX - Drawdown Comparison

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


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Drawdown Indicators


CFMOXCFGRXDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-66.01%

+53.87%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-13.88%

+9.30%

Max Drawdown (5Y)

Largest decline over 5 years

-12.14%

-29.51%

+17.37%

Max Drawdown (10Y)

Largest decline over 10 years

-12.14%

-31.59%

+19.45%

Current Drawdown

Current decline from peak

-2.47%

-10.99%

+8.52%

Average Drawdown

Average peak-to-trough decline

-1.42%

-21.25%

+19.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

3.82%

-2.71%

Volatility

CFMOX vs. CFGRX - Volatility Comparison

The current volatility for Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX) is 1.09%, while Commerce Growth Fund (CFGRX) has a volatility of 5.96%. This indicates that CFMOX experiences smaller price fluctuations and is considered to be less risky than CFGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFMOXCFGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

5.96%

-4.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

10.68%

-9.20%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

20.16%

-15.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.42%

19.38%

-15.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

19.18%

-15.87%