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CFMOX vs. CFSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFMOX vs. CFSTX - 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 Short Term Government Fund (CFSTX). The values are adjusted to include any dividend payments, if applicable.

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CFMOX vs. CFSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFMOX
Commerce Missouri Tax-Free Intermediate Bond Fund
-0.96%5.33%0.38%4.87%-7.32%0.69%3.87%6.12%0.81%4.51%
CFSTX
Commerce Short Term Government Fund
-0.02%5.25%3.12%4.28%-6.59%-1.19%3.09%3.56%1.01%0.84%

Returns By Period

In the year-to-date period, CFMOX achieves a -0.96% return, which is significantly lower than CFSTX's -0.02% return. Over the past 10 years, CFMOX has outperformed CFSTX with an annualized return of 1.62%, while CFSTX has yielded a comparatively lower 1.26% annualized return.


CFMOX

1D
0.16%
1M
-2.73%
YTD
-0.96%
6M
0.70%
1Y
3.73%
3Y*
2.36%
5Y*
0.57%
10Y*
1.62%

CFSTX

1D
0.18%
1M
-1.03%
YTD
-0.02%
6M
1.03%
1Y
3.40%
3Y*
3.67%
5Y*
0.96%
10Y*
1.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFMOX vs. CFSTX - Expense Ratio Comparison

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


Return for Risk

CFMOX vs. CFSTX — Risk / Return Rank

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

CFMOX
CFMOX Risk / Return Rank: 5151
Overall Rank
CFMOX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CFMOX Sortino Ratio Rank: 4545
Sortino Ratio Rank
CFMOX Omega Ratio Rank: 7777
Omega Ratio Rank
CFMOX Calmar Ratio Rank: 3939
Calmar Ratio Rank
CFMOX Martin Ratio Rank: 4242
Martin Ratio Rank

CFSTX
CFSTX Risk / Return Rank: 9292
Overall Rank
CFSTX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CFSTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
CFSTX Omega Ratio Rank: 8888
Omega Ratio Rank
CFSTX Calmar Ratio Rank: 9393
Calmar Ratio Rank
CFSTX Martin Ratio Rank: 9393
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. CFSTX - 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 Short Term Government Fund (CFSTX). 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.


CFMOXCFSTXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.99

-0.99

Sortino ratio

Return per unit of downside risk

1.36

3.16

-1.79

Omega ratio

Gain probability vs. loss probability

1.30

1.38

-0.09

Calmar ratio

Return relative to maximum drawdown

1.04

2.89

-1.85

Martin ratio

Return relative to average drawdown

4.33

11.64

-7.31

CFMOX vs. CFSTX - Sharpe Ratio Comparison

The current CFMOX Sharpe Ratio is 1.00, which is lower than the CFSTX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of CFMOX and CFSTX, 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


CFMOXCFSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.99

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.42

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.65

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

1.14

+0.06

Correlation

The correlation between CFMOX and CFSTX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CFMOX vs. CFSTX - Dividend Comparison

CFMOX's dividend yield for the trailing twelve months is around 2.63%, more than CFSTX's 2.17% yield.


TTM20252024202320222021202020192018201720162015
CFMOX
Commerce Missouri Tax-Free Intermediate Bond Fund
2.63%3.41%2.16%2.11%1.60%1.78%1.84%2.33%2.44%2.48%2.46%2.43%
CFSTX
Commerce Short Term Government Fund
2.17%2.26%1.62%2.05%1.30%1.53%1.99%2.44%1.94%1.61%1.69%1.40%

Drawdowns

CFMOX vs. CFSTX - Drawdown Comparison

The maximum CFMOX drawdown since its inception was -12.14%, which is greater than CFSTX's maximum drawdown of -9.02%. Use the drawdown chart below to compare losses from any high point for CFMOX and CFSTX.


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Drawdown Indicators


CFMOXCFSTXDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-9.02%

-3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-1.33%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-12.14%

-9.02%

-3.12%

Max Drawdown (10Y)

Largest decline over 10 years

-12.14%

-9.02%

-3.12%

Current Drawdown

Current decline from peak

-2.73%

-1.03%

-1.70%

Average Drawdown

Average peak-to-trough decline

-1.42%

-0.97%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.33%

+0.77%

Volatility

CFMOX vs. CFSTX - Volatility Comparison

Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX) has a higher volatility of 1.01% compared to Commerce Short Term Government Fund (CFSTX) at 0.63%. This indicates that CFMOX's price experiences larger fluctuations and is considered to be riskier than CFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFMOXCFSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.63%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

1.19%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

1.85%

+2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.42%

2.31%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

1.95%

+1.36%