PortfoliosLab logoPortfoliosLab logo
CFMOX vs. ETMOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFMOX vs. ETMOX - Performance Comparison

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

Loading graphics...

CFMOX vs. ETMOX - 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%
ETMOX
Eaton Vance Missouri Municipal Income Fund
-0.27%5.40%2.11%4.97%-8.67%0.71%5.23%7.30%1.87%3.11%

Returns By Period

In the year-to-date period, CFMOX achieves a -0.70% return, which is significantly lower than ETMOX's -0.27% return. Over the past 10 years, CFMOX has underperformed ETMOX with an annualized return of 1.65%, while ETMOX has yielded a comparatively higher 2.06% 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%

ETMOX

1D
0.35%
1M
-2.05%
YTD
-0.27%
6M
1.27%
1Y
4.48%
3Y*
3.33%
5Y*
0.86%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CFMOX vs. ETMOX - Expense Ratio Comparison

CFMOX has a 0.63% expense ratio, which is lower than ETMOX's 0.69% expense ratio.


Return for Risk

CFMOX vs. ETMOX — 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

ETMOX
ETMOX Risk / Return Rank: 4747
Overall Rank
ETMOX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ETMOX Sortino Ratio Rank: 4141
Sortino Ratio Rank
ETMOX Omega Ratio Rank: 6969
Omega Ratio Rank
ETMOX Calmar Ratio Rank: 3939
Calmar Ratio Rank
ETMOX Martin Ratio Rank: 3636
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. ETMOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX) and Eaton Vance Missouri Municipal Income Fund (ETMOX). 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.


CFMOXETMOXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.02

-0.12

Sortino ratio

Return per unit of downside risk

1.23

1.38

-0.16

Omega ratio

Gain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratio

Return relative to maximum drawdown

1.04

1.20

-0.16

Martin ratio

Return relative to average drawdown

4.29

4.37

-0.08

CFMOX vs. ETMOX - Sharpe Ratio Comparison

The current CFMOX Sharpe Ratio is 0.91, which is comparable to the ETMOX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of CFMOX and ETMOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CFMOXETMOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.02

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.22

-0.04

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

0.89

+0.31

Correlation

The correlation between CFMOX and ETMOX is 0.82, 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

CFMOX vs. ETMOX - Dividend Comparison

CFMOX's dividend yield for the trailing twelve months is around 2.62%, less than ETMOX's 3.42% 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%
ETMOX
Eaton Vance Missouri Municipal Income Fund
3.42%4.24%4.07%3.06%2.46%1.95%2.47%3.39%3.25%3.51%3.58%3.60%

Drawdowns

CFMOX vs. ETMOX - Drawdown Comparison

The maximum CFMOX drawdown since its inception was -12.14%, smaller than the maximum ETMOX drawdown of -21.73%. Use the drawdown chart below to compare losses from any high point for CFMOX and ETMOX.


Loading graphics...

Drawdown Indicators


CFMOXETMOXDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-21.73%

+9.59%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-4.76%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-12.14%

-13.84%

+1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-12.14%

-13.84%

+1.70%

Current Drawdown

Current decline from peak

-2.47%

-2.27%

-0.20%

Average Drawdown

Average peak-to-trough decline

-1.42%

-2.32%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.31%

-0.20%

Volatility

CFMOX vs. ETMOX - Volatility Comparison

The current volatility for Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX) is 1.09%, while Eaton Vance Missouri Municipal Income Fund (ETMOX) has a volatility of 1.16%. This indicates that CFMOX experiences smaller price fluctuations and is considered to be less risky than ETMOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CFMOXETMOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.16%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

1.70%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

4.83%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.42%

3.92%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

3.92%

-0.61%