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CFMOX vs. KTXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFMOX vs. KTXIX - 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 Kansas Tax-Free Intermediate Bond Fund (KTXIX). The values are adjusted to include any dividend payments, if applicable.

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CFMOX vs. KTXIX - 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%
KTXIX
Commerce Kansas Tax-Free Intermediate Bond Fund
-1.12%5.32%0.39%4.05%-7.55%0.23%4.32%5.79%0.95%3.95%

Returns By Period

In the year-to-date period, CFMOX achieves a -0.96% return, which is significantly higher than KTXIX's -1.12% return. Over the past 10 years, CFMOX has outperformed KTXIX with an annualized return of 1.62%, while KTXIX has yielded a comparatively lower 1.41% 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%

KTXIX

1D
0.11%
1M
-2.77%
YTD
-1.12%
6M
0.52%
1Y
3.64%
3Y*
2.17%
5Y*
0.29%
10Y*
1.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFMOX vs. KTXIX - Expense Ratio Comparison

CFMOX has a 0.63% expense ratio, which is lower than KTXIX's 0.70% expense ratio.


Return for Risk

CFMOX vs. KTXIX — 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

KTXIX
KTXIX Risk / Return Rank: 6262
Overall Rank
KTXIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
KTXIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
KTXIX Omega Ratio Rank: 8282
Omega Ratio Rank
KTXIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
KTXIX Martin Ratio Rank: 5050
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. KTXIX - 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 Kansas Tax-Free Intermediate Bond Fund (KTXIX). 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.


CFMOXKTXIXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.17

-0.17

Sortino ratio

Return per unit of downside risk

1.36

1.59

-0.22

Omega ratio

Gain probability vs. loss probability

1.30

1.33

-0.04

Calmar ratio

Return relative to maximum drawdown

1.04

1.26

-0.22

Martin ratio

Return relative to average drawdown

4.33

5.03

-0.70

CFMOX vs. KTXIX - Sharpe Ratio Comparison

The current CFMOX Sharpe Ratio is 1.00, which is comparable to the KTXIX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CFMOX and KTXIX, 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


CFMOXKTXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.17

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.09

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.44

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

1.06

+0.14

Correlation

The correlation between CFMOX and KTXIX is 0.92, 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. KTXIX - Dividend Comparison

CFMOX's dividend yield for the trailing twelve months is around 2.63%, which matches KTXIX's 2.64% 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%
KTXIX
Commerce Kansas Tax-Free Intermediate Bond Fund
2.64%3.38%2.19%2.02%1.49%1.53%1.67%2.31%2.23%2.19%2.19%2.18%

Drawdowns

CFMOX vs. KTXIX - Drawdown Comparison

The maximum CFMOX drawdown since its inception was -12.14%, roughly equal to the maximum KTXIX drawdown of -12.47%. Use the drawdown chart below to compare losses from any high point for CFMOX and KTXIX.


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Drawdown Indicators


CFMOXKTXIXDifference

Max Drawdown

Largest peak-to-trough decline

-12.14%

-12.47%

+0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-3.61%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-12.14%

-12.47%

+0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-12.14%

-12.47%

+0.33%

Current Drawdown

Current decline from peak

-2.73%

-2.77%

+0.04%

Average Drawdown

Average peak-to-trough decline

-1.42%

-1.64%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.90%

+0.20%

Volatility

CFMOX vs. KTXIX - Volatility Comparison

Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX) has a higher volatility of 1.01% compared to Commerce Kansas Tax-Free Intermediate Bond Fund (KTXIX) at 0.95%. This indicates that CFMOX's price experiences larger fluctuations and is considered to be riskier than KTXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFMOXKTXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.95%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

1.44%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

3.71%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.42%

3.14%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

3.24%

+0.07%