CFMSX vs. THPMX

Last updated Aug 1, 2026

CFMSX (Column Mid Cap Select Fund) and THPMX (Thompson MidCap Fund) are both Mid Cap Blend Equities funds. Over the past year, CFMSX returned 15.04% vs 34.90% for THPMX. Their correlation of 0.90 means they have usually moved in the same direction. CFMSX charges 0.52%/yr vs 1.15%/yr for THPMX.

Performance

CFMSX vs. THPMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Column Mid Cap Select Fund (CFMSX) and Thompson MidCap Fund (THPMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CFMSX achieves a 10.20% return, which is significantly lower than THPMX's 16.70% return.

CFMSX

• 1D: -0.31%
• 1M: 0.00%
• 6M: 5.36%
• YTD: 10.20%
• 1Y: 15.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.64%

THPMX

• 1D: -0.41%
• 1M: 0.35%
• 6M: 13.92%
• YTD: 16.70%
• 1Y: 34.90%
• 3Y*: 15.14%
• 5Y*: 9.32%
• 10Y*: 11.04%
• ALL TIME*: 13.08%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CFMSX Column Mid Cap Select Fund	$0.00	$0.00	$0.00
THPMX Thompson MidCap Fund	$0.00	$0.00	$0.00

CFMSX vs. THPMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CFMSX Column Mid Cap Select Fund	10.20%	7.77%	-3.71%
THPMX Thompson MidCap Fund	16.70%	20.08%	-4.05%

Correlation

The correlation between CFMSX and THPMX is 0.88, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.88
Correlation (All Time) Calculated using the full available price history since Dec 16, 2024	0.90

The correlation between CFMSX and THPMX has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

Return for Risk

CFMSX vs. THPMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CFMSX

CFMSX Risk / Return Rank: 27
CFMSX Sharpe Ratio Rank: 25
CFMSX Sortino Ratio Rank: 27
CFMSX Omega Ratio Rank: 24
CFMSX Calmar Ratio Rank: 29
CFMSX Martin Ratio Rank: 32

THPMX

THPMX Risk / Return Rank: 84
THPMX Sharpe Ratio Rank: 84
THPMX Sortino Ratio Rank: 82
THPMX Omega Ratio Rank: 78
THPMX Calmar Ratio Rank: 88
THPMX Martin Ratio Rank: 88

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CFMSX vs. THPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Column Mid Cap Select Fund (CFMSX) and Thompson MidCap Fund (THPMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CFMSX	THPMX	Difference
Sharpe ratio: Return per unit of total volatility	0.93	2.06	-1.13
Sortino ratio: Return per unit of downside risk	1.47	2.93	-1.46
Omega ratio: Gain probability vs. loss probability	1.17	1.36	-0.19
Calmar ratio: Return relative to maximum drawdown	1.39	3.20	-1.81
Martin ratio: Return relative to average drawdown	5.06	11.78	-6.72

CFMSX vs. THPMX - Sharpe Ratio Comparison

The current CFMSX Sharpe Ratio is 0.93, which is lower than the THPMX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CFMSX and THPMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CFMSX vs. THPMX - Drawdown Comparison

The maximum CFMSX drawdown since its inception was -18.02%, smaller than the maximum THPMX drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for CFMSX and THPMX.

Drawdown Indicators

	CFMSX	THPMX	Difference
Max Drawdown Largest peak-to-trough decline	-18.02%	-47.55%	+29.53%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-9.90%	+0.57%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.52%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.29%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-47.55%	—
Current Drawdown Current decline from peak	-1.89%	-1.43%	-0.46%
Average Drawdown Average peak-to-trough decline	-2.86%	-6.71%	+3.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	2.69%	-0.13%

Volatility

CFMSX vs. THPMX - Volatility Comparison

The current volatility for Column Mid Cap Select Fund (CFMSX) is 3.01%, while Thompson MidCap Fund (THPMX) has a volatility of 3.92%. This indicates that CFMSX experiences smaller price fluctuations and is considered to be less risky than THPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CFMSX	THPMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	3.92%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	10.23%	11.35%	-1.12%
Volatility (1Y) Calculated over the trailing 1-year period	13.95%	15.38%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.02%	20.47%	-3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.02%	22.65%	-5.63%

CFMSX vs. THPMX - Expense Ratio Comparison

CFMSX has a 0.52% expense ratio, which is lower than THPMX's 1.15% expense ratio.

Dividends

CFMSX vs. THPMX - Dividend Comparison

CFMSX's dividend yield for the trailing twelve months is around 1.92%, less than THPMX's 8.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CFMSX Column Mid Cap Select Fund	1.92%	2.12%	0.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
THPMX Thompson MidCap Fund	8.13%	9.48%	8.04%	7.60%	12.04%	9.76%	0.33%	2.93%	7.29%	7.51%	4.84%	9.46%

Frequently Asked Questions

Can I hold both CFMSX and THPMX in my portfolio?

CFMSX and THPMX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CFMSX or THPMX?

THPMX has higher volatility (3.92%) compared to CFMSX (3.01%). In terms of maximum drawdown, CFMSX dropped -18.02% vs THPMX's -47.55%.

Which has better risk-adjusted returns?

THPMX currently has the higher Sharpe Ratio (2.06 vs 0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.