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CFSTX vs. CFAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFSTX vs. CFAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commerce Short Term Government Fund (CFSTX) and Commerce MidCap Growth Fund (CFAGX). The values are adjusted to include any dividend payments, if applicable.

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CFSTX vs. CFAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CFAGX
Commerce MidCap Growth Fund
-6.89%1.58%11.77%17.74%-20.31%19.12%23.78%34.41%-4.55%23.39%

Returns By Period

In the year-to-date period, CFSTX achieves a -0.02% return, which is significantly higher than CFAGX's -6.89% return. Over the past 10 years, CFSTX has underperformed CFAGX with an annualized return of 1.26%, while CFAGX has yielded a comparatively higher 9.44% annualized return.


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%

CFAGX

1D
-1.00%
1M
-8.73%
YTD
-6.89%
6M
-10.11%
1Y
-0.23%
3Y*
5.82%
5Y*
2.61%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFSTX vs. CFAGX - Expense Ratio Comparison

CFSTX has a 0.68% expense ratio, which is lower than CFAGX's 0.71% expense ratio.


Return for Risk

CFSTX vs. CFAGX — Risk / Return Rank

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

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

CFAGX
CFAGX Risk / Return Rank: 55
Overall Rank
CFAGX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CFAGX Sortino Ratio Rank: 55
Sortino Ratio Rank
CFAGX Omega Ratio Rank: 55
Omega Ratio Rank
CFAGX Calmar Ratio Rank: 55
Calmar Ratio Rank
CFAGX Martin Ratio Rank: 44
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.

CFSTX vs. CFAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Commerce Short Term Government Fund (CFSTX) and Commerce MidCap Growth Fund (CFAGX). 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.


CFSTXCFAGXDifference

Sharpe ratio

Return per unit of total volatility

1.99

0.00

+1.98

Sortino ratio

Return per unit of downside risk

3.16

0.15

+3.01

Omega ratio

Gain probability vs. loss probability

1.38

1.02

+0.37

Calmar ratio

Return relative to maximum drawdown

2.89

-0.14

+3.02

Martin ratio

Return relative to average drawdown

11.64

-0.38

+12.02

CFSTX vs. CFAGX - Sharpe Ratio Comparison

The current CFSTX Sharpe Ratio is 1.99, which is higher than the CFAGX Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of CFSTX and CFAGX, 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


CFSTXCFAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.00

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.14

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.52

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.35

+0.79

Correlation

The correlation between CFSTX and CFAGX is -0.13. 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

CFSTX vs. CFAGX - Dividend Comparison

CFSTX's dividend yield for the trailing twelve months is around 2.17%, less than CFAGX's 26.73% yield.


TTM20252024202320222021202020192018201720162015
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%
CFAGX
Commerce MidCap Growth Fund
26.73%24.89%10.80%6.77%2.00%19.35%4.23%6.59%10.81%7.05%5.27%8.83%

Drawdowns

CFSTX vs. CFAGX - Drawdown Comparison

The maximum CFSTX drawdown since its inception was -9.02%, smaller than the maximum CFAGX drawdown of -61.05%. Use the drawdown chart below to compare losses from any high point for CFSTX and CFAGX.


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Drawdown Indicators


CFSTXCFAGXDifference

Max Drawdown

Largest peak-to-trough decline

-9.02%

-61.05%

+52.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.33%

-13.01%

+11.68%

Max Drawdown (5Y)

Largest decline over 5 years

-9.02%

-28.99%

+19.97%

Max Drawdown (10Y)

Largest decline over 10 years

-9.02%

-34.23%

+25.21%

Current Drawdown

Current decline from peak

-1.03%

-12.87%

+11.84%

Average Drawdown

Average peak-to-trough decline

-0.97%

-14.96%

+13.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

4.65%

-4.32%

Volatility

CFSTX vs. CFAGX - Volatility Comparison

The current volatility for Commerce Short Term Government Fund (CFSTX) is 0.63%, while Commerce MidCap Growth Fund (CFAGX) has a volatility of 4.87%. This indicates that CFSTX experiences smaller price fluctuations and is considered to be less risky than CFAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFSTXCFAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

4.87%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

10.65%

-9.46%

Volatility (1Y)

Calculated over the trailing 1-year period

1.85%

19.94%

-18.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.31%

18.34%

-16.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.95%

18.40%

-16.45%