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CFSTX vs. CFGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFSTX vs. CFGRX - Performance Comparison

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

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CFSTX vs. CFGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFSTX
Commerce Short Term Government Fund
0.04%5.25%3.12%4.28%-6.59%-1.19%3.09%3.56%1.01%0.84%
CFGRX
Commerce Growth Fund
-8.64%12.40%31.15%36.39%-26.57%26.50%28.96%35.60%-1.04%27.57%

Returns By Period

In the year-to-date period, CFSTX achieves a 0.04% return, which is significantly higher than CFGRX's -8.64% return. Over the past 10 years, CFSTX has underperformed CFGRX with an annualized return of 1.27%, while CFGRX has yielded a comparatively higher 14.71% annualized return.


CFSTX

1D
0.06%
1M
-0.73%
YTD
0.04%
6M
0.97%
1Y
3.40%
3Y*
3.69%
5Y*
0.96%
10Y*
1.27%

CFGRX

1D
3.36%
1M
-5.81%
YTD
-8.64%
6M
-8.33%
1Y
11.46%
3Y*
17.68%
5Y*
10.52%
10Y*
14.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFSTX vs. CFGRX - Expense Ratio Comparison

Both CFSTX and CFGRX have an expense ratio of 0.68%.


Return for Risk

CFSTX vs. CFGRX — Risk / Return Rank

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

CFSTX
CFSTX Risk / Return Rank: 8989
Overall Rank
CFSTX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CFSTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CFSTX Omega Ratio Rank: 8585
Omega Ratio Rank
CFSTX Calmar Ratio Rank: 9090
Calmar Ratio Rank
CFSTX Martin Ratio Rank: 9090
Martin Ratio Rank

CFGRX
CFGRX Risk / Return Rank: 2525
Overall Rank
CFGRX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CFGRX Sortino Ratio Rank: 2424
Sortino Ratio Rank
CFGRX Omega Ratio Rank: 2424
Omega Ratio Rank
CFGRX Calmar Ratio Rank: 2828
Calmar Ratio Rank
CFGRX Martin Ratio Rank: 2727
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. CFGRX - Risk-Adjusted Trends Comparison

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


CFSTXCFGRXDifference

Sharpe ratio

Return per unit of total volatility

1.90

0.61

+1.29

Sortino ratio

Return per unit of downside risk

3.00

1.04

+1.96

Omega ratio

Gain probability vs. loss probability

1.37

1.15

+0.22

Calmar ratio

Return relative to maximum drawdown

2.79

0.92

+1.87

Martin ratio

Return relative to average drawdown

11.07

3.33

+7.73

CFSTX vs. CFGRX - Sharpe Ratio Comparison

The current CFSTX Sharpe Ratio is 1.90, which is higher than the CFGRX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of CFSTX and CFGRX, 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


CFSTXCFGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

0.61

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.55

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.77

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.44

+0.70

Correlation

The correlation between CFSTX and CFGRX is -0.12. 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. CFGRX - Dividend Comparison

CFSTX's dividend yield for the trailing twelve months is around 2.17%, less than CFGRX's 21.49% 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%
CFGRX
Commerce Growth Fund
21.49%19.63%10.50%4.53%7.17%21.20%4.09%5.91%10.50%5.74%6.05%11.93%

Drawdowns

CFSTX vs. CFGRX - Drawdown Comparison

The maximum CFSTX drawdown since its inception was -9.02%, smaller than the maximum CFGRX drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for CFSTX and CFGRX.


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Drawdown Indicators


CFSTXCFGRXDifference

Max Drawdown

Largest peak-to-trough decline

-9.02%

-66.01%

+56.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.33%

-13.88%

+12.55%

Max Drawdown (5Y)

Largest decline over 5 years

-9.02%

-29.51%

+20.49%

Max Drawdown (10Y)

Largest decline over 10 years

-9.02%

-31.59%

+22.57%

Current Drawdown

Current decline from peak

-0.97%

-10.99%

+10.02%

Average Drawdown

Average peak-to-trough decline

-0.97%

-21.25%

+20.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

3.82%

-3.49%

Volatility

CFSTX vs. CFGRX - Volatility Comparison

The current volatility for Commerce Short Term Government Fund (CFSTX) is 0.60%, while Commerce Growth Fund (CFGRX) has a volatility of 5.96%. This indicates that CFSTX experiences smaller price fluctuations and is considered to be less risky than CFGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFSTXCFGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

5.96%

-5.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

10.68%

-9.49%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

20.16%

-18.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.31%

19.38%

-17.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.95%

19.18%

-17.23%