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CFVLX vs. CFAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFVLX vs. CFAGX - Performance Comparison

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

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CFVLX vs. CFAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFVLX
Commerce Value Fund
1.44%12.08%11.28%3.22%-2.93%24.74%0.85%24.03%-3.22%12.94%
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, CFVLX achieves a 1.44% return, which is significantly higher than CFAGX's -6.89% return. Both investments have delivered pretty close results over the past 10 years, with CFVLX having a 9.43% annualized return and CFAGX not far ahead at 9.44%.


CFVLX

1D
-0.46%
1M
-7.31%
YTD
1.44%
6M
2.57%
1Y
11.58%
3Y*
10.21%
5Y*
7.28%
10Y*
9.43%

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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CFVLX vs. CFAGX - Expense Ratio Comparison

CFVLX has a 0.67% expense ratio, which is lower than CFAGX's 0.71% expense ratio.


Return for Risk

CFVLX vs. CFAGX — Risk / Return Rank

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

CFVLX
CFVLX Risk / Return Rank: 4646
Overall Rank
CFVLX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CFVLX Sortino Ratio Rank: 4646
Sortino Ratio Rank
CFVLX Omega Ratio Rank: 4848
Omega Ratio Rank
CFVLX Calmar Ratio Rank: 4343
Calmar Ratio Rank
CFVLX Martin Ratio Rank: 4646
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.

CFVLX vs. CFAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Commerce Value Fund (CFVLX) 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.


CFVLXCFAGXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.00

+0.93

Sortino ratio

Return per unit of downside risk

1.35

0.15

+1.21

Omega ratio

Gain probability vs. loss probability

1.20

1.02

+0.18

Calmar ratio

Return relative to maximum drawdown

1.10

-0.14

+1.24

Martin ratio

Return relative to average drawdown

4.68

-0.38

+5.06

CFVLX vs. CFAGX - Sharpe Ratio Comparison

The current CFVLX Sharpe Ratio is 0.93, which is higher than the CFAGX Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of CFVLX 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


CFVLXCFAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.00

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.14

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.52

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.35

+0.01

Correlation

The correlation between CFVLX and CFAGX is 0.79, 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

CFVLX vs. CFAGX - Dividend Comparison

CFVLX's dividend yield for the trailing twelve months is around 10.86%, less than CFAGX's 26.73% yield.


TTM20252024202320222021202020192018201720162015
CFVLX
Commerce Value Fund
10.86%12.19%8.28%6.41%8.52%5.20%2.70%7.40%13.10%13.15%4.32%3.12%
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

CFVLX vs. CFAGX - Drawdown Comparison

The maximum CFVLX drawdown since its inception was -58.89%, roughly equal to the maximum CFAGX drawdown of -61.05%. Use the drawdown chart below to compare losses from any high point for CFVLX and CFAGX.


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Drawdown Indicators


CFVLXCFAGXDifference

Max Drawdown

Largest peak-to-trough decline

-58.89%

-61.05%

+2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-13.01%

+1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-17.86%

-28.99%

+11.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.70%

-34.23%

-1.47%

Current Drawdown

Current decline from peak

-7.68%

-12.87%

+5.19%

Average Drawdown

Average peak-to-trough decline

-9.35%

-14.96%

+5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

4.65%

-2.01%

Volatility

CFVLX vs. CFAGX - Volatility Comparison

The current volatility for Commerce Value Fund (CFVLX) is 3.54%, while Commerce MidCap Growth Fund (CFAGX) has a volatility of 4.87%. This indicates that CFVLX 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


CFVLXCFAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

4.87%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

10.65%

-3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.63%

19.94%

-5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

18.34%

-4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

18.40%

-1.82%