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CFVLX vs. CFBNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFVLX vs. CFBNX - Performance Comparison

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

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CFVLX vs. CFBNX - 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%
CFBNX
Commerce Bond Fund
-0.57%7.12%1.52%5.97%-13.30%-0.56%7.15%8.97%-0.58%4.55%

Returns By Period

In the year-to-date period, CFVLX achieves a 1.44% return, which is significantly higher than CFBNX's -0.57% return. Over the past 10 years, CFVLX has outperformed CFBNX with an annualized return of 9.43%, while CFBNX has yielded a comparatively lower 1.98% annualized return.


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%

CFBNX

1D
0.50%
1M
-2.44%
YTD
-0.57%
6M
0.37%
1Y
3.73%
3Y*
3.60%
5Y*
0.28%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFVLX vs. CFBNX - Expense Ratio Comparison

CFVLX has a 0.67% expense ratio, which is higher than CFBNX's 0.60% expense ratio.


Return for Risk

CFVLX vs. CFBNX — 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

CFBNX
CFBNX Risk / Return Rank: 5252
Overall Rank
CFBNX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CFBNX Sortino Ratio Rank: 4949
Sortino Ratio Rank
CFBNX Omega Ratio Rank: 3737
Omega Ratio Rank
CFBNX Calmar Ratio Rank: 7272
Calmar Ratio Rank
CFBNX 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.

CFVLX vs. CFBNX - Risk-Adjusted Trends Comparison

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


CFVLXCFBNXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.99

-0.06

Sortino ratio

Return per unit of downside risk

1.35

1.41

-0.06

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.10

1.66

-0.56

Martin ratio

Return relative to average drawdown

4.68

5.01

-0.33

CFVLX vs. CFBNX - Sharpe Ratio Comparison

The current CFVLX Sharpe Ratio is 0.93, which is comparable to the CFBNX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of CFVLX and CFBNX, 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


CFVLXCFBNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.99

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.05

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.42

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.07

-0.70

Correlation

The correlation between CFVLX and CFBNX is -0.15. 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

CFVLX vs. CFBNX - Dividend Comparison

CFVLX's dividend yield for the trailing twelve months is around 10.86%, more than CFBNX's 3.29% 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%
CFBNX
Commerce Bond Fund
3.29%3.54%2.94%2.67%2.40%3.02%2.71%3.14%3.25%3.23%3.40%3.52%

Drawdowns

CFVLX vs. CFBNX - Drawdown Comparison

The maximum CFVLX drawdown since its inception was -58.89%, which is greater than CFBNX's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for CFVLX and CFBNX.


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Drawdown Indicators


CFVLXCFBNXDifference

Max Drawdown

Largest peak-to-trough decline

-58.89%

-17.90%

-40.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-2.93%

-8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-17.86%

-17.90%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.70%

-17.90%

-17.80%

Current Drawdown

Current decline from peak

-7.68%

-2.44%

-5.24%

Average Drawdown

Average peak-to-trough decline

-9.35%

-2.11%

-7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

0.97%

+1.67%

Volatility

CFVLX vs. CFBNX - Volatility Comparison

Commerce Value Fund (CFVLX) has a higher volatility of 3.54% compared to Commerce Bond Fund (CFBNX) at 1.61%. This indicates that CFVLX's price experiences larger fluctuations and is considered to be riskier than CFBNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFVLXCFBNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

1.61%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

2.55%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.63%

4.34%

+10.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

5.53%

+8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

4.68%

+11.90%