PortfoliosLab logoPortfoliosLab logo
ETMOX vs. CFMOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETMOX vs. CFMOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Missouri Municipal Income Fund (ETMOX) and Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ETMOX vs. CFMOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETMOX
Eaton Vance Missouri Municipal Income Fund
-0.27%5.40%2.11%4.97%-8.67%0.71%5.23%7.30%1.87%3.11%
CFMOX
Commerce Missouri Tax-Free Intermediate Bond Fund
-0.70%5.33%0.38%4.87%-7.32%0.69%3.87%6.12%0.81%4.51%

Returns By Period

In the year-to-date period, ETMOX achieves a -0.27% return, which is significantly higher than CFMOX's -0.70% return. Over the past 10 years, ETMOX has outperformed CFMOX with an annualized return of 2.06%, while CFMOX has yielded a comparatively lower 1.65% annualized return.


ETMOX

1D
0.35%
1M
-2.05%
YTD
-0.27%
6M
1.27%
1Y
4.48%
3Y*
3.33%
5Y*
0.86%
10Y*
2.06%

CFMOX

1D
0.27%
1M
-2.26%
YTD
-0.70%
6M
0.86%
1Y
3.62%
3Y*
2.45%
5Y*
0.62%
10Y*
1.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ETMOX vs. CFMOX - Expense Ratio Comparison

ETMOX has a 0.69% expense ratio, which is higher than CFMOX's 0.63% expense ratio.


Return for Risk

ETMOX vs. CFMOX — Risk / Return Rank

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

ETMOX
ETMOX Risk / Return Rank: 4747
Overall Rank
ETMOX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ETMOX Sortino Ratio Rank: 4141
Sortino Ratio Rank
ETMOX Omega Ratio Rank: 6969
Omega Ratio Rank
ETMOX Calmar Ratio Rank: 3939
Calmar Ratio Rank
ETMOX Martin Ratio Rank: 3636
Martin Ratio Rank

CFMOX
CFMOX Risk / Return Rank: 3939
Overall Rank
CFMOX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CFMOX Sortino Ratio Rank: 3030
Sortino Ratio Rank
CFMOX Omega Ratio Rank: 6464
Omega Ratio Rank
CFMOX Calmar Ratio Rank: 2929
Calmar Ratio Rank
CFMOX Martin Ratio Rank: 3434
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.

ETMOX vs. CFMOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Missouri Municipal Income Fund (ETMOX) and Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX). 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.


ETMOXCFMOXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.91

+0.12

Sortino ratio

Return per unit of downside risk

1.38

1.23

+0.16

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.20

1.04

+0.16

Martin ratio

Return relative to average drawdown

4.37

4.29

+0.08

ETMOX vs. CFMOX - Sharpe Ratio Comparison

The current ETMOX Sharpe Ratio is 1.02, which is comparable to the CFMOX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ETMOX and CFMOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ETMOXCFMOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.91

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.18

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.50

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

1.20

-0.31

Correlation

The correlation between ETMOX and CFMOX is 0.82, 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

ETMOX vs. CFMOX - Dividend Comparison

ETMOX's dividend yield for the trailing twelve months is around 3.42%, more than CFMOX's 2.62% yield.


TTM20252024202320222021202020192018201720162015
ETMOX
Eaton Vance Missouri Municipal Income Fund
3.42%4.24%4.07%3.06%2.46%1.95%2.47%3.39%3.25%3.51%3.58%3.60%
CFMOX
Commerce Missouri Tax-Free Intermediate Bond Fund
2.62%3.41%2.16%2.11%1.60%1.78%1.84%2.33%2.44%2.48%2.46%2.43%

Drawdowns

ETMOX vs. CFMOX - Drawdown Comparison

The maximum ETMOX drawdown since its inception was -21.73%, which is greater than CFMOX's maximum drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for ETMOX and CFMOX.


Loading graphics...

Drawdown Indicators


ETMOXCFMOXDifference

Max Drawdown

Largest peak-to-trough decline

-21.73%

-12.14%

-9.59%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-4.58%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-13.84%

-12.14%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-13.84%

-12.14%

-1.70%

Current Drawdown

Current decline from peak

-2.27%

-2.47%

+0.20%

Average Drawdown

Average peak-to-trough decline

-2.32%

-1.42%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

1.11%

+0.20%

Volatility

ETMOX vs. CFMOX - Volatility Comparison

Eaton Vance Missouri Municipal Income Fund (ETMOX) has a higher volatility of 1.16% compared to Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX) at 1.09%. This indicates that ETMOX's price experiences larger fluctuations and is considered to be riskier than CFMOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ETMOXCFMOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.09%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

1.48%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.83%

4.51%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.92%

3.42%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.92%

3.31%

+0.61%