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ETMOX vs. CFMOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ETMOX and CFMOX is -0.05. 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.


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.

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Key characteristics

Sharpe Ratio

ETMOX:

0.28

CFMOX:

0.48

Sortino Ratio

ETMOX:

0.31

CFMOX:

0.56

Omega Ratio

ETMOX:

1.05

CFMOX:

1.10

Calmar Ratio

ETMOX:

0.16

CFMOX:

0.34

Martin Ratio

ETMOX:

0.65

CFMOX:

1.45

Ulcer Index

ETMOX:

1.75%

CFMOX:

1.34%

Daily Std Dev

ETMOX:

5.30%

CFMOX:

4.91%

Max Drawdown

ETMOX:

-21.74%

CFMOX:

-11.72%

Current Drawdown

ETMOX:

-4.75%

CFMOX:

-2.94%

Returns By Period

In the year-to-date period, ETMOX achieves a -1.65% return, which is significantly lower than CFMOX's -0.67% return. Over the past 10 years, ETMOX has outperformed CFMOX with an annualized return of 1.74%, while CFMOX has yielded a comparatively lower 1.55% annualized return.


ETMOX

YTD

-1.65%

1M

-0.59%

6M

-3.05%

1Y

1.48%

3Y*

1.01%

5Y*

-0.11%

10Y*

1.74%

CFMOX

YTD

-0.67%

1M

-0.16%

6M

-1.69%

1Y

2.34%

3Y*

1.30%

5Y*

-0.06%

10Y*

1.55%

*Annualized

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ETMOX vs. CFMOX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ETMOX vs. CFMOX — Risk-Adjusted Performance Rank

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

ETMOX
The Risk-Adjusted Performance Rank of ETMOX is 2020
Overall Rank
The Sharpe Ratio Rank of ETMOX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ETMOX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ETMOX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ETMOX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ETMOX is 2222
Martin Ratio Rank

CFMOX
The Risk-Adjusted Performance Rank of CFMOX is 3232
Overall Rank
The Sharpe Ratio Rank of CFMOX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of CFMOX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of CFMOX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of CFMOX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of CFMOX is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETMOX vs. CFMOX - Risk-Adjusted Performance 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.


The current ETMOX Sharpe Ratio is 0.28, which is lower than the CFMOX Sharpe Ratio of 0.48. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ETMOX vs. CFMOX - Dividend Comparison

ETMOX's dividend yield for the trailing twelve months is around 3.58%, more than CFMOX's 2.45% yield.


TTM20242023202220212020201920182017201620152014
ETMOX
Eaton Vance Missouri Municipal Income Fund
3.58%3.48%3.05%2.47%1.96%2.51%2.92%3.25%3.52%3.58%3.62%3.58%
CFMOX
Commerce Missouri Tax-Free Intermediate Bond Fund
2.45%2.32%2.11%2.07%1.78%1.84%1.18%2.44%2.49%2.47%2.41%2.72%

Drawdowns

ETMOX vs. CFMOX - Drawdown Comparison

The maximum ETMOX drawdown since its inception was -21.74%, which is greater than CFMOX's maximum drawdown of -11.72%. Use the drawdown chart below to compare losses from any high point for ETMOX and CFMOX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ETMOX vs. CFMOX - Volatility Comparison

Eaton Vance Missouri Municipal Income Fund (ETMOX) has a higher volatility of 0.79% compared to Commerce Missouri Tax-Free Intermediate Bond Fund (CFMOX) at 0.73%. 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.


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