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CONWX vs. ATLAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CONWX vs. ATLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Concorde Wealth Management Fund (CONWX) and Atlas U.S. Tactical Income Fund (ATLAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CONWX achieves a 5.52% return, which is significantly higher than ATLAX's 0.42% return. Over the past 10 years, CONWX has outperformed ATLAX with an annualized return of 8.14%, while ATLAX has yielded a comparatively lower -0.19% annualized return.


CONWX

1D
-0.10%
1M
-2.13%
YTD
5.52%
6M
5.14%
1Y
13.72%
3Y*
11.41%
5Y*
6.54%
10Y*
8.14%

ATLAX

1D
0.00%
1M
1.13%
YTD
0.42%
6M
0.60%
1Y
9.83%
3Y*
8.17%
5Y*
-0.40%
10Y*
-0.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CONWX vs. ATLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CONWX
Concorde Wealth Management Fund
5.52%11.95%13.58%0.20%-2.51%19.73%8.76%16.84%-1.95%7.17%
ATLAX
Atlas U.S. Tactical Income Fund
0.42%13.62%4.51%9.92%-23.76%-1.25%1.46%4.27%-8.13%2.39%

Correlation

The correlation between CONWX and ATLAX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.51

Over the past year, the correlation between CONWX and ATLAX has dropped to 0.21 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

CONWX vs. ATLAX — Risk / Return Rank

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

CONWX
CONWX Risk / Return Rank: 5555
Overall Rank
CONWX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CONWX Sortino Ratio Rank: 5454
Sortino Ratio Rank
CONWX Omega Ratio Rank: 4848
Omega Ratio Rank
CONWX Calmar Ratio Rank: 7171
Calmar Ratio Rank
CONWX Martin Ratio Rank: 4848
Martin Ratio Rank

ATLAX
ATLAX Risk / Return Rank: 3939
Overall Rank
ATLAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ATLAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
ATLAX Omega Ratio Rank: 3939
Omega Ratio Rank
ATLAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
ATLAX Martin Ratio Rank: 4141
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.

CONWX vs. ATLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Concorde Wealth Management Fund (CONWX) and Atlas U.S. Tactical Income Fund (ATLAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CONWXATLAXDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

3.12

2.15

+0.97

Martin ratioReturn relative to average drawdown

9.37

8.35

+1.02

CONWX vs. ATLAX - Sharpe Ratio Comparison

The current CONWX Sharpe Ratio is 1.95, which is comparable to the ATLAX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of CONWX and ATLAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CONWX vs. ATLAX - Drawdown Comparison

The maximum CONWX drawdown since its inception was -26.09%, smaller than the maximum ATLAX drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for CONWX and ATLAX.


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Drawdown Indicators


CONWXATLAXDifference

Max Drawdown

Largest peak-to-trough decline

-26.09%

-39.28%

+13.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.44%

-4.66%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-9.86%

-11.47%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-12.49%

-31.49%

+19.00%

Max Drawdown (10Y)

Largest decline over 10 years

-26.09%

-39.28%

+13.19%

Current Drawdown

Current decline from peak

-4.44%

-14.13%

+9.69%

Average Drawdown

Average peak-to-trough decline

-2.78%

-14.57%

+11.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

1.20%

+0.27%

Volatility

CONWX vs. ATLAX - Volatility Comparison

The current volatility for Concorde Wealth Management Fund (CONWX) is 1.97%, while Atlas U.S. Tactical Income Fund (ATLAX) has a volatility of 2.15%. This indicates that CONWX experiences smaller price fluctuations and is considered to be less risky than ATLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CONWXATLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

2.15%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

5.23%

4.76%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

7.11%

5.99%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.20%

8.97%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.10%

16.46%

-5.36%

CONWX vs. ATLAX - Expense Ratio Comparison

CONWX has a 1.41% expense ratio, which is higher than ATLAX's 1.18% expense ratio.


Dividends

CONWX vs. ATLAX - Dividend Comparison

CONWX's dividend yield for the trailing twelve months is around 3.49%, less than ATLAX's 4.97% yield.


PositionTTM202520242023202220212020201920182017
ATLAX
Atlas U.S. Tactical Income Fund
4.97%4.68%5.15%3.18%0.00%0.00%0.00%0.00%0.00%0.00%
CONWX
Concorde Wealth Management Fund
3.49%3.69%10.55%2.16%7.85%3.63%3.86%2.16%5.09%2.48%

Frequently Asked Questions


CONWX and ATLAX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ATLAX has higher volatility (2.15%) compared to CONWX (1.97%). In terms of maximum drawdown, CONWX dropped -26.09% vs ATLAX's -39.28%.

CONWX currently has the higher Sharpe Ratio (1.95 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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