PortfoliosLab logoPortfoliosLab logo
CONWX vs. BAAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CONWX vs. BAAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Concorde Wealth Management Fund (CONWX) and BlackRock 80/20 Target Allocation Fund Class A (BAAPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CONWX vs. BAAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CONWX
Concorde Wealth Management Fund
8.18%11.95%13.58%0.20%-2.51%19.73%8.76%16.84%-1.95%7.17%
BAAPX
BlackRock 80/20 Target Allocation Fund Class A
-4.98%17.96%5.20%18.82%-16.39%14.52%19.10%24.24%-7.93%17.03%

Returns By Period

In the year-to-date period, CONWX achieves a 8.18% return, which is significantly higher than BAAPX's -4.98% return. Both investments have delivered pretty close results over the past 10 years, with CONWX having a 8.62% annualized return and BAAPX not far ahead at 8.67%.


CONWX

1D
-0.62%
1M
-1.70%
YTD
8.18%
6M
11.51%
1Y
17.28%
3Y*
12.45%
5Y*
7.53%
10Y*
8.62%

BAAPX

1D
-0.46%
1M
-8.00%
YTD
-4.98%
6M
-2.70%
1Y
14.25%
3Y*
10.13%
5Y*
5.22%
10Y*
8.67%
*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.


CONWX vs. BAAPX - Expense Ratio Comparison

CONWX has a 1.41% expense ratio, which is higher than BAAPX's 0.66% expense ratio.


Return for Risk

CONWX vs. BAAPX — Risk / Return Rank

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

CONWX
CONWX Risk / Return Rank: 8787
Overall Rank
CONWX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CONWX Sortino Ratio Rank: 8787
Sortino Ratio Rank
CONWX Omega Ratio Rank: 8787
Omega Ratio Rank
CONWX Calmar Ratio Rank: 8282
Calmar Ratio Rank
CONWX Martin Ratio Rank: 9292
Martin Ratio Rank

BAAPX
BAAPX Risk / Return Rank: 5353
Overall Rank
BAAPX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BAAPX Sortino Ratio Rank: 5454
Sortino Ratio Rank
BAAPX Omega Ratio Rank: 5454
Omega Ratio Rank
BAAPX Calmar Ratio Rank: 4848
Calmar Ratio Rank
BAAPX Martin Ratio Rank: 5858
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. BAAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Concorde Wealth Management Fund (CONWX) and BlackRock 80/20 Target Allocation Fund Class A (BAAPX). 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.


CONWXBAAPXDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.00

+0.71

Sortino ratio

Return per unit of downside risk

2.36

1.50

+0.87

Omega ratio

Gain probability vs. loss probability

1.37

1.22

+0.15

Calmar ratio

Return relative to maximum drawdown

1.99

1.23

+0.76

Martin ratio

Return relative to average drawdown

11.30

5.62

+5.68

CONWX vs. BAAPX - Sharpe Ratio Comparison

The current CONWX Sharpe Ratio is 1.70, which is higher than the BAAPX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of CONWX and BAAPX, 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


CONWXBAAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.00

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.37

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.63

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.39

+0.40

Correlation

The correlation between CONWX and BAAPX is 0.74, 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

CONWX vs. BAAPX - Dividend Comparison

CONWX's dividend yield for the trailing twelve months is around 3.41%, less than BAAPX's 6.13% yield.


TTM20252024202320222021202020192018201720162015
CONWX
Concorde Wealth Management Fund
3.41%3.69%10.55%2.16%7.85%3.63%3.86%2.16%5.09%2.48%0.00%0.00%
BAAPX
BlackRock 80/20 Target Allocation Fund Class A
6.13%5.82%0.00%4.06%2.00%5.86%1.83%2.23%5.98%2.84%1.49%13.83%

Drawdowns

CONWX vs. BAAPX - Drawdown Comparison

The maximum CONWX drawdown since its inception was -26.09%, smaller than the maximum BAAPX drawdown of -53.61%. Use the drawdown chart below to compare losses from any high point for CONWX and BAAPX.


Loading graphics...

Drawdown Indicators


CONWXBAAPXDifference

Max Drawdown

Largest peak-to-trough decline

-26.09%

-53.61%

+27.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-9.94%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-12.49%

-23.52%

+11.03%

Max Drawdown (10Y)

Largest decline over 10 years

-26.09%

-27.15%

+1.06%

Current Drawdown

Current decline from peak

-2.03%

-8.68%

+6.65%

Average Drawdown

Average peak-to-trough decline

-2.78%

-8.34%

+5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

2.25%

-0.73%

Volatility

CONWX vs. BAAPX - Volatility Comparison

The current volatility for Concorde Wealth Management Fund (CONWX) is 2.12%, while BlackRock 80/20 Target Allocation Fund Class A (BAAPX) has a volatility of 4.62%. This indicates that CONWX experiences smaller price fluctuations and is considered to be less risky than BAAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CONWXBAAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

4.62%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

5.43%

8.05%

-2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

14.73%

-4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.26%

14.38%

-4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.15%

13.92%

-2.77%