CONWX vs. DGTSX

Last updated Jun 24, 2026

CONWX (Concorde Wealth Management Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, CONWX returned 8.39%/yr vs 5.28%/yr for DGTSX. A 0.78 correlation means they provide meaningful diversification when combined. CONWX charges 1.41%/yr vs 0.24%/yr for DGTSX.

Performance

CONWX vs. DGTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Concorde Wealth Management Fund (CONWX) and DFA Global Allocation 25/75 Portfolio (DGTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CONWX achieves a 5.63% return, which is significantly higher than DGTSX's 4.23% return. Over the past 10 years, CONWX has outperformed DGTSX with an annualized return of 8.39%, while DGTSX has yielded a comparatively lower 5.28% annualized return.

CONWX

• 1D: 0.10%
• 1M: -2.03%
• YTD: 5.63%
• 6M: 5.03%
• 1Y: 14.14%
• 3Y*: 12.04%
• 5Y*: 6.27%
• 10Y*: 8.39%

DGTSX

• 1D: -0.07%
• 1M: 0.69%
• YTD: 4.23%
• 6M: 4.08%
• 1Y: 9.62%
• 3Y*: 8.40%
• 5Y*: 5.27%
• 10Y*: 5.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CONWX vs. DGTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CONWX Concorde Wealth Management Fund	5.63%	11.95%	13.58%	0.20%	-2.51%	19.73%	8.76%	16.84%	-1.95%	7.17%
DGTSX DFA Global Allocation 25/75 Portfolio	4.23%	8.39%	7.43%	8.93%	-8.06%	10.20%	7.29%	9.80%	-1.85%	5.83%

Correlation

The correlation between CONWX and DGTSX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.78

Over the past year, the correlation between CONWX and DGTSX has dropped to 0.46 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

Return for Risk

CONWX vs. DGTSX — Risk / Return Rank

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

CONWX

CONWX Risk / Return Rank: 55
CONWX Sharpe Ratio Rank: 51
CONWX Sortino Ratio Rank: 54
CONWX Omega Ratio Rank: 48
CONWX Calmar Ratio Rank: 72
CONWX Martin Ratio Rank: 47

DGTSX

DGTSX Risk / Return Rank: 88
DGTSX Sharpe Ratio Rank: 90
DGTSX Sortino Ratio Rank: 90
DGTSX Omega Ratio Rank: 87
DGTSX Calmar Ratio Rank: 84
DGTSX Martin Ratio Rank: 90

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. DGTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Concorde Wealth Management Fund (CONWX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.

	CONWX	DGTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.96	2.77	-0.81
Sortino ratio: Return per unit of downside risk	2.84	4.13	-1.28
Omega ratio: Gain probability vs. loss probability	1.35	1.57	-0.22
Calmar ratio: Return relative to maximum drawdown	3.13	3.76	-0.63
Martin ratio: Return relative to average drawdown	9.26	16.52	-7.26

CONWX vs. DGTSX - Sharpe Ratio Comparison

The current CONWX Sharpe Ratio is 1.96, which is comparable to the DGTSX Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of CONWX and DGTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CONWX vs. DGTSX - Drawdown Comparison

The maximum CONWX drawdown since its inception was -26.09%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for CONWX and DGTSX.

Drawdown Indicators

	CONWX	DGTSX	Difference
Max Drawdown Largest peak-to-trough decline	-26.09%	-16.71%	-9.38%
Max Drawdown (1Y) Largest decline over 1 year	-4.44%	-2.64%	-1.80%
Max Drawdown (3Y) Largest decline over 3 years	-9.86%	-7.46%	-2.40%
Max Drawdown (5Y) Largest decline over 5 years	-12.49%	-11.26%	-1.23%
Max Drawdown (10Y) Largest decline over 10 years	-26.09%	-11.26%	-14.83%
Current Drawdown Current decline from peak	-4.34%	-0.20%	-4.14%
Average Drawdown Average peak-to-trough decline	-2.78%	-1.64%	-1.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.50%	0.60%	+0.90%

Volatility

CONWX vs. DGTSX - Volatility Comparison

Concorde Wealth Management Fund (CONWX) has a higher volatility of 1.97% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.38%. This indicates that CONWX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CONWX	DGTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.97%	1.38%	+0.59%
Volatility (6M) Calculated over the trailing 6-month period	5.21%	2.97%	+2.24%
Volatility (1Y) Calculated over the trailing 1-year period	7.12%	3.60%	+3.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.19%	5.98%	+4.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.10%	5.24%	+5.86%

CONWX vs. DGTSX - Expense Ratio Comparison

CONWX has a 1.41% expense ratio, which is higher than DGTSX's 0.24% expense ratio.

Dividends

CONWX vs. DGTSX - Dividend Comparison

CONWX's dividend yield for the trailing twelve months is around 3.49%, less than DGTSX's 5.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%
DGTSX DFA Global Allocation 25/75 Portfolio	5.70%	5.54%	7.28%	4.75%	2.77%	7.62%	2.12%	2.57%	2.99%	1.25%	1.26%	1.50%

Frequently Asked Questions

Can I hold both CONWX and DGTSX in my portfolio?

CONWX and DGTSX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CONWX or DGTSX?

CONWX has higher volatility (1.97%) compared to DGTSX (1.38%). In terms of maximum drawdown, CONWX dropped -26.09% vs DGTSX's -16.71%.

Which has better risk-adjusted returns?

DGTSX currently has the higher Sharpe Ratio (2.77 vs 1.96), 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.