CONWX vs. FASGX
Compare and contrast key facts about Concorde Wealth Management Fund (CONWX) and Fidelity Asset Manager 70% Fund (FASGX).
CONWX is managed by BlackRock. It was launched on Dec 3, 1987. FASGX is managed by BlackRock. It was launched on Dec 30, 1991.
Performance
CONWX vs. FASGX - Performance Comparison
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CONWX vs. FASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FASGX Fidelity Asset Manager 70% Fund | -2.99% | 18.23% | 10.81% | 16.45% | -16.83% | 13.98% | 17.19% | 22.81% | -7.65% | 17.34% |
Returns By Period
In the year-to-date period, CONWX achieves a 8.18% return, which is significantly higher than FASGX's -2.99% return. Both investments have delivered pretty close results over the past 10 years, with CONWX having a 8.62% annualized return and FASGX not far ahead at 8.70%.
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%
FASGX
- 1D
- -0.24%
- 1M
- -7.42%
- YTD
- -2.99%
- 6M
- -0.12%
- 1Y
- 15.54%
- 3Y*
- 11.72%
- 5Y*
- 6.38%
- 10Y*
- 8.70%
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CONWX vs. FASGX - Expense Ratio Comparison
CONWX has a 1.41% expense ratio, which is higher than FASGX's 0.67% expense ratio.
Return for Risk
CONWX vs. FASGX — Risk / Return Rank
CONWX
FASGX
CONWX vs. FASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Concorde Wealth Management Fund (CONWX) and Fidelity Asset Manager 70% Fund (FASGX). 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.
| CONWX | FASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 1.21 | +0.49 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.73 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.55 | +0.44 |
Martin ratioReturn relative to average drawdown | 11.30 | 6.89 | +4.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CONWX | FASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.21 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.53 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.70 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.60 | +0.18 |
Correlation
The correlation between CONWX and FASGX is 0.78, 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. FASGX - Dividend Comparison
CONWX's dividend yield for the trailing twelve months is around 3.41%, less than FASGX's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FASGX Fidelity Asset Manager 70% Fund | 7.56% | 7.33% | 4.60% | 1.72% | 6.69% | 2.73% | 2.20% | 5.19% | 6.31% | 2.75% | 0.20% | 5.58% |
Drawdowns
CONWX vs. FASGX - Drawdown Comparison
The maximum CONWX drawdown since its inception was -26.09%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for CONWX and FASGX.
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Drawdown Indicators
| CONWX | FASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.09% | -47.35% | +21.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.60% | -9.07% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -12.49% | -23.54% | +11.05% |
Max Drawdown (10Y)Largest decline over 10 years | -26.09% | -27.20% | +1.11% |
Current DrawdownCurrent decline from peak | -2.03% | -7.95% | +5.92% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -6.74% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 2.04% | -0.52% |
Volatility
CONWX vs. FASGX - Volatility Comparison
The current volatility for Concorde Wealth Management Fund (CONWX) is 2.12%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 4.57%. This indicates that CONWX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CONWX | FASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 4.57% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 5.43% | 7.78% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 12.82% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.26% | 12.14% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.15% | 12.56% | -1.41% |