DIFIX vs. CONWX

Last updated Apr 1, 2026

Compare and contrast key facts about MFS Diversified Income Fund (DIFIX) and Concorde Wealth Management Fund (CONWX).

DIFIX is managed by MFS. It was launched on May 25, 2006. CONWX is managed by BlackRock. It was launched on Dec 3, 1987.

Performance

DIFIX vs. CONWX - Performance Comparison

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

DIFIX vs. CONWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIFIX MFS Diversified Income Fund	0.06%	9.73%	4.60%	8.84%	-13.55%	9.26%	2.17%	17.69%	-3.41%	8.94%
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%

Returns By Period

In the year-to-date period, DIFIX achieves a 0.06% return, which is significantly lower than CONWX's 8.18% return. Over the past 10 years, DIFIX has underperformed CONWX with an annualized return of 4.63%, while CONWX has yielded a comparatively higher 8.62% annualized return.

DIFIX

• 1D: 0.24%
• 1M: -4.25%
• YTD: 0.06%
• 6M: 1.69%
• 1Y: 7.44%
• 3Y*: 6.73%
• 5Y*: 3.07%
• 10Y*: 4.63%

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%

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

DIFIX vs. CONWX - Expense Ratio Comparison

DIFIX has a 0.73% expense ratio, which is lower than CONWX's 1.41% expense ratio.

CONWX

Concorde Wealth Management Fund

DIFIX

MFS Diversified Income Fund

Return for Risk

DIFIX vs. CONWX — Risk / Return Rank

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

DIFIX

DIFIX Risk / Return Rank: 73
DIFIX Sharpe Ratio Rank: 78
DIFIX Sortino Ratio Rank: 76
DIFIX Omega Ratio Rank: 72
DIFIX Calmar Ratio Rank: 70
DIFIX Martin Ratio Rank: 69

CONWX

CONWX Risk / Return Rank: 87
CONWX Sharpe Ratio Rank: 86
CONWX Sortino Ratio Rank: 87
CONWX Omega Ratio Rank: 87
CONWX Calmar Ratio Rank: 82
CONWX Martin Ratio Rank: 92

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.

DIFIX vs. CONWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Diversified Income Fund (DIFIX) and Concorde Wealth Management Fund (CONWX). 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.

	DIFIX	CONWX	Difference
Sharpe ratio Return per unit of total volatility	1.42	1.70	-0.29
Sortino ratio Return per unit of downside risk	1.89	2.36	-0.47
Omega ratio Gain probability vs. loss probability	1.27	1.37	-0.10
Calmar ratio Return relative to maximum drawdown	1.63	1.99	-0.37
Martin ratio Return relative to average drawdown	6.53	11.30	-4.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIFIX vs. CONWX - Sharpe Ratio Comparison

The current DIFIX Sharpe Ratio is 1.42, which is comparable to the CONWX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of DIFIX and CONWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DIFIX	CONWX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	1.70	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.74	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	0.78	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.78	-0.15

Correlation

The correlation between DIFIX and CONWX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DIFIX vs. CONWX - Dividend Comparison

DIFIX's dividend yield for the trailing twelve months is around 5.40%, more than CONWX's 3.41% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIFIX MFS Diversified Income Fund	5.40%	5.62%	3.86%	3.12%	3.99%	4.95%	2.83%	3.13%	4.39%	3.79%	3.76%	7.57%
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%

Drawdowns

DIFIX vs. CONWX - Drawdown Comparison

The maximum DIFIX drawdown since its inception was -35.04%, which is greater than CONWX's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for DIFIX and CONWX.

Drawdown Indicators

	DIFIX	CONWX	Difference
Max Drawdown Largest peak-to-trough decline	-35.04%	-26.09%	-8.95%
Max Drawdown (1Y) Largest decline over 1 year	-4.91%	-8.60%	+3.69%
Max Drawdown (5Y) Largest decline over 5 years	-19.70%	-12.49%	-7.21%
Max Drawdown (10Y) Largest decline over 10 years	-23.69%	-26.09%	+2.40%
Current Drawdown Current decline from peak	-4.25%	-2.03%	-2.22%
Average Drawdown Average peak-to-trough decline	-3.89%	-2.78%	-1.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.22%	1.52%	-0.30%

Volatility

DIFIX vs. CONWX - Volatility Comparison

MFS Diversified Income Fund (DIFIX) and Concorde Wealth Management Fund (CONWX) have volatilities of 2.02% and 2.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIFIX	CONWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.02%	2.12%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	3.36%	5.43%	-2.07%
Volatility (1Y) Calculated over the trailing 1-year period	5.73%	10.70%	-4.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.79%	10.26%	-3.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.49%	11.15%	-3.66%