EXHAX vs. CONWX
Compare and contrast key facts about Manning & Napier Pro-Blend Maximum Term Series (EXHAX) and Concorde Wealth Management Fund (CONWX).
EXHAX is managed by Manning & Napier. It was launched on Oct 31, 1995. CONWX is managed by BlackRock. It was launched on Dec 3, 1987.
Performance
EXHAX vs. CONWX - Performance Comparison
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EXHAX vs. CONWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXHAX Manning & Napier Pro-Blend Maximum Term Series | -9.38% | 12.05% | 11.86% | 19.08% | -20.33% | 18.37% | 22.11% | 27.69% | -6.52% | 24.27% |
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, EXHAX achieves a -9.38% return, which is significantly lower than CONWX's 8.18% return. Both investments have delivered pretty close results over the past 10 years, with EXHAX having a 8.97% annualized return and CONWX not far behind at 8.62%.
EXHAX
- 1D
- 0.31%
- 1M
- -9.52%
- YTD
- -9.38%
- 6M
- -5.53%
- 1Y
- 4.08%
- 3Y*
- 8.00%
- 5Y*
- 3.98%
- 10Y*
- 8.97%
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%
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EXHAX vs. CONWX - Expense Ratio Comparison
EXHAX has a 1.10% expense ratio, which is lower than CONWX's 1.41% expense ratio.
Return for Risk
EXHAX vs. CONWX — Risk / Return Rank
EXHAX
CONWX
EXHAX vs. CONWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Pro-Blend Maximum Term Series (EXHAX) 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.
| EXHAX | CONWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 1.70 | -1.44 |
Sortino ratioReturn per unit of downside risk | 0.49 | 2.36 | -1.88 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.37 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 1.99 | -1.80 |
Martin ratioReturn relative to average drawdown | 0.80 | 11.30 | -10.50 |
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
| EXHAX | CONWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.70 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.74 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.78 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.78 | -0.38 |
Correlation
The correlation between EXHAX and CONWX 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
EXHAX vs. CONWX - Dividend Comparison
EXHAX's dividend yield for the trailing twelve months is around 11.72%, more than CONWX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXHAX Manning & Napier Pro-Blend Maximum Term Series | 11.72% | 10.62% | 6.41% | 2.13% | 10.95% | 6.01% | 3.28% | 5.21% | 10.32% | 7.83% | 2.08% | 1.27% |
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
EXHAX vs. CONWX - Drawdown Comparison
The maximum EXHAX drawdown since its inception was -51.96%, which is greater than CONWX's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for EXHAX and CONWX.
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Drawdown Indicators
| EXHAX | CONWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.96% | -26.09% | -25.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -8.60% | -4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -27.63% | -12.49% | -15.14% |
Max Drawdown (10Y)Largest decline over 10 years | -29.53% | -26.09% | -3.44% |
Current DrawdownCurrent decline from peak | -13.06% | -2.03% | -11.03% |
Average DrawdownAverage peak-to-trough decline | -8.88% | -2.78% | -6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 1.52% | +1.70% |
Volatility
EXHAX vs. CONWX - Volatility Comparison
Manning & Napier Pro-Blend Maximum Term Series (EXHAX) has a higher volatility of 4.53% compared to Concorde Wealth Management Fund (CONWX) at 2.12%. This indicates that EXHAX's price experiences larger fluctuations and is considered to be riskier than CONWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXHAX | CONWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 2.12% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 5.43% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 10.70% | +5.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 10.26% | +4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 11.15% | +4.07% |