POAAX vs. CONWX
Compare and contrast key facts about Pacific Funds Portfolio Optimization Conservative (POAAX) and Concorde Wealth Management Fund (CONWX).
POAAX is managed by Pacific Funds Series Trust. It was launched on Dec 30, 2003. CONWX is managed by BlackRock. It was launched on Dec 3, 1987.
Performance
POAAX vs. CONWX - Performance Comparison
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POAAX vs. CONWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
POAAX Pacific Funds Portfolio Optimization Conservative | -1.64% | 9.54% | 6.07% | 9.40% | -15.03% | 3.96% | 10.82% | 12.14% | -4.18% | 7.80% |
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, POAAX achieves a -1.64% return, which is significantly lower than CONWX's 8.18% return. Over the past 10 years, POAAX has underperformed CONWX with an annualized return of 3.77%, while CONWX has yielded a comparatively higher 8.62% annualized return.
POAAX
- 1D
- 0.20%
- 1M
- -3.69%
- YTD
- -1.64%
- 6M
- -0.39%
- 1Y
- 6.86%
- 3Y*
- 6.61%
- 5Y*
- 2.04%
- 10Y*
- 3.77%
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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POAAX vs. CONWX - Expense Ratio Comparison
POAAX has a 0.60% expense ratio, which is lower than CONWX's 1.41% expense ratio.
Return for Risk
POAAX vs. CONWX — Risk / Return Rank
POAAX
CONWX
POAAX vs. CONWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Portfolio Optimization Conservative (POAAX) 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.
| POAAX | CONWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.70 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.73 | 2.36 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.99 | -0.40 |
Martin ratioReturn relative to average drawdown | 6.70 | 11.30 | -4.60 |
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
| POAAX | CONWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.70 | -0.48 |
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 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.78 | -0.07 |
Correlation
The correlation between POAAX 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
POAAX vs. CONWX - Dividend Comparison
POAAX's dividend yield for the trailing twelve months is around 3.90%, more than CONWX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POAAX Pacific Funds Portfolio Optimization Conservative | 3.90% | 3.84% | 4.24% | 3.39% | 6.99% | 4.14% | 2.89% | 2.04% | 12.02% | 2.18% | 1.28% | 3.64% |
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
POAAX vs. CONWX - Drawdown Comparison
The maximum POAAX drawdown since its inception was -20.48%, smaller than the maximum CONWX drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for POAAX and CONWX.
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Drawdown Indicators
| POAAX | CONWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.48% | -26.09% | +5.61% |
Max Drawdown (1Y)Largest decline over 1 year | -4.23% | -8.60% | +4.37% |
Max Drawdown (5Y)Largest decline over 5 years | -20.48% | -12.49% | -7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -20.48% | -26.09% | +5.61% |
Current DrawdownCurrent decline from peak | -3.69% | -2.03% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -2.82% | -2.78% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 1.52% | -0.51% |
Volatility
POAAX vs. CONWX - Volatility Comparison
Pacific Funds Portfolio Optimization Conservative (POAAX) and Concorde Wealth Management Fund (CONWX) have volatilities of 2.15% 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.
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Volatility by Period
| POAAX | CONWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 2.12% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.33% | 5.43% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.72% | 10.70% | -4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.34% | 10.26% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.43% | 11.15% | -4.72% |