PortfoliosLab logoPortfoliosLab logo
RPFCX vs. CONWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPFCX vs. CONWX - Performance Comparison

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

Loading graphics...

RPFCX vs. CONWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPFCX
Davis Appreciation & Income Fund
0.68%20.90%9.10%23.00%-15.65%25.74%4.74%20.33%-8.02%16.35%
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, RPFCX achieves a 0.68% return, which is significantly lower than CONWX's 8.18% return. Over the past 10 years, RPFCX has outperformed CONWX with an annualized return of 9.87%, while CONWX has yielded a comparatively lower 8.62% annualized return.


RPFCX

1D
1.77%
1M
-4.10%
YTD
0.68%
6M
7.14%
1Y
18.28%
3Y*
16.39%
5Y*
8.56%
10Y*
9.87%

CONWX

1D
-0.62%
1M
-2.03%
YTD
8.18%
6M
11.05%
1Y
17.09%
3Y*
12.45%
5Y*
7.53%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RPFCX vs. CONWX - Expense Ratio Comparison

RPFCX has a 1.00% expense ratio, which is lower than CONWX's 1.41% expense ratio.


Return for Risk

RPFCX vs. CONWX — Risk / Return Rank

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

RPFCX
RPFCX Risk / Return Rank: 8080
Overall Rank
RPFCX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RPFCX Sortino Ratio Rank: 7878
Sortino Ratio Rank
RPFCX Omega Ratio Rank: 7676
Omega Ratio Rank
RPFCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
RPFCX Martin Ratio Rank: 8484
Martin Ratio Rank

CONWX
CONWX Risk / Return Rank: 8787
Overall Rank
CONWX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CONWX Sortino Ratio Rank: 8787
Sortino Ratio Rank
CONWX Omega Ratio Rank: 8787
Omega Ratio Rank
CONWX Calmar Ratio Rank: 8282
Calmar Ratio Rank
CONWX Martin Ratio Rank: 9292
Martin Ratio Rank
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.

RPFCX vs. CONWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Appreciation & Income Fund (RPFCX) 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.


RPFCXCONWXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.70

-0.27

Sortino ratio

Return per unit of downside risk

2.03

2.36

-0.33

Omega ratio

Gain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratio

Return relative to maximum drawdown

2.24

1.99

+0.24

Martin ratio

Return relative to average drawdown

8.97

11.30

-2.33

RPFCX vs. CONWX - Sharpe Ratio Comparison

The current RPFCX Sharpe Ratio is 1.43, which is comparable to the CONWX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of RPFCX 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.


Loading graphics...

Sharpe Ratios by Period


RPFCXCONWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.70

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.74

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.78

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.78

-0.22

Correlation

The correlation between RPFCX and CONWX 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

RPFCX vs. CONWX - Dividend Comparison

RPFCX's dividend yield for the trailing twelve months is around 6.41%, more than CONWX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
RPFCX
Davis Appreciation & Income Fund
6.41%6.09%1.11%2.91%2.63%0.28%0.78%2.03%1.09%0.83%1.09%1.19%
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

RPFCX vs. CONWX - Drawdown Comparison

The maximum RPFCX drawdown since its inception was -56.39%, which is greater than CONWX's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for RPFCX and CONWX.


Loading graphics...

Drawdown Indicators


RPFCXCONWXDifference

Max Drawdown

Largest peak-to-trough decline

-56.39%

-26.09%

-30.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-8.60%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-12.49%

-13.14%

Max Drawdown (10Y)

Largest decline over 10 years

-30.72%

-26.09%

-4.63%

Current Drawdown

Current decline from peak

-5.05%

-2.03%

-3.02%

Average Drawdown

Average peak-to-trough decline

-7.46%

-2.78%

-4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.52%

+0.61%

Volatility

RPFCX vs. CONWX - Volatility Comparison

Davis Appreciation & Income Fund (RPFCX) has a higher volatility of 3.77% compared to Concorde Wealth Management Fund (CONWX) at 2.12%. This indicates that RPFCX'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.


Loading graphics...

Volatility by Period


RPFCXCONWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

2.12%

+1.65%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

5.43%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

10.70%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

10.26%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

11.15%

+3.69%