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SFAAX vs. CONWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFAAX vs. CONWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Index Asset Allocation Fund (SFAAX) and Concorde Wealth Management Fund (CONWX). The values are adjusted to include any dividend payments, if applicable.

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SFAAX vs. CONWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFAAX
Allspring Index Asset Allocation Fund
-4.35%11.39%14.61%16.64%-17.03%15.76%16.21%21.52%-2.82%12.25%
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, SFAAX achieves a -4.35% return, which is significantly lower than CONWX's 8.18% return. Both investments have delivered pretty close results over the past 10 years, with SFAAX having a 8.28% annualized return and CONWX not far ahead at 8.62%.


SFAAX

1D
-0.06%
1M
-5.10%
YTD
-4.35%
6M
-2.65%
1Y
8.86%
3Y*
10.59%
5Y*
6.04%
10Y*
8.28%

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)

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SFAAX vs. CONWX - Expense Ratio Comparison

SFAAX has a 1.08% expense ratio, which is lower than CONWX's 1.41% expense ratio.


Return for Risk

SFAAX vs. CONWX — Risk / Return Rank

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

SFAAX
SFAAX Risk / Return Rank: 4646
Overall Rank
SFAAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SFAAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
SFAAX Omega Ratio Rank: 4141
Omega Ratio Rank
SFAAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
SFAAX Martin Ratio Rank: 5353
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.

SFAAX vs. CONWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Index Asset Allocation Fund (SFAAX) 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.


SFAAXCONWXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.70

-0.83

Sortino ratio

Return per unit of downside risk

1.30

2.36

-1.06

Omega ratio

Gain probability vs. loss probability

1.18

1.37

-0.19

Calmar ratio

Return relative to maximum drawdown

1.18

1.99

-0.81

Martin ratio

Return relative to average drawdown

5.12

11.30

-6.18

SFAAX vs. CONWX - Sharpe Ratio Comparison

The current SFAAX Sharpe Ratio is 0.88, which is lower than the CONWX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of SFAAX 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.


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Sharpe Ratios by Period


SFAAXCONWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.70

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.74

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.78

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.78

-0.14

Correlation

The correlation between SFAAX 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

SFAAX vs. CONWX - Dividend Comparison

SFAAX's dividend yield for the trailing twelve months is around 13.23%, more than CONWX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
SFAAX
Allspring Index Asset Allocation Fund
13.23%12.65%12.74%7.46%4.98%5.92%3.77%3.60%3.88%1.27%1.66%6.34%
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

SFAAX vs. CONWX - Drawdown Comparison

The maximum SFAAX drawdown since its inception was -47.78%, which is greater than CONWX's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for SFAAX and CONWX.


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Drawdown Indicators


SFAAXCONWXDifference

Max Drawdown

Largest peak-to-trough decline

-47.78%

-26.09%

-21.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

-8.60%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

-12.49%

-11.83%

Max Drawdown (10Y)

Largest decline over 10 years

-24.32%

-26.09%

+1.77%

Current Drawdown

Current decline from peak

-5.69%

-2.03%

-3.66%

Average Drawdown

Average peak-to-trough decline

-5.87%

-2.78%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.52%

+0.14%

Volatility

SFAAX vs. CONWX - Volatility Comparison

Allspring Index Asset Allocation Fund (SFAAX) has a higher volatility of 2.64% compared to Concorde Wealth Management Fund (CONWX) at 2.12%. This indicates that SFAAX'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


SFAAXCONWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

2.12%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

6.24%

5.43%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

10.70%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.35%

10.26%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.35%

11.15%

+0.20%