SWJRX vs. CONWX
Compare and contrast key facts about Schwab Monthly Income Fund - Moderate Payout (SWJRX) and Concorde Wealth Management Fund (CONWX).
SWJRX is managed by Charles Schwab. It was launched on Mar 27, 2008. CONWX is managed by BlackRock. It was launched on Dec 3, 1987.
Performance
SWJRX vs. CONWX - Performance Comparison
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SWJRX vs. CONWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWJRX Schwab Monthly Income Fund - Moderate Payout | 3.09% | 12.17% | 3.83% | 8.79% | -12.81% | 9.23% | 5.32% | 16.40% | -6.31% | 10.80% |
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, SWJRX achieves a 3.09% return, which is significantly lower than CONWX's 8.18% return. Over the past 10 years, SWJRX has underperformed CONWX with an annualized return of 5.07%, while CONWX has yielded a comparatively higher 8.62% annualized return.
SWJRX
- 1D
- 0.37%
- 1M
- -4.10%
- YTD
- 3.09%
- 6M
- 5.56%
- 1Y
- 11.26%
- 3Y*
- 8.50%
- 5Y*
- 4.04%
- 10Y*
- 5.07%
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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SWJRX vs. CONWX - Expense Ratio Comparison
SWJRX has a 0.00% expense ratio, which is lower than CONWX's 1.41% expense ratio.
Return for Risk
SWJRX vs. CONWX — Risk / Return Rank
SWJRX
CONWX
SWJRX vs. CONWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Moderate Payout (SWJRX) 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.
| SWJRX | CONWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.70 | -0.12 |
Sortino ratioReturn per unit of downside risk | 2.17 | 2.36 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.99 | -0.16 |
Martin ratioReturn relative to average drawdown | 8.43 | 11.30 | -2.86 |
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
| SWJRX | CONWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.70 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.74 | -0.27 |
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 | 0.58 | 0.78 | -0.20 |
Correlation
The correlation between SWJRX and CONWX is 0.76, 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
SWJRX vs. CONWX - Dividend Comparison
SWJRX's dividend yield for the trailing twelve months is around 4.31%, more than CONWX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWJRX Schwab Monthly Income Fund - Moderate Payout | 4.31% | 4.78% | 4.94% | 4.80% | 8.67% | 3.62% | 2.49% | 5.36% | 3.47% | 2.93% | 6.05% | 6.80% |
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
SWJRX vs. CONWX - Drawdown Comparison
The maximum SWJRX drawdown since its inception was -25.61%, roughly equal to the maximum CONWX drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for SWJRX and CONWX.
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Drawdown Indicators
| SWJRX | CONWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.61% | -26.09% | +0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -6.32% | -8.60% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -20.87% | -12.49% | -8.38% |
Max Drawdown (10Y)Largest decline over 10 years | -20.87% | -26.09% | +5.22% |
Current DrawdownCurrent decline from peak | -4.10% | -2.03% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -2.78% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 1.52% | -0.14% |
Volatility
SWJRX vs. CONWX - Volatility Comparison
Schwab Monthly Income Fund - Moderate Payout (SWJRX) has a higher volatility of 2.33% compared to Concorde Wealth Management Fund (CONWX) at 2.12%. This indicates that SWJRX'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
| SWJRX | CONWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 2.12% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 4.09% | 5.43% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.32% | 10.70% | -3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.71% | 10.26% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.57% | 11.15% | -2.58% |