TBLRX vs. CONWX

Last updated Apr 1, 2026

Compare and contrast key facts about Transamerica Balanced II (TBLRX) and Concorde Wealth Management Fund (CONWX).

TBLRX is managed by Transamerica. It was launched on Jul 4, 1994. CONWX is managed by BlackRock. It was launched on Dec 3, 1987.

Performance

TBLRX vs. CONWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Balanced II (TBLRX) and Concorde Wealth Management Fund (CONWX). The values are adjusted to include any dividend payments, if applicable.

TBLRX vs. CONWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TBLRX Transamerica Balanced II	-4.80%	12.78%	14.47%	18.18%	-16.46%	16.57%	15.11%	21.34%	-2.23%
CONWX Concorde Wealth Management Fund	8.18%	11.95%	13.58%	0.20%	-2.51%	19.73%	8.76%	16.84%	-1.89%

Returns By Period

In the year-to-date period, TBLRX achieves a -4.80% return, which is significantly lower than CONWX's 8.18% return.

TBLRX

• 1D: 0.10%
• 1M: -5.55%
• YTD: -4.80%
• 6M: -2.99%
• 1Y: 9.48%
• 3Y*: 11.18%
• 5Y*: 6.63%
• 10Y*: —

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)

TBLRX vs. CONWX - Expense Ratio Comparison

TBLRX has a 1.07% expense ratio, which is lower than CONWX's 1.41% expense ratio.

CONWX

Concorde Wealth Management Fund

TBLRX

Transamerica Balanced II

Return for Risk

TBLRX vs. CONWX — Risk / Return Rank

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

TBLRX

TBLRX Risk / Return Rank: 47
TBLRX Sharpe Ratio Rank: 44
TBLRX Sortino Ratio Rank: 46
TBLRX Omega Ratio Rank: 48
TBLRX Calmar Ratio Rank: 46
TBLRX Martin Ratio Rank: 54

CONWX

CONWX Risk / Return Rank: 87
CONWX Sharpe Ratio Rank: 86
CONWX Sortino Ratio Rank: 87
CONWX Omega Ratio Rank: 87
CONWX Calmar Ratio Rank: 82
CONWX Martin Ratio Rank: 92

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.

TBLRX vs. CONWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Balanced II (TBLRX) 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.

	TBLRX	CONWX	Difference
Sharpe ratio Return per unit of total volatility	0.90	1.70	-0.80
Sortino ratio Return per unit of downside risk	1.36	2.36	-1.01
Omega ratio Gain probability vs. loss probability	1.20	1.37	-0.17
Calmar ratio Return relative to maximum drawdown	1.16	1.99	-0.84
Martin ratio Return relative to average drawdown	5.25	11.30	-6.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TBLRX vs. CONWX - Sharpe Ratio Comparison

The current TBLRX Sharpe Ratio is 0.90, which is lower than the CONWX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of TBLRX 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.

Sharpe Ratios by Period

	TBLRX	CONWX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	1.70	-0.80
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	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.78	-0.17

Correlation

The correlation between TBLRX and CONWX is 0.73, 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

TBLRX vs. CONWX - Dividend Comparison

TBLRX's dividend yield for the trailing twelve months is around 32.35%, more than CONWX's 3.41% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
TBLRX Transamerica Balanced II	32.35%	30.86%	14.76%	3.31%	5.67%	9.15%	4.58%	3.60%	4.51%	0.00%
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%

Drawdowns

TBLRX vs. CONWX - Drawdown Comparison

The maximum TBLRX drawdown since its inception was -25.35%, roughly equal to the maximum CONWX drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for TBLRX and CONWX.

Drawdown Indicators

	TBLRX	CONWX	Difference
Max Drawdown Largest peak-to-trough decline	-25.35%	-26.09%	+0.74%
Max Drawdown (1Y) Largest decline over 1 year	-7.62%	-8.60%	+0.98%
Max Drawdown (5Y) Largest decline over 5 years	-25.35%	-12.49%	-12.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-26.09%	—
Current Drawdown Current decline from peak	-6.01%	-2.03%	-3.98%
Average Drawdown Average peak-to-trough decline	-6.19%	-2.78%	-3.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.68%	1.52%	+0.16%

Volatility

TBLRX vs. CONWX - Volatility Comparison

Transamerica Balanced II (TBLRX) has a higher volatility of 2.95% compared to Concorde Wealth Management Fund (CONWX) at 2.12%. This indicates that TBLRX'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.

Volatility by Period

	TBLRX	CONWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	2.12%	+0.83%
Volatility (6M) Calculated over the trailing 6-month period	5.68%	5.43%	+0.25%
Volatility (1Y) Calculated over the trailing 1-year period	11.00%	10.70%	+0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.12%	10.26%	+3.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.01%	11.15%	+2.86%