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TGPCX vs. CONWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGPCX vs. CONWX - Performance Comparison

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

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TGPCX vs. CONWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGPCX
TCW Conservative Allocation Fund
-1.52%9.17%4.10%16.54%-15.22%8.45%14.24%14.83%-3.10%8.83%
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, TGPCX achieves a -1.52% return, which is significantly lower than CONWX's 8.18% return. Over the past 10 years, TGPCX has underperformed CONWX with an annualized return of 5.35%, while CONWX has yielded a comparatively higher 8.62% annualized return.


TGPCX

1D
0.09%
1M
-4.35%
YTD
-1.52%
6M
-0.47%
1Y
5.65%
3Y*
7.92%
5Y*
3.51%
10Y*
5.35%

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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TGPCX vs. CONWX - Expense Ratio Comparison

TGPCX has a 0.41% expense ratio, which is lower than CONWX's 1.41% expense ratio.


Return for Risk

TGPCX vs. CONWX — Risk / Return Rank

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

TGPCX
TGPCX Risk / Return Rank: 4444
Overall Rank
TGPCX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TGPCX Sortino Ratio Rank: 4141
Sortino Ratio Rank
TGPCX Omega Ratio Rank: 3737
Omega Ratio Rank
TGPCX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TGPCX Martin Ratio Rank: 4848
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.

TGPCX vs. CONWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Conservative Allocation Fund (TGPCX) 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.


TGPCXCONWXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.70

-0.80

Sortino ratio

Return per unit of downside risk

1.29

2.36

-1.08

Omega ratio

Gain probability vs. loss probability

1.18

1.37

-0.19

Calmar ratio

Return relative to maximum drawdown

1.26

1.99

-0.73

Martin ratio

Return relative to average drawdown

4.84

11.30

-6.46

TGPCX vs. CONWX - Sharpe Ratio Comparison

The current TGPCX Sharpe Ratio is 0.91, which is lower than the CONWX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of TGPCX 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


TGPCXCONWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.70

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.74

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.78

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.78

-0.11

Correlation

The correlation between TGPCX and CONWX is 0.69, 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

TGPCX vs. CONWX - Dividend Comparison

TGPCX's dividend yield for the trailing twelve months is around 4.65%, more than CONWX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
TGPCX
TCW Conservative Allocation Fund
4.65%4.58%7.42%3.00%4.86%9.89%1.47%7.04%6.71%4.24%6.84%3.94%
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

TGPCX vs. CONWX - Drawdown Comparison

The maximum TGPCX drawdown since its inception was -21.03%, smaller than the maximum CONWX drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for TGPCX and CONWX.


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Drawdown Indicators


TGPCXCONWXDifference

Max Drawdown

Largest peak-to-trough decline

-21.03%

-26.09%

+5.06%

Max Drawdown (1Y)

Largest decline over 1 year

-4.48%

-8.60%

+4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.27%

-12.49%

-7.78%

Max Drawdown (10Y)

Largest decline over 10 years

-20.27%

-26.09%

+5.82%

Current Drawdown

Current decline from peak

-4.35%

-2.03%

-2.32%

Average Drawdown

Average peak-to-trough decline

-3.16%

-2.78%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.52%

-0.35%

Volatility

TGPCX vs. CONWX - Volatility Comparison

TCW Conservative Allocation Fund (TGPCX) has a higher volatility of 2.34% compared to Concorde Wealth Management Fund (CONWX) at 2.12%. This indicates that TGPCX'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


TGPCXCONWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

2.12%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

5.43%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

6.46%

10.70%

-4.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.89%

10.26%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.64%

11.15%

-3.51%