All camcorders might have a problem with over driven audio, such as what you generally find at a concert. Unless the camcorder has a manual mode for the audio levels allowing you to turn down the record level. One way around this is to cover the microphone on the camcorder with a couple (or more) layers of tissue paper. Be careful to just tape the outer edges of the paper to the camcorder body so as not to cover the mic with the tape, otherwise you'll block the sound off completely. The idea is to muffle the sound slightly...like ear plugs.
There are several high end pro camcorders that will have adjustable audio at
www.bestbuybusiness.com. The Canon XL2 and GL2 and the Sony DHR-FX1 and DCR-VX2100 would work great for concert shooting.