I'm only a recent dabbler in OCaml, so take my opinion with a grain of salt. First off, it depends on what kind of problem you are working on. Support for concurrency is good (through Lwt and Async), so the situation is not worse (actually, better, because monadic concurrency is vastly superior to callbacks) than in a popular language like Javascript, or Python with its GIL. Secondly, work started on a parallel runtime a few months ago, and seems to progress at a steady pace, so we should get parallelism and cheap fibers at some point.

Regarding other functional languages, you are mixing some oranges in your apples. I find Rust appealing, especially with the amount of thought that goes into crafting it, but when it comes down to it, it is intended to replace C++. You are trading the convenience of a garbage-collected runtime for more control over memory allocation, and this comes at a cost. I could imagine OCaml calling Rust code for performance-critical sections, though. Regarding F#, it's no doubt a nice language and works as an incubator for ideas which trickle down to C# eventually, but I for one have little interest in the .Net ecosystem. Scala I find too scattered in terms of features, it doesn't make for a very elegant language. Also, the JVM is performant, but it's a pig in terms of memory. As for Haskell, many OCaml developers have been moving to it in the last few years. On the other hand, you don't switch to language with a lazy runtime with impunity (debugging Haskell is not particularly fun). I find the average complexity of Haskell programs higher, and a combination of syntactic features, popularity of custom ASCII operators and one-letter variable names make for sometimes barely readable code. Not to mention that OCaml is more pragmatic: sometimes it is convenient to write a for loop.