The focal performance of the micro-axicon and the Fresnel axicon (fraxicon) are investigated, for the first time, by the rigorous electromagnetic theory and boundary element method. The micro-axicon with different angle of apex and the fraxicon with various period and angle of apex are investigated. The dark segments of the fraxicon are explored numerically. Rigorous results of focal performance of the micro-axicon and the fraxicon are different from the results given by the approximation of geometrical optics and the scalar diffraction theory. The scattering effects are dominant in the fraxicon with small size of feature. It is expected that our study can provides very useful information in analyzing the axicon in optical trapping systems.