This depends largely on one's political perspective. The more liberal a person is, the more likely the conflict theory will make sense to that person. By contrast, conservatives might well be more inclined to believe in functionalism.
For example, let us try to explain why there is a problem with poverty in the United States today. Liberals would tend to argue that poverty continues because of intentional exploitation of workers by the rich or perhaps by the workings of structures that serve to prevent the poor from getting equal opportunities in life. Racial conflict might play a role as well.
By contrast, conservatives might argue that poverty persists because poverty plays an important part in our system. The presence of poverty serves as a salutary lesson for the rest of us. If we do not act in good ways, this could happen to us. In that view of things, poverty serves a purpose in society by encouraging others to behave in more productive ways.
It is, then, up to each person to decide for him or herself which of these perspectives is more credible.