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Inception Date
Sep 30, 2020
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

OWCIX Performance Chart

Old Westbury Credit Income Fund (OWCIX) is up 1.7% since the beginning of the year. OWCIX is currently trading at $8 per share. Investors who bought $1,000 worth of OWCIX shares 5 years ago would now be looking at an investment worth $1,048.


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S&P 500 Index

Returns By Period

Old Westbury Credit Income Fund (OWCIX) has returned 1.70% so far this year and 7.53% over the past 12 months.


Old Westbury Credit Income Fund

1D
0.12%
1M
1.01%
YTD
1.70%
6M
1.24%
1Y
7.53%
3Y*
5.66%
5Y*
0.94%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OWCIX Monthly Returns History

Based on dividend-adjusted daily data since Oct 14, 2020, OWCIX's average daily return is +0.01%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2023 with a return of +4.9%, while the worst month was Sep 2022 at -4.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, OWCIX closed higher 45% of trading days. The best single day was Nov 10, 2022 with a return of +2.0%, while the worst single day was Jun 13, 2022 at -1.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.50%1.74%-2.15%0.76%0.75%0.12%1.70%
20251.15%1.51%1.75%-0.63%-0.25%1.92%0.00%1.26%1.64%1.12%0.37%-0.82%9.35%
2024-0.49%-0.62%1.00%-2.75%1.93%1.09%2.28%1.49%1.45%-2.07%1.49%-2.32%2.32%
20233.48%-1.92%1.28%0.73%-0.97%0.47%-0.12%-0.74%-2.90%-2.35%4.94%4.73%6.42%
2022-2.18%-1.52%-1.94%-4.35%-0.67%-2.51%2.55%-2.15%-4.50%-2.21%3.01%-0.80%-16.20%
2021-0.39%-1.08%-0.71%1.11%0.60%1.52%1.09%0.29%-0.79%0.89%0.10%0.14%2.77%

Benchmark Metrics

Old Westbury Credit Income Fund has an annualized alpha of -0.16%, beta of 0.10, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since October 15, 2020.

  • This fund participated in 40.37% of S&P 500 Index downside but only 19.49% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.10 may look defensive, but with R2 of 0.09 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.09 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.16%
Beta
0.10
0.09
Upside Capture
19.49%
Downside Capture
40.37%

Expense Ratio

OWCIX has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

OWCIX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


OWCIX Risk / Return Rank: 4242
Overall Rank
OWCIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
OWCIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
OWCIX Omega Ratio Rank: 3838
Omega Ratio Rank
OWCIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
OWCIX Martin Ratio Rank: 4040
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Old Westbury Credit Income Fund (OWCIX) and compare them to S&P 500 Index.


OWCIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.77

2.39

-0.62

Sortino ratio

Return per unit of downside risk

2.60

3.25

-0.66

Omega ratio

Gain probability vs. loss probability

1.33

1.43

-0.11

Calmar ratio

Return relative to maximum drawdown

2.90

3.11

-0.21

Martin ratio

Return relative to average drawdown

8.68

14.38

-5.70

Dividends

Dividend History

Old Westbury Credit Income Fund provided a 5.22% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The fund has been increasing its distributions for 5 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.42$0.56$0.46$0.44$0.43$0.39$0.11

Dividend yield

5.22%7.01%5.83%5.44%5.30%3.91%1.06%

Monthly Dividends

The table displays the monthly dividend distributions for Old Westbury Credit Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.10$0.00$0.00$0.00$0.10
2025$0.00$0.00$0.24$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.10$0.56
2024$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.12$0.46
2023$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.12$0.44
2022$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.10$0.43
2021$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.08$0.00$0.00$0.08$0.39

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Old Westbury Credit Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Old Westbury Credit Income Fund was 19.92%, occurring on Oct 19, 2023. Recovery took 479 trading sessions.

The current Old Westbury Credit Income Fund drawdown is 0.54%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 correction2023
-19.92%Oct 2023
1y 11mo2y 3d
3y 11moNov 2021 - Oct 2025
2026 pullback2026
-2.89%Mar 2026
25d
3mo 4dMar 2026 - now
2021 pullback2021
-2.85%Mar 2021
1mo 4d2mo 23d
3mo 27dFeb 2021 - Jun 2021
2021 pullback2021
-1.86%Oct 2021
18d25d
1mo 13dSep 2021 - Nov 2021
2025 pullback2025
-1.34%Dec 2025
1mo 17d1mo 27d
3mo 14dOct 2025 - Feb 2026

Drawdown Indicators


OWCIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.92%

-56.78%

+36.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-9.10%

+6.21%

Max Drawdown (3Y)

Largest decline over 3 years

-7.32%

-18.90%

+11.58%

Max Drawdown (5Y)

Largest decline over 5 years

-19.92%

-25.43%

+5.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.54%

0.00%

-0.54%

Average Drawdown

Average peak-to-trough decline

-7.63%

-10.72%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

1.97%

-1.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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