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AVIGX vs. OWFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVIGX vs. OWFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Core Fixed Income Fund (AVIGX) and Old Westbury Fixed Income Fund (OWFIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with AVIGX having a -0.22% return and OWFIX slightly higher at -0.21%.


AVIGX

1D
-0.24%
1M
0.48%
YTD
-0.22%
6M
0.26%
1Y
4.49%
3Y*
4.29%
5Y*
-0.04%
10Y*

OWFIX

1D
-0.20%
1M
0.19%
YTD
-0.21%
6M
-0.11%
1Y
2.80%
3Y*
4.02%
5Y*
0.87%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVIGX vs. OWFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVIGX
Avantis Core Fixed Income Fund
-0.22%8.04%2.07%5.13%-13.62%0.99%
OWFIX
Old Westbury Fixed Income Fund
-0.21%7.48%1.93%4.81%-8.39%0.02%

Correlation

The correlation between AVIGX and OWFIX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2021

0.90

The correlation between AVIGX and OWFIX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.

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Return for Risk

AVIGX vs. OWFIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVIGX
AVIGX Risk / Return Rank: 1919
Overall Rank
AVIGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AVIGX Sortino Ratio Rank: 1919
Sortino Ratio Rank
AVIGX Omega Ratio Rank: 1818
Omega Ratio Rank
AVIGX Calmar Ratio Rank: 2121
Calmar Ratio Rank
AVIGX Martin Ratio Rank: 1919
Martin Ratio Rank

OWFIX
OWFIX Risk / Return Rank: 1919
Overall Rank
OWFIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OWFIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
OWFIX Omega Ratio Rank: 1717
Omega Ratio Rank
OWFIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
OWFIX Martin Ratio Rank: 1717
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.

AVIGX vs. OWFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Core Fixed Income Fund (AVIGX) and Old Westbury Fixed Income Fund (OWFIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVIGXOWFIXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.20

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.57

1.56

+0.01

Martin ratioReturn relative to average drawdown

4.48

4.15

+0.32

AVIGX vs. OWFIX - Sharpe Ratio Comparison

The current AVIGX Sharpe Ratio is 1.14, which is comparable to the OWFIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of AVIGX and OWFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVIGX vs. OWFIX - Drawdown Comparison

The maximum AVIGX drawdown since its inception was -19.39%, which is greater than OWFIX's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for AVIGX and OWFIX.


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Drawdown Indicators


AVIGXOWFIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.39%

-12.88%

-6.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-2.23%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-6.28%

-3.78%

-2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.39%

-12.40%

-6.99%

Max Drawdown (10Y)

Largest decline over 10 years

-12.88%

Current Drawdown

Current decline from peak

-2.08%

-1.55%

-0.53%

Average Drawdown

Average peak-to-trough decline

-8.27%

-2.25%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.81%

+0.25%

Volatility

AVIGX vs. OWFIX - Volatility Comparison

Avantis Core Fixed Income Fund (AVIGX) has a higher volatility of 1.25% compared to Old Westbury Fixed Income Fund (OWFIX) at 0.93%. This indicates that AVIGX's price experiences larger fluctuations and is considered to be riskier than OWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVIGXOWFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

0.93%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

2.11%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

3.11%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

4.41%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.07%

3.56%

+2.51%

AVIGX vs. OWFIX - Expense Ratio Comparison

AVIGX has a 0.15% expense ratio, which is lower than OWFIX's 0.57% expense ratio.


Dividends

AVIGX vs. OWFIX - Dividend Comparison

AVIGX's dividend yield for the trailing twelve months is around 4.44%, more than OWFIX's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
AVIGX
Avantis Core Fixed Income Fund
4.44%4.45%4.97%2.92%3.01%0.79%0.00%0.00%0.00%0.00%0.00%0.00%
OWFIX
Old Westbury Fixed Income Fund
3.83%4.72%3.95%3.08%2.06%1.91%5.05%1.88%1.90%1.49%1.33%1.31%

Frequently Asked Questions


AVIGX and OWFIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVIGX has higher volatility (1.25%) compared to OWFIX (0.93%). In terms of maximum drawdown, AVIGX dropped -19.39% vs OWFIX's -12.88%.

AVIGX currently has the higher Sharpe Ratio (1.14 vs 1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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