OWACX vs. BBLIX
OWACX (Old Westbury All Cap Core Fund) and BBLIX (BBH Select Series - Large Cap Fund) are both Large Cap Growth Equities funds. Over the past 5 years, OWACX returned 8.42%/yr vs 7.28%/yr for BBLIX. Their correlation of 0.85 means they have usually moved in the same direction. OWACX charges 0.96%/yr vs 0.70%/yr for BBLIX.
Performance
OWACX vs. BBLIX - Performance Comparison
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Returns By Period
In the year-to-date period, OWACX achieves a 6.69% return, which is significantly higher than BBLIX's 1.58% return.
OWACX
- 1D
- 0.59%
- 1M
- -1.09%
- 6M
- 4.90%
- YTD
- 6.69%
- 1Y
- 11.57%
- 3Y*
- 14.48%
- 5Y*
- 8.42%
- 10Y*
- 13.24%
- ALL TIME*
- 11.99%
BBLIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.58%
- YTD
- 1.58%
- 1Y
- 5.32%
- 3Y*
- 11.76%
- 5Y*
- 7.28%
- 10Y*
- —
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
OWACX vs. BBLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OWACX Old Westbury All Cap Core Fund | 6.69% | 10.45% | 21.30% | 25.93% | -22.18% | 25.76% | 23.61% | 7.58% |
BBLIX BBH Select Series - Large Cap Fund | 1.58% | 12.07% | 15.83% | 23.86% | -20.59% | 27.23% | 12.30% | 3.63% |
Correlation
The correlation between OWACX and BBLIX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2019 | 0.85 |
Over the past year, the correlation between OWACX and BBLIX has dropped to 0.26 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
OWACX vs. BBLIX — Risk / Return Rank
OWACX
BBLIX
OWACX vs. BBLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Old Westbury All Cap Core Fund (OWACX) and BBH Select Series - Large Cap Fund (BBLIX). 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.
| OWACX | BBLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.38 | -0.10 |
| Martin ratioReturn relative to average drawdown | 5.35 | 2.50 | +2.86 |
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Drawdowns
OWACX vs. BBLIX - Drawdown Comparison
The maximum OWACX drawdown since its inception was -34.01%, roughly equal to the maximum BBLIX drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for OWACX and BBLIX.
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Drawdown Indicators
| OWACX | BBLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -33.49% | -0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.93% | -3.63% | -6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -19.16% | -14.68% | -4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -28.11% | -28.06% | -0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | — | — |
Current DrawdownCurrent decline from peak | -1.94% | -1.80% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -6.24% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 1.85% | +0.43% |
Volatility
OWACX vs. BBLIX - Volatility Comparison
Old Westbury All Cap Core Fund (OWACX) has a higher volatility of 3.74% compared to BBH Select Series - Large Cap Fund (BBLIX) at 0.00%. This indicates that OWACX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OWACX | BBLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 0.00% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.92% | 1.93% | +8.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 6.77% | +7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 15.83% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.45% | 18.32% | +0.13% |
OWACX vs. BBLIX - Expense Ratio Comparison
OWACX has a 0.96% expense ratio, which is higher than BBLIX's 0.70% expense ratio.
Dividends
OWACX vs. BBLIX - Dividend Comparison
OWACX's dividend yield for the trailing twelve months is around 8.29%, less than BBLIX's 9.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBLIX BBH Select Series - Large Cap Fund | 9.39% | 9.54% | 4.20% | 0.28% | 1.45% | 3.27% | 0.34% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
OWACX Old Westbury All Cap Core Fund | 8.29% | 8.18% | 10.64% | 8.40% | 2.54% | 5.90% | 3.18% | 9.22% | 5.05% | 1.99% | 1.08% | 2.38% |
Frequently Asked Questions
OWACX and BBLIX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OWACX has higher volatility (3.74%) compared to BBLIX (0.00%). In terms of maximum drawdown, OWACX dropped -34.01% vs BBLIX's -33.49%.
OWACX currently has the higher Sharpe Ratio (0.92 vs 0.75), 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.
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