OWACX vs. FOCKX
OWACX (Old Westbury All Cap Core Fund) and FOCKX (Fidelity OTC Portfolio Class K) are both Large Cap Growth Equities funds. Over the past 10 years, OWACX returned 14.04%/yr vs 23.46%/yr for FOCKX. Their correlation of 0.84 suggests significant overlap in exposure. OWACX charges 0.96%/yr vs 0.73%/yr for FOCKX.
Performance
OWACX vs. FOCKX - Performance Comparison
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Returns By Period
In the year-to-date period, OWACX achieves a 8.13% return, which is significantly lower than FOCKX's 27.09% return. Over the past 10 years, OWACX has underperformed FOCKX with an annualized return of 14.04%, while FOCKX has yielded a comparatively higher 23.46% annualized return.
OWACX
- 1D
- -0.25%
- 1M
- 1.17%
- YTD
- 8.13%
- 6M
- 7.38%
- 1Y
- 18.54%
- 3Y*
- 17.06%
- 5Y*
- 9.66%
- 10Y*
- 14.04%
FOCKX
- 1D
- -1.91%
- 1M
- 3.82%
- YTD
- 27.09%
- 6M
- 26.38%
- 1Y
- 56.90%
- 3Y*
- 34.24%
- 5Y*
- 18.15%
- 10Y*
- 23.46%
OWACX vs. FOCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OWACX Old Westbury All Cap Core Fund | 8.13% | 10.45% | 21.30% | 25.93% | -22.18% | 25.76% | 23.61% | 32.10% | -4.02% | 20.93% |
FOCKX Fidelity OTC Portfolio Class K | 27.09% | 22.28% | 38.91% | 42.92% | -32.07% | 25.06% | 46.83% | 39.36% | -3.18% | 38.78% |
Correlation
The correlation between OWACX and FOCKX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.84 |
The correlation between OWACX and FOCKX has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
OWACX vs. FOCKX — Risk / Return Rank
OWACX
FOCKX
OWACX vs. FOCKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Old Westbury All Cap Core Fund (OWACX) and Fidelity OTC Portfolio Class K (FOCKX). 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 | FOCKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.50 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 5.18 | -3.00 |
| Martin ratioReturn relative to average drawdown | 9.32 | 21.92 | -12.60 |
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Drawdowns
OWACX vs. FOCKX - Drawdown Comparison
The maximum OWACX drawdown since its inception was -34.01%, smaller than the maximum FOCKX drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for OWACX and FOCKX.
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Drawdown Indicators
| OWACX | FOCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -53.33% | +19.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.93% | -11.28% | +1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -19.16% | -24.83% | +5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -28.11% | -36.97% | +8.86% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -36.97% | +2.96% |
Current DrawdownCurrent decline from peak | -0.47% | -2.01% | +1.54% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -8.36% | +3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.65% | -0.43% |
Volatility
OWACX vs. FOCKX - Volatility Comparison
The current volatility for Old Westbury All Cap Core Fund (OWACX) is 4.79%, while Fidelity OTC Portfolio Class K (FOCKX) has a volatility of 8.99%. This indicates that OWACX experiences smaller price fluctuations and is considered to be less risky than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OWACX | FOCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 8.99% | -4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.70% | 16.00% | -5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.47% | 19.60% | -6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 22.97% | -5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 22.59% | -4.06% |
OWACX vs. FOCKX - Expense Ratio Comparison
OWACX has a 0.96% expense ratio, which is higher than FOCKX's 0.73% expense ratio.
Dividends
OWACX vs. FOCKX - Dividend Comparison
OWACX's dividend yield for the trailing twelve months is around 8.18%, more than FOCKX's 5.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOCKX Fidelity OTC Portfolio Class K | 5.94% | 7.56% | 16.42% | 0.09% | 3.97% | 11.34% | 6.18% | 7.49% | 7.81% | 4.85% | 3.25% | 5.42% |
OWACX Old Westbury All Cap Core Fund | 8.18% | 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 FOCKX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOCKX has higher volatility (8.99%) compared to OWACX (4.79%). In terms of maximum drawdown, OWACX dropped -34.01% vs FOCKX's -53.33%.
FOCKX currently has the higher Sharpe Ratio (2.99 vs 1.61), 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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