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OWACX vs. OWLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OWACX vs. OWLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old Westbury All Cap Core Fund (OWACX) and Old Westbury Large Cap Strategies Fund (OWLSX). The values are adjusted to include any dividend payments, if applicable.

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OWACX vs. OWLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OWACX
Old Westbury All Cap Core Fund
-7.76%10.45%21.30%25.93%-22.18%25.76%23.61%32.10%-4.02%20.93%
OWLSX
Old Westbury Large Cap Strategies Fund
-6.48%17.61%20.86%19.74%-22.15%17.26%15.36%25.19%-8.59%19.40%

Returns By Period

In the year-to-date period, OWACX achieves a -7.76% return, which is significantly lower than OWLSX's -6.48% return. Over the past 10 years, OWACX has outperformed OWLSX with an annualized return of 12.06%, while OWLSX has yielded a comparatively lower 9.13% annualized return.


OWACX

1D
-0.25%
1M
-8.61%
YTD
-7.76%
6M
-6.25%
1Y
6.95%
3Y*
13.25%
5Y*
8.08%
10Y*
12.06%

OWLSX

1D
-0.26%
1M
-9.24%
YTD
-6.48%
6M
-4.42%
1Y
13.25%
3Y*
14.38%
5Y*
7.01%
10Y*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OWACX vs. OWLSX - Expense Ratio Comparison

OWACX has a 0.96% expense ratio, which is lower than OWLSX's 1.09% expense ratio.


Return for Risk

OWACX vs. OWLSX — Risk / Return Rank

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

OWACX
OWACX Risk / Return Rank: 1010
Overall Rank
OWACX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
OWACX Sortino Ratio Rank: 1414
Sortino Ratio Rank
OWACX Omega Ratio Rank: 1414
Omega Ratio Rank
OWACX Calmar Ratio Rank: 55
Calmar Ratio Rank
OWACX Martin Ratio Rank: 44
Martin Ratio Rank

OWLSX
OWLSX Risk / Return Rank: 4141
Overall Rank
OWLSX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OWLSX Sortino Ratio Rank: 8484
Sortino Ratio Rank
OWLSX Omega Ratio Rank: 9898
Omega Ratio Rank
OWLSX Calmar Ratio Rank: 99
Calmar Ratio Rank
OWLSX Martin Ratio Rank: 77
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.

OWACX vs. OWLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Westbury All Cap Core Fund (OWACX) and Old Westbury Large Cap Strategies Fund (OWLSX). 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.


OWACXOWLSXDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.06

+0.27

Sortino ratio

Return per unit of downside risk

0.65

2.21

-1.56

Omega ratio

Gain probability vs. loss probability

1.09

2.10

-1.01

Calmar ratio

Return relative to maximum drawdown

-0.13

0.16

-0.29

Martin ratio

Return relative to average drawdown

-0.44

0.23

-0.67

OWACX vs. OWLSX - Sharpe Ratio Comparison

The current OWACX Sharpe Ratio is 0.33, which is higher than the OWLSX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of OWACX and OWLSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OWACXOWLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.06

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.07

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.13

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.09

+0.58

Correlation

The correlation between OWACX and OWLSX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OWACX vs. OWLSX - Dividend Comparison

OWACX's dividend yield for the trailing twelve months is around 8.86%, less than OWLSX's 13.38% yield.


TTM20252024202320222021202020192018201720162015
OWACX
Old Westbury All Cap Core Fund
8.86%8.18%10.64%8.40%2.54%5.90%3.18%9.22%5.05%1.99%1.08%2.38%
OWLSX
Old Westbury Large Cap Strategies Fund
13.38%12.51%5.79%0.55%0.61%6.60%1.38%4.94%4.65%5.86%1.81%2.40%

Drawdowns

OWACX vs. OWLSX - Drawdown Comparison

The maximum OWACX drawdown since its inception was -34.01%, smaller than the maximum OWLSX drawdown of -68.17%. Use the drawdown chart below to compare losses from any high point for OWACX and OWLSX.


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Drawdown Indicators


OWACXOWLSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.01%

-68.17%

+34.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-68.17%

+56.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.11%

-68.17%

+40.06%

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

-68.17%

+34.16%

Current Drawdown

Current decline from peak

-9.93%

-68.17%

+58.24%

Average Drawdown

Average peak-to-trough decline

-5.15%

-19.33%

+14.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

48.44%

-42.84%

Volatility

OWACX vs. OWLSX - Volatility Comparison

Old Westbury All Cap Core Fund (OWACX) and Old Westbury Large Cap Strategies Fund (OWLSX) have volatilities of 4.47% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWACXOWLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

4.40%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

8.80%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

214.82%

-195.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

96.91%

-79.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

69.48%

-51.05%