OWACX vs. OWLSX
Compare and contrast key facts about Old Westbury All Cap Core Fund (OWACX) and Old Westbury Large Cap Strategies Fund (OWLSX).
OWACX is managed by Old Westbury. It was launched on Mar 2, 1998. OWLSX is managed by Old Westbury. It was launched on Oct 21, 1993.
Performance
OWACX vs. OWLSX - Performance Comparison
Loading graphics...
OWACX vs. OWLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
OWACX
OWLSX
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.
| OWACX | OWLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.06 | +0.27 |
Sortino ratioReturn per unit of downside risk | 0.65 | 2.21 | -1.56 |
Omega ratioGain probability vs. loss probability | 1.09 | 2.10 | -1.01 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.16 | -0.29 |
Martin ratioReturn relative to average drawdown | -0.44 | 0.23 | -0.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| OWACX | OWLSX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| OWACX | OWLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.93% | -68.17% | +58.24% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -19.33% | +14.18% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| OWACX | OWLSX | Difference | |
|---|---|---|---|
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% |