OWACX vs. OWSMX
Compare and contrast key facts about Old Westbury All Cap Core Fund (OWACX) and Old Westbury Small & Mid Cap Strategies Fund (OWSMX).
OWACX is managed by Old Westbury. It was launched on Mar 2, 1998. OWSMX is managed by Old Westbury. It was launched on Apr 4, 2005.
Performance
OWACX vs. OWSMX - Performance Comparison
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OWACX vs. OWSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OWACX Old Westbury All Cap Core Fund | -4.89% | 10.45% | 21.30% | 25.93% | -22.18% | 25.76% | 23.61% | 32.10% | -4.02% | 20.93% |
OWSMX Old Westbury Small & Mid Cap Strategies Fund | 1.26% | 18.06% | 7.76% | 11.67% | -22.54% | 4.10% | 22.11% | 24.52% | -12.04% | 18.20% |
Returns By Period
In the year-to-date period, OWACX achieves a -4.89% return, which is significantly lower than OWSMX's 1.26% return. Over the past 10 years, OWACX has outperformed OWSMX with an annualized return of 12.40%, while OWSMX has yielded a comparatively lower 7.14% annualized return.
OWACX
- 1D
- 3.11%
- 1M
- -5.77%
- YTD
- -4.89%
- 6M
- -3.29%
- 1Y
- 9.78%
- 3Y*
- 14.41%
- 5Y*
- 8.41%
- 10Y*
- 12.40%
OWSMX
- 1D
- 3.04%
- 1M
- -8.32%
- YTD
- 1.26%
- 6M
- 4.07%
- 1Y
- 20.61%
- 3Y*
- 11.21%
- 5Y*
- 2.32%
- 10Y*
- 7.14%
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OWACX vs. OWSMX - Expense Ratio Comparison
OWACX has a 0.96% expense ratio, which is lower than OWSMX's 1.10% expense ratio.
Return for Risk
OWACX vs. OWSMX — Risk / Return Rank
OWACX
OWSMX
OWACX vs. OWSMX - 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 Small & Mid Cap Strategies Fund (OWSMX). 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 | OWSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.32 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.90 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.28 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.04 | 1.62 | -1.58 |
Martin ratioReturn relative to average drawdown | 0.13 | 6.30 | -6.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OWACX | OWSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.32 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.14 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.44 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.51 | +0.17 |
Correlation
The correlation between OWACX and OWSMX is 0.86, 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. OWSMX - Dividend Comparison
OWACX's dividend yield for the trailing twelve months is around 8.60%, more than OWSMX's 8.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OWACX Old Westbury All Cap Core Fund | 8.60% | 8.18% | 10.64% | 8.40% | 2.54% | 5.90% | 3.18% | 9.22% | 5.05% | 1.99% | 1.08% | 2.38% |
OWSMX Old Westbury Small & Mid Cap Strategies Fund | 8.30% | 8.41% | 3.92% | 0.65% | 0.52% | 6.04% | 3.23% | 4.65% | 12.54% | 7.43% | 6.32% | 10.79% |
Drawdowns
OWACX vs. OWSMX - Drawdown Comparison
The maximum OWACX drawdown since its inception was -34.01%, smaller than the maximum OWSMX drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for OWACX and OWSMX.
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Drawdown Indicators
| OWACX | OWSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -38.35% | +4.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -11.67% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -28.11% | -34.57% | +6.46% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -35.96% | +1.95% |
Current DrawdownCurrent decline from peak | -7.12% | -8.98% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -8.23% | +3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 3.00% | +2.61% |
Volatility
OWACX vs. OWSMX - Volatility Comparison
The current volatility for Old Westbury All Cap Core Fund (OWACX) is 5.67%, while Old Westbury Small & Mid Cap Strategies Fund (OWSMX) has a volatility of 6.48%. This indicates that OWACX experiences smaller price fluctuations and is considered to be less risky than OWSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OWACX | OWSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 6.48% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 10.62% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.75% | 16.07% | +3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 16.15% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.45% | 16.35% | +2.10% |