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OWFIX vs. OWNYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OWFIX vs. OWNYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old Westbury Fixed Income Fund (OWFIX) and Old Westbury New York Municipal Bond Fund (OWNYX). The values are adjusted to include any dividend payments, if applicable.

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OWFIX vs. OWNYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
OWFIX
Old Westbury Fixed Income Fund
-0.20%7.48%1.93%4.81%-8.39%-1.87%7.41%6.12%1.25%
OWNYX
Old Westbury New York Municipal Bond Fund
-0.63%4.64%0.45%4.24%-5.03%-0.31%3.74%4.95%0.68%

Returns By Period

In the year-to-date period, OWFIX achieves a -0.20% return, which is significantly higher than OWNYX's -0.63% return.


OWFIX

1D
0.40%
1M
-1.55%
YTD
-0.20%
6M
0.74%
1Y
3.61%
3Y*
3.84%
5Y*
1.01%
10Y*
1.71%

OWNYX

1D
0.10%
1M
-2.21%
YTD
-0.63%
6M
0.49%
1Y
3.16%
3Y*
2.17%
5Y*
0.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OWFIX vs. OWNYX - Expense Ratio Comparison

Both OWFIX and OWNYX have an expense ratio of 0.57%.


Return for Risk

OWFIX vs. OWNYX — Risk / Return Rank

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

OWFIX
OWFIX Risk / Return Rank: 8282
Overall Rank
OWFIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
OWFIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
OWFIX Omega Ratio Rank: 6767
Omega Ratio Rank
OWFIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
OWFIX Martin Ratio Rank: 9191
Martin Ratio Rank

OWNYX
OWNYX Risk / Return Rank: 5151
Overall Rank
OWNYX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
OWNYX Sortino Ratio Rank: 4545
Sortino Ratio Rank
OWNYX Omega Ratio Rank: 8585
Omega Ratio Rank
OWNYX Calmar Ratio Rank: 3838
Calmar Ratio Rank
OWNYX Martin Ratio Rank: 3636
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.

OWFIX vs. OWNYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Westbury Fixed Income Fund (OWFIX) and Old Westbury New York Municipal Bond Fund (OWNYX). 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.


OWFIXOWNYXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.01

+0.37

Sortino ratio

Return per unit of downside risk

2.13

1.36

+0.77

Omega ratio

Gain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratio

Return relative to maximum drawdown

3.08

1.03

+2.05

Martin ratio

Return relative to average drawdown

10.72

3.83

+6.88

OWFIX vs. OWNYX - Sharpe Ratio Comparison

The current OWFIX Sharpe Ratio is 1.38, which is higher than the OWNYX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of OWFIX and OWNYX, 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


OWFIXOWNYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.01

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.27

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.52

+0.36

Correlation

The correlation between OWFIX and OWNYX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OWFIX vs. OWNYX - Dividend Comparison

OWFIX's dividend yield for the trailing twelve months is around 3.78%, more than OWNYX's 2.41% yield.


TTM20252024202320222021202020192018201720162015
OWFIX
Old Westbury Fixed Income Fund
3.78%4.72%3.95%3.08%2.06%1.91%5.05%1.88%1.90%1.49%1.33%1.31%
OWNYX
Old Westbury New York Municipal Bond Fund
2.41%2.88%2.40%1.99%1.29%1.41%1.76%1.60%0.08%0.00%0.00%0.00%

Drawdowns

OWFIX vs. OWNYX - Drawdown Comparison

The maximum OWFIX drawdown since its inception was -12.88%, which is greater than OWNYX's maximum drawdown of -8.98%. Use the drawdown chart below to compare losses from any high point for OWFIX and OWNYX.


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Drawdown Indicators


OWFIXOWNYXDifference

Max Drawdown

Largest peak-to-trough decline

-12.88%

-8.98%

-3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.15%

-3.14%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-12.40%

-8.98%

-3.42%

Max Drawdown (10Y)

Largest decline over 10 years

-12.88%

Current Drawdown

Current decline from peak

-1.55%

-2.21%

+0.66%

Average Drawdown

Average peak-to-trough decline

-2.26%

-2.11%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.85%

-0.23%

Volatility

OWFIX vs. OWNYX - Volatility Comparison

Old Westbury Fixed Income Fund (OWFIX) has a higher volatility of 1.21% compared to Old Westbury New York Municipal Bond Fund (OWNYX) at 0.81%. This indicates that OWFIX's price experiences larger fluctuations and is considered to be riskier than OWNYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWFIXOWNYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

0.81%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

1.41%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

4.54%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

3.05%

+1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.54%

3.31%

+0.23%