OWFIX vs. OWSMX
Compare and contrast key facts about Old Westbury Fixed Income Fund (OWFIX) and Old Westbury Small & Mid Cap Strategies Fund (OWSMX).
OWFIX is managed by Old Westbury. It was launched on Mar 12, 1998. OWSMX is managed by Old Westbury. It was launched on Apr 4, 2005.
Performance
OWFIX vs. OWSMX - Performance Comparison
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OWFIX vs. OWSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OWFIX Old Westbury Fixed Income Fund | -0.20% | 7.48% | 1.93% | 4.81% | -8.39% | -1.87% | 7.41% | 6.12% | 0.64% | 1.41% |
OWSMX Old Westbury Small & Mid Cap Strategies Fund | -1.72% | 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, OWFIX achieves a -0.20% return, which is significantly higher than OWSMX's -1.72% return. Over the past 10 years, OWFIX has underperformed OWSMX with an annualized return of 1.71%, while OWSMX has yielded a comparatively higher 6.82% annualized 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%
OWSMX
- 1D
- -0.52%
- 1M
- -11.58%
- YTD
- -1.72%
- 6M
- 0.89%
- 1Y
- 17.49%
- 3Y*
- 10.10%
- 5Y*
- 2.03%
- 10Y*
- 6.82%
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OWFIX vs. OWSMX - Expense Ratio Comparison
OWFIX has a 0.57% expense ratio, which is lower than OWSMX's 1.10% expense ratio.
Return for Risk
OWFIX vs. OWSMX — Risk / Return Rank
OWFIX
OWSMX
OWFIX vs. OWSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Old Westbury Fixed Income Fund (OWFIX) 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.
| OWFIX | OWSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.07 | +0.31 |
Sortino ratioReturn per unit of downside risk | 2.13 | 1.56 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.30 | +1.78 |
Martin ratioReturn relative to average drawdown | 10.72 | 5.04 | +5.68 |
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
| OWFIX | OWSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.07 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.13 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.42 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.50 | +0.38 |
Correlation
The correlation between OWFIX and OWSMX is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
OWFIX vs. OWSMX - Dividend Comparison
OWFIX's dividend yield for the trailing twelve months is around 3.78%, less than OWSMX's 8.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
OWSMX Old Westbury Small & Mid Cap Strategies Fund | 8.56% | 8.41% | 3.92% | 0.65% | 0.52% | 6.04% | 3.23% | 4.65% | 12.54% | 7.43% | 6.32% | 10.79% |
Drawdowns
OWFIX vs. OWSMX - Drawdown Comparison
The maximum OWFIX drawdown since its inception was -12.88%, smaller than the maximum OWSMX drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for OWFIX and OWSMX.
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Drawdown Indicators
| OWFIX | OWSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.88% | -38.35% | +25.47% |
Max Drawdown (1Y)Largest decline over 1 year | -2.15% | -11.67% | +9.52% |
Max Drawdown (5Y)Largest decline over 5 years | -12.40% | -34.57% | +22.17% |
Max Drawdown (10Y)Largest decline over 10 years | -12.88% | -35.96% | +23.08% |
Current DrawdownCurrent decline from peak | -1.55% | -11.67% | +10.12% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -8.23% | +5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 3.01% | -2.39% |
Volatility
OWFIX vs. OWSMX - Volatility Comparison
The current volatility for Old Westbury Fixed Income Fund (OWFIX) is 1.21%, while Old Westbury Small & Mid Cap Strategies Fund (OWSMX) has a volatility of 5.40%. This indicates that OWFIX 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
| OWFIX | OWSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 5.40% | -4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.11% | 10.21% | -8.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.68% | 15.83% | -12.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 16.09% | -11.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.54% | 16.32% | -12.78% |