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OWLSX vs. GQFPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OWLSX vs. GQFPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old Westbury Large Cap Strategies Fund (OWLSX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). The values are adjusted to include any dividend payments, if applicable.

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OWLSX vs. GQFPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OWLSX
Old Westbury Large Cap Strategies Fund
-6.48%17.61%20.86%19.74%-22.15%5.23%
GQFPX
GQG Partners Global Quality Dividend Income Fund
9.67%19.29%4.81%15.09%-1.13%5.03%

Returns By Period

In the year-to-date period, OWLSX achieves a -6.48% return, which is significantly lower than GQFPX's 9.67% return.


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%

GQFPX

1D
-0.37%
1M
-3.16%
YTD
9.67%
6M
10.95%
1Y
18.91%
3Y*
16.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OWLSX vs. GQFPX - Expense Ratio Comparison

OWLSX has a 1.09% expense ratio, which is higher than GQFPX's 0.86% expense ratio.


Return for Risk

OWLSX vs. GQFPX — Risk / Return Rank

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

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

GQFPX
GQFPX Risk / Return Rank: 8282
Overall Rank
GQFPX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GQFPX Sortino Ratio Rank: 7979
Sortino Ratio Rank
GQFPX Omega Ratio Rank: 8181
Omega Ratio Rank
GQFPX Calmar Ratio Rank: 8080
Calmar Ratio Rank
GQFPX Martin Ratio Rank: 8787
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.

OWLSX vs. GQFPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Westbury Large Cap Strategies Fund (OWLSX) and GQG Partners Global Quality Dividend Income Fund (GQFPX). 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.


OWLSXGQFPXDifference

Sharpe ratio

Return per unit of total volatility

0.06

1.57

-1.51

Sortino ratio

Return per unit of downside risk

2.21

2.02

+0.19

Omega ratio

Gain probability vs. loss probability

2.10

1.33

+0.78

Calmar ratio

Return relative to maximum drawdown

0.16

1.93

-1.77

Martin ratio

Return relative to average drawdown

0.23

9.22

-8.99

OWLSX vs. GQFPX - Sharpe Ratio Comparison

The current OWLSX Sharpe Ratio is 0.06, which is lower than the GQFPX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of OWLSX and GQFPX, 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


OWLSXGQFPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

1.57

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.86

-0.78

Correlation

The correlation between OWLSX and GQFPX is 0.65, 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

OWLSX vs. GQFPX - Dividend Comparison

OWLSX's dividend yield for the trailing twelve months is around 13.38%, more than GQFPX's 4.85% yield.


TTM20252024202320222021202020192018201720162015
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%
GQFPX
GQG Partners Global Quality Dividend Income Fund
4.85%5.32%3.71%3.69%5.18%1.38%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OWLSX vs. GQFPX - Drawdown Comparison

The maximum OWLSX drawdown since its inception was -68.17%, which is greater than GQFPX's maximum drawdown of -16.95%. Use the drawdown chart below to compare losses from any high point for OWLSX and GQFPX.


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Drawdown Indicators


OWLSXGQFPXDifference

Max Drawdown

Largest peak-to-trough decline

-68.17%

-16.95%

-51.22%

Max Drawdown (1Y)

Largest decline over 1 year

-68.17%

-9.60%

-58.57%

Max Drawdown (5Y)

Largest decline over 5 years

-68.17%

Max Drawdown (10Y)

Largest decline over 10 years

-68.17%

Current Drawdown

Current decline from peak

-68.17%

-3.16%

-65.01%

Average Drawdown

Average peak-to-trough decline

-19.33%

-3.03%

-16.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.44%

2.07%

+46.37%

Volatility

OWLSX vs. GQFPX - Volatility Comparison

Old Westbury Large Cap Strategies Fund (OWLSX) has a higher volatility of 4.40% compared to GQG Partners Global Quality Dividend Income Fund (GQFPX) at 3.98%. This indicates that OWLSX's price experiences larger fluctuations and is considered to be riskier than GQFPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWLSXGQFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

3.98%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

7.03%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

214.82%

12.39%

+202.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.91%

12.89%

+84.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.48%

12.89%

+56.59%