OWLSX vs. MFWIX
Compare and contrast key facts about Old Westbury Large Cap Strategies Fund (OWLSX) and MFS Global Total Return Fund Class I (MFWIX).
OWLSX is managed by Old Westbury. It was launched on Oct 21, 1993. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
OWLSX vs. MFWIX - Performance Comparison
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OWLSX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, OWLSX achieves a -6.48% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, OWLSX has outperformed MFWIX with an annualized return of 9.13%, while MFWIX has yielded a comparatively lower 6.19% annualized 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%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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OWLSX vs. MFWIX - Expense Ratio Comparison
OWLSX has a 1.09% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
OWLSX vs. MFWIX — Risk / Return Rank
OWLSX
MFWIX
OWLSX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Old Westbury Large Cap Strategies Fund (OWLSX) and MFS Global Total Return Fund Class I (MFWIX). 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.
| OWLSX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 1.29 | -1.23 |
Sortino ratioReturn per unit of downside risk | 2.21 | 1.77 | +0.44 |
Omega ratioGain probability vs. loss probability | 2.10 | 1.25 | +0.85 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.59 | -1.42 |
Martin ratioReturn relative to average drawdown | 0.23 | 6.26 | -6.03 |
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
| OWLSX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 1.29 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.52 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.65 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.71 | -0.62 |
Correlation
The correlation between OWLSX and MFWIX is 0.80, 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
OWLSX vs. MFWIX - Dividend Comparison
OWLSX's dividend yield for the trailing twelve months is around 13.38%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
OWLSX vs. MFWIX - Drawdown Comparison
The maximum OWLSX drawdown since its inception was -68.17%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for OWLSX and MFWIX.
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Drawdown Indicators
| OWLSX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.17% | -33.01% | -35.16% |
Max Drawdown (1Y)Largest decline over 1 year | -68.17% | -6.85% | -61.32% |
Max Drawdown (5Y)Largest decline over 5 years | -68.17% | -20.22% | -47.95% |
Max Drawdown (10Y)Largest decline over 10 years | -68.17% | -23.36% | -44.81% |
Current DrawdownCurrent decline from peak | -68.17% | -6.50% | -61.67% |
Average DrawdownAverage peak-to-trough decline | -19.33% | -3.83% | -15.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.44% | 1.74% | +46.70% |
Volatility
OWLSX vs. MFWIX - Volatility Comparison
Old Westbury Large Cap Strategies Fund (OWLSX) has a higher volatility of 4.40% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that OWLSX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OWLSX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 3.04% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 5.25% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 214.82% | 8.85% | +205.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 96.91% | 9.09% | +87.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.48% | 9.60% | +59.88% |