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OWLSX vs. OWMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OWLSX vs. OWMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Old Westbury Large Cap Strategies Fund (OWLSX) and Old Westbury Municipal Bond Fund (OWMBX). The values are adjusted to include any dividend payments, if applicable.

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OWLSX vs. OWMBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
OWMBX
Old Westbury Municipal Bond Fund
-0.76%4.29%0.43%4.03%-5.39%-0.63%5.01%5.58%0.87%2.22%

Returns By Period

In the year-to-date period, OWLSX achieves a -6.48% return, which is significantly lower than OWMBX's -0.76% return. Over the past 10 years, OWLSX has outperformed OWMBX with an annualized return of 9.13%, while OWMBX has yielded a comparatively lower 1.35% 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%

OWMBX

1D
0.09%
1M
-2.36%
YTD
-0.76%
6M
0.32%
1Y
3.28%
3Y*
1.96%
5Y*
0.55%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OWLSX vs. OWMBX - Expense Ratio Comparison

OWLSX has a 1.09% expense ratio, which is higher than OWMBX's 0.57% expense ratio.


Return for Risk

OWLSX vs. OWMBX — 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

OWMBX
OWMBX Risk / Return Rank: 4949
Overall Rank
OWMBX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
OWMBX Sortino Ratio Rank: 4848
Sortino Ratio Rank
OWMBX Omega Ratio Rank: 8686
Omega Ratio Rank
OWMBX Calmar Ratio Rank: 2929
Calmar Ratio Rank
OWMBX Martin Ratio Rank: 2828
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. OWMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Westbury Large Cap Strategies Fund (OWLSX) and Old Westbury Municipal Bond Fund (OWMBX). 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.


OWLSXOWMBXDifference

Sharpe ratio

Return per unit of total volatility

0.06

1.04

-0.98

Sortino ratio

Return per unit of downside risk

2.21

1.40

+0.81

Omega ratio

Gain probability vs. loss probability

2.10

1.36

+0.74

Calmar ratio

Return relative to maximum drawdown

0.16

0.84

-0.67

Martin ratio

Return relative to average drawdown

0.23

3.06

-2.82

OWLSX vs. OWMBX - Sharpe Ratio Comparison

The current OWLSX Sharpe Ratio is 0.06, which is lower than the OWMBX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of OWLSX and OWMBX, 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


OWLSXOWMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

1.04

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.18

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.45

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

1.04

-0.96

Correlation

The correlation between OWLSX and OWMBX is -0.09. 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

OWLSX vs. OWMBX - Dividend Comparison

OWLSX's dividend yield for the trailing twelve months is around 13.38%, more than OWMBX's 2.64% 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%
OWMBX
Old Westbury Municipal Bond Fund
2.64%2.61%2.54%2.01%1.15%2.06%2.55%1.68%1.45%1.18%1.61%1.40%

Drawdowns

OWLSX vs. OWMBX - Drawdown Comparison

The maximum OWLSX drawdown since its inception was -68.17%, which is greater than OWMBX's maximum drawdown of -9.54%. Use the drawdown chart below to compare losses from any high point for OWLSX and OWMBX.


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Drawdown Indicators


OWLSXOWMBXDifference

Max Drawdown

Largest peak-to-trough decline

-68.17%

-9.54%

-58.63%

Max Drawdown (1Y)

Largest decline over 1 year

-68.17%

-3.22%

-64.95%

Max Drawdown (5Y)

Largest decline over 5 years

-68.17%

-9.37%

-58.80%

Max Drawdown (10Y)

Largest decline over 10 years

-68.17%

-9.44%

-58.73%

Current Drawdown

Current decline from peak

-68.17%

-2.36%

-65.81%

Average Drawdown

Average peak-to-trough decline

-19.33%

-1.64%

-17.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.44%

0.88%

+47.56%

Volatility

OWLSX vs. OWMBX - Volatility Comparison

Old Westbury Large Cap Strategies Fund (OWLSX) has a higher volatility of 4.40% compared to Old Westbury Municipal Bond Fund (OWMBX) at 0.86%. This indicates that OWLSX's price experiences larger fluctuations and is considered to be riskier than OWMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWLSXOWMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

0.86%

+3.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

1.43%

+7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

214.82%

4.63%

+210.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.91%

3.09%

+93.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.48%

3.03%

+66.45%