OWLSX vs. SSGLX
Compare and contrast key facts about Old Westbury Large Cap Strategies Fund (OWLSX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
OWLSX is managed by Old Westbury. It was launched on Oct 21, 1993. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
OWLSX vs. SSGLX - Performance Comparison
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OWLSX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, OWLSX achieves a -6.48% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, OWLSX has outperformed SSGLX with an annualized return of 9.13%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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OWLSX vs. SSGLX - Expense Ratio Comparison
OWLSX has a 1.09% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
OWLSX vs. SSGLX — Risk / Return Rank
OWLSX
SSGLX
OWLSX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Old Westbury Large Cap Strategies Fund (OWLSX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 1.56 | -1.49 |
Sortino ratioReturn per unit of downside risk | 2.21 | 2.12 | +0.09 |
Omega ratioGain probability vs. loss probability | 2.10 | 1.32 | +0.78 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 2.00 | -1.83 |
Martin ratioReturn relative to average drawdown | 0.23 | 7.90 | -7.67 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 1.56 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.48 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.53 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.37 | -0.28 |
Correlation
The correlation between OWLSX and SSGLX 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. SSGLX - Dividend Comparison
OWLSX's dividend yield for the trailing twelve months is around 13.38%, more than SSGLX's 4.44% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
OWLSX vs. SSGLX - Drawdown Comparison
The maximum OWLSX drawdown since its inception was -68.17%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for OWLSX and SSGLX.
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Drawdown Indicators
| OWLSX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.17% | -35.88% | -32.29% |
Max Drawdown (1Y)Largest decline over 1 year | -68.17% | -11.22% | -56.95% |
Max Drawdown (5Y)Largest decline over 5 years | -68.17% | -30.08% | -38.09% |
Max Drawdown (10Y)Largest decline over 10 years | -68.17% | -35.88% | -32.29% |
Current DrawdownCurrent decline from peak | -68.17% | -10.87% | -57.30% |
Average DrawdownAverage peak-to-trough decline | -19.33% | -8.32% | -11.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.44% | 2.84% | +45.60% |
Volatility
OWLSX vs. SSGLX - Volatility Comparison
The current volatility for Old Westbury Large Cap Strategies Fund (OWLSX) is 4.40%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that OWLSX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OWLSX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 6.44% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 10.02% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 214.82% | 15.49% | +199.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 96.91% | 14.49% | +82.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.48% | 16.15% | +53.33% |