PortfoliosLab logoPortfoliosLab logo
OWMBX vs. OWLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OWMBX vs. OWLSX - Performance Comparison

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

Loading graphics...

OWMBX vs. OWLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

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


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OWMBX vs. OWLSX - Expense Ratio Comparison

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


Return for Risk

OWMBX vs. OWLSX — Risk / Return Rank

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

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

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
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.

OWMBX vs. OWLSX - Risk-Adjusted Trends Comparison

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


OWMBXOWLSXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.06

+0.98

Sortino ratio

Return per unit of downside risk

1.40

2.21

-0.81

Omega ratio

Gain probability vs. loss probability

1.36

2.10

-0.74

Calmar ratio

Return relative to maximum drawdown

0.84

0.16

+0.67

Martin ratio

Return relative to average drawdown

3.06

0.23

+2.82

OWMBX vs. OWLSX - Sharpe Ratio Comparison

The current OWMBX Sharpe Ratio is 1.04, which is higher than the OWLSX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of OWMBX and OWLSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


OWMBXOWLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.06

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.07

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.13

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.09

+0.96

Correlation

The correlation between OWMBX and OWLSX 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

OWMBX vs. OWLSX - Dividend Comparison

OWMBX's dividend yield for the trailing twelve months is around 2.64%, less than OWLSX's 13.38% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

OWMBX vs. OWLSX - Drawdown Comparison

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


Loading graphics...

Drawdown Indicators


OWMBXOWLSXDifference

Max Drawdown

Largest peak-to-trough decline

-9.54%

-68.17%

+58.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-68.17%

+64.95%

Max Drawdown (5Y)

Largest decline over 5 years

-9.37%

-68.17%

+58.80%

Max Drawdown (10Y)

Largest decline over 10 years

-9.44%

-68.17%

+58.73%

Current Drawdown

Current decline from peak

-2.36%

-68.17%

+65.81%

Average Drawdown

Average peak-to-trough decline

-1.64%

-19.33%

+17.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

48.44%

-47.56%

Volatility

OWMBX vs. OWLSX - Volatility Comparison

The current volatility for Old Westbury Municipal Bond Fund (OWMBX) is 0.86%, while Old Westbury Large Cap Strategies Fund (OWLSX) has a volatility of 4.40%. This indicates that OWMBX experiences smaller price fluctuations and is considered to be less risky than OWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


OWMBXOWLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

4.40%

-3.54%

Volatility (6M)

Calculated over the trailing 6-month period

1.43%

8.80%

-7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

214.82%

-210.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.09%

96.91%

-93.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.03%

69.48%

-66.45%