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OWMBX vs. OWNYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OWMBX vs. OWNYX - Performance Comparison

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

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OWMBX vs. OWNYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
OWMBX
Old Westbury Municipal Bond Fund
-0.50%4.29%0.43%4.03%-5.39%-0.63%5.01%5.58%1.03%
OWNYX
Old Westbury New York Municipal Bond Fund
-0.43%4.64%0.45%4.24%-5.03%-0.31%3.74%4.95%0.68%

Returns By Period

In the year-to-date period, OWMBX achieves a -0.50% return, which is significantly lower than OWNYX's -0.43% return.


OWMBX

1D
0.26%
1M
-1.85%
YTD
-0.50%
6M
0.49%
1Y
3.28%
3Y*
2.05%
5Y*
0.59%
10Y*
1.38%

OWNYX

1D
0.20%
1M
-1.81%
YTD
-0.43%
6M
0.60%
1Y
3.16%
3Y*
2.24%
5Y*
0.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OWMBX vs. OWNYX - Expense Ratio Comparison

Both OWMBX and OWNYX have an expense ratio of 0.57%.


Return for Risk

OWMBX vs. OWNYX — Risk / Return Rank

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

OWMBX
OWMBX Risk / Return Rank: 3939
Overall Rank
OWMBX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
OWMBX Sortino Ratio Rank: 2828
Sortino Ratio Rank
OWMBX Omega Ratio Rank: 7575
Omega Ratio Rank
OWMBX Calmar Ratio Rank: 2828
Calmar Ratio Rank
OWMBX Martin Ratio Rank: 2828
Martin Ratio Rank

OWNYX
OWNYX Risk / Return Rank: 4040
Overall Rank
OWNYX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
OWNYX Sortino Ratio Rank: 2626
Sortino Ratio Rank
OWNYX Omega Ratio Rank: 7171
Omega Ratio Rank
OWNYX Calmar Ratio Rank: 3636
Calmar Ratio Rank
OWNYX Martin Ratio Rank: 3434
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. OWNYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Westbury Municipal Bond Fund (OWMBX) and Old Westbury New York Municipal Bond Fund (OWNYX). 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.


OWMBXOWNYXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.87

+0.03

Sortino ratio

Return per unit of downside risk

1.19

1.15

+0.04

Omega ratio

Gain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratio

Return relative to maximum drawdown

1.06

1.23

-0.17

Martin ratio

Return relative to average drawdown

3.83

4.53

-0.70

OWMBX vs. OWNYX - Sharpe Ratio Comparison

The current OWMBX Sharpe Ratio is 0.90, which is comparable to the OWNYX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of OWMBX and OWNYX, 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


OWMBXOWNYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.87

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.27

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.53

+0.52

Correlation

The correlation between OWMBX and OWNYX is 0.86, 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

OWMBX vs. OWNYX - Dividend Comparison

OWMBX's dividend yield for the trailing twelve months is around 2.64%, more than OWNYX's 2.41% 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%
OWNYX
Old Westbury New York Municipal Bond Fund
2.41%2.88%2.40%1.99%1.29%1.41%1.76%1.60%0.08%0.00%0.00%0.00%

Drawdowns

OWMBX vs. OWNYX - Drawdown Comparison

The maximum OWMBX drawdown since its inception was -9.54%, which is greater than OWNYX's maximum drawdown of -8.98%. Use the drawdown chart below to compare losses from any high point for OWMBX and OWNYX.


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Drawdown Indicators


OWMBXOWNYXDifference

Max Drawdown

Largest peak-to-trough decline

-9.54%

-8.98%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-3.14%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-9.37%

-8.98%

-0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-9.44%

Current Drawdown

Current decline from peak

-2.10%

-2.01%

-0.09%

Average Drawdown

Average peak-to-trough decline

-1.64%

-2.11%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.86%

+0.03%

Volatility

OWMBX vs. OWNYX - Volatility Comparison

Old Westbury Municipal Bond Fund (OWMBX) has a higher volatility of 0.93% compared to Old Westbury New York Municipal Bond Fund (OWNYX) at 0.86%. This indicates that OWMBX's price experiences larger fluctuations and is considered to be riskier than OWNYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWMBXOWNYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.86%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

1.29%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.62%

4.53%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.09%

3.05%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.03%

3.31%

-0.28%