OWSMX vs. FMIEX
Compare and contrast key facts about Old Westbury Small & Mid Cap Strategies Fund (OWSMX) and Wasatch Global Value Fund Investor Class Shares (FMIEX).
OWSMX is managed by Old Westbury. It was launched on Apr 4, 2005. FMIEX is managed by Wasatch. It was launched on Sep 25, 1996.
Performance
OWSMX vs. FMIEX - Performance Comparison
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OWSMX vs. FMIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OWSMX Old Westbury Small & Mid Cap Strategies Fund | 1.26% | 18.06% | 7.76% | 11.67% | -22.54% | 4.10% | 22.11% | 24.52% | -12.04% | 18.20% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 7.66% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 17.27% | -5.67% | 11.21% |
Returns By Period
In the year-to-date period, OWSMX achieves a 1.26% return, which is significantly lower than FMIEX's 7.66% return. Over the past 10 years, OWSMX has underperformed FMIEX with an annualized return of 7.14%, while FMIEX has yielded a comparatively higher 11.20% annualized return.
OWSMX
- 1D
- 3.04%
- 1M
- -8.32%
- YTD
- 1.26%
- 6M
- 4.07%
- 1Y
- 20.61%
- 3Y*
- 11.21%
- 5Y*
- 2.32%
- 10Y*
- 7.14%
FMIEX
- 1D
- 1.53%
- 1M
- -3.71%
- YTD
- 7.66%
- 6M
- 12.40%
- 1Y
- 26.75%
- 3Y*
- 17.27%
- 5Y*
- 11.77%
- 10Y*
- 11.20%
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OWSMX vs. FMIEX - Expense Ratio Comparison
Both OWSMX and FMIEX have an expense ratio of 1.10%.
Return for Risk
OWSMX vs. FMIEX — Risk / Return Rank
OWSMX
FMIEX
OWSMX vs. FMIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Old Westbury Small & Mid Cap Strategies Fund (OWSMX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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.
| OWSMX | FMIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 2.22 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.90 | 2.97 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.44 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.83 | -1.21 |
Martin ratioReturn relative to average drawdown | 6.30 | 13.12 | -6.81 |
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
| OWSMX | FMIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.22 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.93 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.71 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.59 | -0.08 |
Correlation
The correlation between OWSMX and FMIEX is 0.82, 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
OWSMX vs. FMIEX - Dividend Comparison
OWSMX's dividend yield for the trailing twelve months is around 8.30%, more than FMIEX's 4.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OWSMX Old Westbury Small & Mid Cap Strategies Fund | 8.30% | 8.41% | 3.92% | 0.65% | 0.52% | 6.04% | 3.23% | 4.65% | 12.54% | 7.43% | 6.32% | 10.79% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 4.88% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
Drawdowns
OWSMX vs. FMIEX - Drawdown Comparison
The maximum OWSMX drawdown since its inception was -38.35%, smaller than the maximum FMIEX drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for OWSMX and FMIEX.
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Drawdown Indicators
| OWSMX | FMIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -49.85% | +11.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -9.34% | -2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -34.57% | -18.63% | -15.94% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -39.33% | +3.37% |
Current DrawdownCurrent decline from peak | -8.98% | -4.40% | -4.58% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -6.61% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.06% | +0.94% |
Volatility
OWSMX vs. FMIEX - Volatility Comparison
Old Westbury Small & Mid Cap Strategies Fund (OWSMX) has a higher volatility of 6.48% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.91%. This indicates that OWSMX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OWSMX | FMIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.48% | 3.91% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 6.85% | +3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 11.87% | +4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 12.77% | +3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 15.73% | +0.62% |