OWSMX vs. GAOAX
Compare and contrast key facts about Old Westbury Small & Mid Cap Strategies Fund (OWSMX) and JPMorgan Global Allocation Fund A (GAOAX).
OWSMX is managed by Old Westbury. It was launched on Apr 4, 2005. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
OWSMX vs. GAOAX - Performance Comparison
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OWSMX vs. GAOAX - 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% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, OWSMX achieves a 1.26% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, OWSMX has outperformed GAOAX with an annualized return of 7.14%, while GAOAX has yielded a comparatively lower 5.74% 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%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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OWSMX vs. GAOAX - Expense Ratio Comparison
OWSMX has a 1.10% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
OWSMX vs. GAOAX — Risk / Return Rank
OWSMX
GAOAX
OWSMX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Old Westbury Small & Mid Cap Strategies Fund (OWSMX) and JPMorgan Global Allocation Fund A (GAOAX). 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 | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.86 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.24 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.17 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.10 | +0.52 |
Martin ratioReturn relative to average drawdown | 6.30 | 4.47 | +1.83 |
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 | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.86 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.17 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.53 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.54 | -0.03 |
Correlation
The correlation between OWSMX and GAOAX is 0.89, 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. GAOAX - Dividend Comparison
OWSMX's dividend yield for the trailing twelve months is around 8.30%, less than GAOAX's 10.04% 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% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
OWSMX vs. GAOAX - Drawdown Comparison
The maximum OWSMX drawdown since its inception was -38.35%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for OWSMX and GAOAX.
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Drawdown Indicators
| OWSMX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -29.02% | -9.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -8.95% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -34.57% | -29.02% | -5.55% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -29.02% | -6.94% |
Current DrawdownCurrent decline from peak | -8.98% | -7.61% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -6.01% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.20% | +0.80% |
Volatility
OWSMX vs. GAOAX - Volatility Comparison
Old Westbury Small & Mid Cap Strategies Fund (OWSMX) has a higher volatility of 6.48% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that OWSMX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OWSMX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.48% | 4.98% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 7.55% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 11.53% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 11.03% | +5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 10.81% | +5.54% |