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OWSMX vs. OWLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OWSMX vs. OWLSX - Performance Comparison

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

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OWSMX vs. OWLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OWSMX
Old Westbury Small & Mid Cap Strategies Fund
-1.72%18.06%7.76%11.67%-22.54%4.10%22.11%24.52%-12.04%18.20%
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, OWSMX achieves a -1.72% return, which is significantly higher than OWLSX's -6.48% return. Over the past 10 years, OWSMX has underperformed OWLSX with an annualized return of 6.82%, while OWLSX has yielded a comparatively higher 9.13% annualized return.


OWSMX

1D
-0.52%
1M
-11.58%
YTD
-1.72%
6M
0.89%
1Y
17.49%
3Y*
10.10%
5Y*
2.03%
10Y*
6.82%

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)

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OWSMX vs. OWLSX - Expense Ratio Comparison

OWSMX has a 1.10% expense ratio, which is higher than OWLSX's 1.09% expense ratio.


Return for Risk

OWSMX vs. OWLSX — Risk / Return Rank

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

OWSMX
OWSMX Risk / Return Rank: 5555
Overall Rank
OWSMX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
OWSMX Sortino Ratio Rank: 5959
Sortino Ratio Rank
OWSMX Omega Ratio Rank: 5757
Omega Ratio Rank
OWSMX Calmar Ratio Rank: 5454
Calmar Ratio Rank
OWSMX Martin Ratio Rank: 5050
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.

OWSMX vs. OWLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Old Westbury Small & Mid Cap Strategies Fund (OWSMX) 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.


OWSMXOWLSXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.06

+1.01

Sortino ratio

Return per unit of downside risk

1.56

2.21

-0.65

Omega ratio

Gain probability vs. loss probability

1.22

2.10

-0.88

Calmar ratio

Return relative to maximum drawdown

1.30

0.16

+1.13

Martin ratio

Return relative to average drawdown

5.04

0.23

+4.80

OWSMX vs. OWLSX - Sharpe Ratio Comparison

The current OWSMX Sharpe Ratio is 1.07, which is higher than the OWLSX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of OWSMX 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.


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Sharpe Ratios by Period


OWSMXOWLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.06

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.07

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.13

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.09

+0.41

Correlation

The correlation between OWSMX and OWLSX is 0.87, 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. OWLSX - Dividend Comparison

OWSMX's dividend yield for the trailing twelve months is around 8.56%, less than OWLSX's 13.38% yield.


TTM20252024202320222021202020192018201720162015
OWSMX
Old Westbury Small & Mid Cap Strategies Fund
8.56%8.41%3.92%0.65%0.52%6.04%3.23%4.65%12.54%7.43%6.32%10.79%
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

OWSMX vs. OWLSX - Drawdown Comparison

The maximum OWSMX drawdown since its inception was -38.35%, smaller than the maximum OWLSX drawdown of -68.17%. Use the drawdown chart below to compare losses from any high point for OWSMX and OWLSX.


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Drawdown Indicators


OWSMXOWLSXDifference

Max Drawdown

Largest peak-to-trough decline

-38.35%

-68.17%

+29.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-68.17%

+56.50%

Max Drawdown (5Y)

Largest decline over 5 years

-34.57%

-68.17%

+33.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.96%

-68.17%

+32.21%

Current Drawdown

Current decline from peak

-11.67%

-68.17%

+56.50%

Average Drawdown

Average peak-to-trough decline

-8.23%

-19.33%

+11.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

48.44%

-45.43%

Volatility

OWSMX vs. OWLSX - Volatility Comparison

Old Westbury Small & Mid Cap Strategies Fund (OWSMX) has a higher volatility of 5.40% compared to Old Westbury Large Cap Strategies Fund (OWLSX) at 4.40%. This indicates that OWSMX's price experiences larger fluctuations and is considered to be riskier than OWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWSMXOWLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

4.40%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

8.80%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

214.82%

-198.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

96.91%

-80.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

69.48%

-53.16%