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OWSMX vs. OWMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OWSMX vs. OWMBX - 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 Municipal Bond Fund (OWMBX). The values are adjusted to include any dividend payments, if applicable.

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OWSMX vs. OWMBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
OWMBX
Old Westbury Municipal Bond Fund
-0.50%4.29%0.43%4.03%-5.39%-0.63%5.01%5.58%0.87%2.22%

Returns By Period

In the year-to-date period, OWSMX achieves a 1.26% return, which is significantly higher than OWMBX's -0.50% return. Over the past 10 years, OWSMX has outperformed OWMBX with an annualized return of 7.14%, while OWMBX has yielded a comparatively lower 1.38% 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%

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

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OWSMX vs. OWMBX - Expense Ratio Comparison

OWSMX has a 1.10% expense ratio, which is higher than OWMBX's 0.57% expense ratio.


Return for Risk

OWSMX vs. OWMBX — Risk / Return Rank

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

OWSMX
OWSMX Risk / Return Rank: 6363
Overall Rank
OWSMX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
OWSMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
OWSMX Omega Ratio Rank: 6666
Omega Ratio Rank
OWSMX Calmar Ratio Rank: 5858
Calmar Ratio Rank
OWSMX Martin Ratio Rank: 5656
Martin Ratio Rank

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
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. OWMBX - 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 Municipal Bond Fund (OWMBX). 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.


OWSMXOWMBXDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.90

+0.43

Sortino ratio

Return per unit of downside risk

1.90

1.19

+0.71

Omega ratio

Gain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratio

Return relative to maximum drawdown

1.62

1.06

+0.56

Martin ratio

Return relative to average drawdown

6.30

3.83

+2.47

OWSMX vs. OWMBX - Sharpe Ratio Comparison

The current OWSMX Sharpe Ratio is 1.32, which is higher than the OWMBX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of OWSMX and OWMBX, 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


OWSMXOWMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.90

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.20

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.46

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.05

-0.54

Correlation

The correlation between OWSMX and OWMBX 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

OWSMX vs. OWMBX - Dividend Comparison

OWSMX's dividend yield for the trailing twelve months is around 8.30%, more than OWMBX's 2.64% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

OWSMX vs. OWMBX - Drawdown Comparison

The maximum OWSMX drawdown since its inception was -38.35%, which is greater than OWMBX's maximum drawdown of -9.54%. Use the drawdown chart below to compare losses from any high point for OWSMX and OWMBX.


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Drawdown Indicators


OWSMXOWMBXDifference

Max Drawdown

Largest peak-to-trough decline

-38.35%

-9.54%

-28.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-3.22%

-8.45%

Max Drawdown (5Y)

Largest decline over 5 years

-34.57%

-9.37%

-25.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.96%

-9.44%

-26.52%

Current Drawdown

Current decline from peak

-8.98%

-2.10%

-6.88%

Average Drawdown

Average peak-to-trough decline

-8.23%

-1.64%

-6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

0.89%

+2.11%

Volatility

OWSMX vs. OWMBX - Volatility Comparison

Old Westbury Small & Mid Cap Strategies Fund (OWSMX) has a higher volatility of 6.48% compared to Old Westbury Municipal Bond Fund (OWMBX) at 0.93%. This indicates that OWSMX's price experiences larger fluctuations and is considered to be riskier than OWMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWSMXOWMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

0.93%

+5.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

1.32%

+9.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

4.62%

+11.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

3.09%

+13.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

3.03%

+13.32%