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CMF vs OMFL

Comparison between ISHARES CALIFORNIA MUNI BOND ETF (CMF, ETF) and INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF (OMFL, ETF).

5-Year PerformanceOMFL has outperformed CMF, delivering a return of +9.9% compared to +0.4%

CMF vs OMFL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
CMF
$4.60B
Winner
OMFL
$4.70B
Expense Ratio
Winner
CMF
0.08%
OMFL
0.29%
Max Drawdown
Winner
CMF
22.81%
OMFL
33.54%
Sharpe Ratio
CMF
0.22
Winner
OMFL
1.26
5Y Beta
Winner
CMF
0.04
OMFL
0.85
P/E Ratio
CMF
N/A
OMFL
23.74
Forward P/E
CMF
N/A
OMFL
17.79
5Y Dividends CAGR
Winner
CMF
8.71%
OMFL
-1.45%
5Y EPS CAGR
CMF
N/A
OMFL
27.02%
Debt to Equity
CMF
N/A
OMFL
53.95%
P/S Ratio
CMF
N/A
OMFL
2.25
P/B Ratio
CMF
N/A
OMFL
4.26

CMF vs OMFL - Historical Returns

Returns include dividend reinvestment.

1M
CMF
-0.61%
Winner
OMFL
+2.78%
3M
CMF
+0.29%
Winner
OMFL
+4.70%
6M
CMF
-1.50%
Winner
OMFL
+11.99%
1Y
CMF
+4.63%
Winner
OMFL
+21.31%
5Y(CAGR)
CMF
+0.40%
Winner
OMFL
+9.91%
10Y(CAGR)
CMF
+1.52%
Winner
OMFL
+14.12%
Max(CAGR)
CMF
+3.21%
Winner
OMFL
+14.12%

CMF vs OMFL - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearCMFOMFL
2026-0.02%+15.17%
2025+3.22%+13.88%
2024+1.78%+7.69%
2023+5.24%+21.69%
2022-8.18%-13.68%
2021+0.77%+31.13%
2020+4.50%+20.63%
2019+7.01%+36.25%
2018+0.92%-2.57%
2017+4.69%+4.95%
2016-0.37%N/A
2015+3.00%N/A
2014+10.66%N/A
2013-3.23%N/A
2012+7.34%N/A
2011+15.75%N/A
2010-2.55%N/A
2009+8.14%N/A
2008+0.64%N/A
2007+1.37%N/A

CMF vs OMFL Drawdown Comparison

The maximum drawdown for CMF was -16.45%, occurring on Jun 10, 2015. Recovery took 1295 trading sessions.

The maximum drawdown for OMFL was -33.23%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.

The current CMF drawdown is -1.82%. The current OMFL drawdown is -1.01%.

RankCMFOMFL
#1-16.45%
Dec 26, 2014 - Feb 20, 2020
-33.23%
Jan 16, 2020 - Jun 8, 2020
#2-14.57%
Mar 9, 2020 - Jul 16, 2020
-22.45%
Dec 29, 2021 - Jul 18, 2023
#3-13.25%
May 21, 2008 - Jan 7, 2009
-18.19%
Oct 3, 2018 - Apr 1, 2019
#4-12.46%
Aug 3, 2021 - Sep 18, 2025
-17.17%
Jun 8, 2020 - Nov 9, 2020
#5-11.65%
Sep 1, 2010 - Aug 2, 2011
-15.52%
Feb 13, 2025 - Jun 27, 2025
#6-10.57%
Nov 30, 2012 - Apr 10, 2014
-14.23%
Jul 31, 2023 - Dec 13, 2023
#7-5.15%
Jan 22, 2008 - May 21, 2008
-13.35%
Mar 28, 2024 - Nov 7, 2024
#8-4.75%
Apr 27, 2009 - Aug 17, 2009
-9.60%
Jan 26, 2018 - Jul 12, 2018
#9-4.19%
Sep 24, 2009 - Apr 27, 2010
-7.86%
Sep 16, 2019 - Nov 1, 2019
#10-3.80%
Apr 18, 2012 - Sep 28, 2012
-7.58%
Feb 25, 2026 - Apr 14, 2026
#11-3.05%
Jan 14, 2009 - Feb 9, 2009
-7.51%
Nov 16, 2021 - Dec 27, 2021
#12-2.91%
Feb 27, 2026 - Mar 24, 2026
-6.18%
Oct 27, 2025 - Dec 4, 2025
#13-2.89%
Sep 22, 2011 - Dec 8, 2011
-6.01%
May 7, 2021 - Aug 3, 2021
#14-2.72%
Feb 11, 2009 - Mar 24, 2009
-5.85%
Feb 12, 2021 - Mar 12, 2021
#15-2.18%
Feb 12, 2021 - Jun 11, 2021
-5.63%
Apr 24, 2019 - Jun 18, 2019

Correlation

Correlation between CMF and OMFL is 0.72 which considered as a strong positive correlation - the stocks tend to move together.

0.72
-101

Dividend Comparison (2007 - 2026)

CMF vs OMFL dividend yield comparison.

YearCMFOMFL
20261.74%0.42%
20252.94%0.80%
20242.78%1.22%
20232.29%1.37%
20221.91%1.55%
20211.58%0.95%
20201.80%1.48%
20192.03%1.53%
20182.17%1.39%
20172.09%0.32%
20162.21%0.00%
20152.55%0.00%
20142.80%0.00%
20133.12%0.00%
20123.08%0.00%
20113.66%0.00%
20104.19%0.00%
20093.77%0.00%
20083.52%0.00%
20070.82%0.00%

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