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FSEC vs OMFL

Comparison between FIDELITY INVESTMENT GRADE SECURITIZED ETF (FSEC, ETF) and INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF (OMFL, ETF).

5-Year PerformanceOMFL has outperformed FSEC, delivering a return of +9.8% compared to +0.4%

FSEC vs OMFL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FSEC
$4.60B
Winner
OMFL
$4.70B
Expense Ratio
FSEC
0.36%
Winner
OMFL
0.29%
Max Drawdown
Winner
FSEC
22.11%
OMFL
33.54%
Sharpe Ratio
FSEC
0.06
Winner
OMFL
1.40
5Y Beta
Winner
FSEC
0.03
OMFL
0.86
P/E Ratio
FSEC
N/A
OMFL
24.06
Forward P/E
FSEC
N/A
OMFL
17.49
5Y Dividends CAGR
Winner
FSEC
59.28%
OMFL
-1.45%
5Y EPS CAGR
FSEC
N/A
OMFL
26.91%
Debt to Equity
FSEC
N/A
OMFL
56.69%
P/S Ratio
FSEC
N/A
OMFL
2.24
P/B Ratio
FSEC
N/A
OMFL
4.21

FSEC vs OMFL - Historical Returns

Returns include dividend reinvestment.

1M
FSEC
-0.34%
Winner
OMFL
+3.46%
3M
FSEC
-0.04%
Winner
OMFL
+6.89%
6M
FSEC
+0.00%
Winner
OMFL
+13.18%
1Y
FSEC
+4.08%
Winner
OMFL
+22.96%
5Y(CAGR)
FSEC
+0.40%
Winner
OMFL
+9.77%
10Y(CAGR)
FSEC
N/A
OMFL
+14.28%
Max(CAGR)
FSEC
+0.41%
Winner
OMFL
+14.28%

FSEC vs OMFL - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

YearFSECOMFL
2026+0.82%+15.93%
2025+8.06%+13.88%
2024+2.68%+7.69%
2023+4.77%+21.69%
2022-12.33%-13.68%
2021-0.50%+31.13%
2020N/A+20.63%
2019N/A+36.25%
2018N/A-2.57%
2017N/A+4.95%

FSEC vs OMFL Drawdown Comparison

The maximum drawdown for FSEC was -17.97%, occurring on Oct 24, 2022. Recovery took 1054 trading sessions.

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

The current FSEC drawdown is -1.33%.

RankFSECOMFL
#1-17.97%
Aug 3, 2021 - Oct 14, 2025
-33.23%
Jan 16, 2020 - Jun 8, 2020
#2-2.53%
Feb 27, 2026 - May 19, 2026
-22.45%
Dec 29, 2021 - Jul 18, 2023
#3-1.23%
Oct 14, 2025 - Jan 9, 2026
-18.19%
Oct 3, 2018 - Apr 1, 2019
#4-0.74%
Apr 30, 2021 - Jul 19, 2021
-17.17%
Jun 8, 2020 - Nov 9, 2020
#5-0.63%
Mar 4, 2021 - Apr 15, 2021
-15.52%
Feb 13, 2025 - Jun 27, 2025
#6-0.56%
Jan 9, 2026 - Jan 27, 2026
-14.23%
Jul 31, 2023 - Dec 13, 2023
#7-0.38%
Feb 13, 2026 - Feb 27, 2026
-13.35%
Mar 28, 2024 - Nov 7, 2024
#8-0.36%
Jan 27, 2026 - Feb 5, 2026
-9.60%
Jan 26, 2018 - Jul 12, 2018
#9-0.29%
Apr 22, 2021 - Apr 30, 2021
-7.86%
Sep 16, 2019 - Nov 1, 2019
#10-0.16%
Feb 5, 2026 - Feb 10, 2026
-7.58%
Feb 25, 2026 - Apr 14, 2026
#11-0.13%
Jul 20, 2021 - Jul 27, 2021
-7.51%
Nov 16, 2021 - Dec 27, 2021
#12-0.11%
Feb 10, 2026 - Feb 12, 2026
-6.18%
Oct 27, 2025 - Dec 4, 2025
#13-0.04%
Apr 15, 2021 - Apr 19, 2021
-6.01%
May 7, 2021 - Aug 3, 2021
#14-0.04%
Jul 27, 2021 - Jul 29, 2021
-5.85%
Feb 12, 2021 - Mar 12, 2021
#15N/A-5.63%
Apr 24, 2019 - Jun 18, 2019

Correlation

Correlation between FSEC and OMFL is 0.61 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.61
-101

Dividend Comparison (2017 - 2026)

FSEC vs OMFL dividend yield comparison.

YearFSECOMFL
20262.22%0.41%
20254.22%0.80%
20243.22%1.22%
20233.41%1.37%
20222.21%1.55%
20210.96%0.95%
20200.00%1.48%
20190.00%1.53%
20180.00%1.39%
20170.00%0.32%

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