OMFL vs CGMS

Comparison between INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF (OMFL, ETF) and CAPITAL GROUP U.S. MULTI-SECTOR INCOME ETF SHARE CLASS (CGMS, ETF).

OMFL vs CGMS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	OMFL(ETF)	CGMS(ETF)
Net Assets	$4.60B	$4.70B
Expense Ratio	0.29%	0.39%
Max Drawdown	33.54%	6.62%
Sharpe Ratio	1.57	1.20
5Y Beta	0.87	0.14
P/E Ratio	25.92	N/A
Forward P/E	18.33	N/A
5Y Dividends CAGR	-2.34%	N/A
5Y EPS CAGR	25.68%	N/A
Debt to Equity	23.29%	N/A
P/S Ratio	2.20	N/A
P/B Ratio	4.22	N/A

Net Assets

OMFL

$4.60B

Winner

CGMS

$4.70B

Expense Ratio

Winner

OMFL

0.29%

CGMS

0.39%

Max Drawdown

OMFL

33.54%

Winner

CGMS

6.62%

Sharpe Ratio

Winner

OMFL

1.57

CGMS

1.20

5Y Beta

OMFL

0.87

Winner

CGMS

0.14

P/E Ratio

OMFL

25.92

CGMS

N/A

Forward P/E

OMFL

18.33

CGMS

N/A

5Y Dividends CAGR

OMFL

-2.34%

CGMS

N/A

5Y EPS CAGR

OMFL

25.68%

CGMS

N/A

Debt to Equity

OMFL

23.29%

CGMS

N/A

P/S Ratio

OMFL

2.20

CGMS

N/A

P/B Ratio

OMFL

4.22

CGMS

N/A

OMFL vs CGMS - Historical Returns

Returns include dividend reinvestment.

Period	OMFL	CGMS
1 month	+6.03%	+0.15%
3 months	+8.01%	+0.25%
6 months	+10.99%	+2.05%
1 year	+22.05%	+7.59%
5 years(CAGR)	+9.64%	N/A
10 years(CAGR)	+13.89%	N/A
Max(CAGR)	+13.89%	+8.50%

Winner

OMFL

+6.03%

CGMS

+0.15%

Winner

OMFL

+8.01%

CGMS

+0.25%

Winner

OMFL

+10.99%

CGMS

+2.05%

Winner

OMFL

+22.05%

CGMS

+7.59%

5Y(CAGR)

OMFL

+9.64%

CGMS

N/A

10Y(CAGR)

OMFL

+13.89%

CGMS

N/A

Max(CAGR)

Winner

OMFL

+13.89%

CGMS

+8.50%

OMFL vs CGMS - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	OMFL	CGMS
2026	+9.12%	+1.16%
2025	+13.88%	+7.67%
2024	+7.69%	+7.83%
2023	+21.69%	+11.26%
2022	-13.68%	+2.61%
2021	+31.13%	N/A
2020	+20.63%	N/A
2019	+36.25%	N/A
2018	-2.57%	N/A
2017	+4.95%	N/A

OMFL vs CGMS Drawdown Comparison

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

The maximum drawdown for CGMS was -4.08%, occurring on Apr 8, 2025. Recovery took 66 trading sessions.

The current OMFL drawdown is -0.24%. The current CGMS drawdown is -0.36%.

Rank	OMFL	CGMS
#1	-33.23% Jan 16, 2020 - Jun 8, 2020	-4.08% Feb 28, 2025 - Jun 4, 2025
#2	-22.45% Dec 29, 2021 - Jul 18, 2023	-3.79% Feb 2, 2023 - Jul 12, 2023
#3	-18.19% Oct 3, 2018 - Apr 1, 2019	-3.63% Jul 13, 2023 - Nov 14, 2023
#4	-17.17% Jun 8, 2020 - Nov 9, 2020	-2.47% Feb 19, 2026 - Apr 14, 2026
#5	-15.52% Feb 13, 2025 - Jun 27, 2025	-2.35% Dec 13, 2022 - Jan 6, 2023
#6	-14.23% Jul 31, 2023 - Dec 13, 2023	-1.92% Mar 27, 2024 - May 6, 2024
#7	-13.35% Mar 28, 2024 - Nov 7, 2024	-1.62% Feb 1, 2024 - Mar 20, 2024
#8	-9.60% Jan 26, 2018 - Jul 12, 2018	-1.61% Dec 10, 2024 - Jan 27, 2025
#9	-7.86% Sep 16, 2019 - Nov 1, 2019	-1.61% Oct 1, 2024 - Nov 29, 2024
#10	-7.58% Feb 25, 2026 - Apr 14, 2026	-1.39% Dec 27, 2023 - Jan 12, 2024
#11	-7.51% Nov 16, 2021 - Dec 27, 2021	-1.26% Oct 28, 2022 - Nov 10, 2022
#12	-6.18% Oct 27, 2025 - Dec 4, 2025	-1.09% Oct 28, 2025 - Nov 26, 2025
#13	-6.01% May 7, 2021 - Aug 3, 2021	-0.84% Jul 23, 2024 - Jul 31, 2024
#14	-5.85% Feb 12, 2021 - Mar 12, 2021	-0.81% May 15, 2024 - Jun 3, 2024
#15	-5.63% Apr 24, 2019 - Jun 18, 2019	-0.79% Sep 15, 2025 - Oct 15, 2025