OMFL vs EAGG

Comparison between INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF (OMFL, ETF) and ISHARES ESG AWARE U.S. AGGREGATE BOND ETF (EAGG, ETF).

5-Year PerformanceOMFL has outperformed EAGG, delivering a return of +9.6% compared to +0.1%

OMFL vs EAGG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	OMFL(ETF)	EAGG(ETF)
Net Assets	$4.60B	$4.70B
Expense Ratio	0.29%	0.10%
Max Drawdown	33.54%	22.96%
Sharpe Ratio	1.57	0.32
5Y Beta	0.87	0.04
P/E Ratio	25.92	N/A
Forward P/E	18.33	N/A
5Y Dividends CAGR	-2.34%	18.21%
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

EAGG

$4.70B

Expense Ratio

OMFL

0.29%

Winner

EAGG

0.10%

Max Drawdown

OMFL

33.54%

Winner

EAGG

22.96%

Sharpe Ratio

Winner

OMFL

1.57

EAGG

0.32

5Y Beta

OMFL

0.87

Winner

EAGG

0.04

P/E Ratio

OMFL

25.92

EAGG

N/A

Forward P/E

OMFL

18.33

EAGG

N/A

5Y Dividends CAGR

OMFL

-2.34%

Winner

EAGG

18.21%

5Y EPS CAGR

OMFL

25.68%

EAGG

N/A

Debt to Equity

OMFL

23.29%

EAGG

N/A

P/S Ratio

OMFL

2.20

EAGG

N/A

P/B Ratio

OMFL

4.22

EAGG

N/A

OMFL vs EAGG - Historical Returns

Returns include dividend reinvestment.

Period	OMFL	EAGG
1 month	+6.03%	-0.59%
3 months	+8.01%	-1.10%
6 months	+10.99%	+0.13%
1 year	+22.05%	+5.24%
5 years(CAGR)	+9.64%	+0.14%
10 years(CAGR)	+13.89%	N/A
Max(CAGR)	+13.89%	+2.05%

Winner

OMFL

+6.03%

EAGG

-0.59%

Winner

OMFL

+8.01%

EAGG

-1.10%

Winner

OMFL

+10.99%

EAGG

+0.13%

Winner

OMFL

+22.05%

EAGG

+5.24%

5Y(CAGR)

Winner

OMFL

+9.64%

EAGG

+0.14%

10Y(CAGR)

OMFL

+13.89%

EAGG

N/A

Max(CAGR)

Winner

OMFL

+13.89%

EAGG

+2.05%

OMFL vs EAGG - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	OMFL	EAGG
2026	+9.12%	+0.07%
2025	+13.88%	+7.09%
2024	+7.69%	+1.63%
2023	+21.69%	+4.92%
2022	-13.68%	-12.52%
2021	+31.13%	-1.26%
2020	+20.63%	+7.20%
2019	+36.25%	+8.51%
2018	-2.57%	+2.35%
2017	+4.95%	N/A

OMFL vs EAGG Drawdown Comparison

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

The maximum drawdown for EAGG was -18.75%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The current OMFL drawdown is -0.24%. The current EAGG drawdown is -3.02%.

Rank	OMFL	EAGG
#1	-33.23% Jan 16, 2020 - Jun 8, 2020	-18.75% Aug 4, 2020 - Oct 20, 2022
#2	-22.45% Dec 29, 2021 - Jul 18, 2023	-6.98% Mar 9, 2020 - Apr 23, 2020
#3	-18.19% Oct 3, 2018 - Apr 1, 2019	-2.12% Sep 4, 2019 - Jan 21, 2020
#4	-17.17% Jun 8, 2020 - Nov 9, 2020	-0.95% Apr 23, 2020 - May 20, 2020
#5	-15.52% Feb 13, 2025 - Jun 27, 2025	-0.80% Jul 3, 2019 - Aug 1, 2019
#6	-14.23% Jul 31, 2023 - Dec 13, 2023	-0.71% Mar 27, 2019 - May 7, 2019
#7	-13.35% Mar 28, 2024 - Nov 7, 2024	-0.61% Jan 3, 2019 - Jan 30, 2019
#8	-9.60% Jan 26, 2018 - Jul 12, 2018	-0.59% Feb 26, 2019 - Mar 7, 2019
#9	-7.86% Sep 16, 2019 - Nov 1, 2019	-0.55% Jan 31, 2020 - Feb 18, 2020
#10	-7.58% Feb 25, 2026 - Apr 14, 2026	-0.53% Jun 2, 2020 - Jun 10, 2020
#11	-7.51% Nov 16, 2021 - Dec 27, 2021	-0.48% Oct 29, 2018 - Nov 19, 2018
#12	-6.18% Oct 27, 2025 - Dec 4, 2025	-0.44% Aug 15, 2019 - Aug 23, 2019
#13	-6.01% May 7, 2021 - Aug 3, 2021	-0.41% Jan 31, 2019 - Feb 8, 2019
#14	-5.85% Feb 12, 2021 - Mar 12, 2021	-0.29% Feb 8, 2019 - Feb 19, 2019
#15	-5.63% Apr 24, 2019 - Jun 18, 2019	-0.29% May 15, 2019 - May 23, 2019