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OMFL vs FSEC

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

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

OMFL vs FSEC - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
OMFL
$4.70B
FSEC
$4.70B
Expense Ratio
Winner
OMFL
0.29%
FSEC
0.36%
Max Drawdown
OMFL
33.54%
Winner
FSEC
22.11%
Sharpe Ratio
Winner
OMFL
1.28
FSEC
0.44
5Y Beta
OMFL
0.87
Winner
FSEC
0.02
P/E Ratio
OMFL
25.16
FSEC
N/A
Forward P/E
OMFL
17.64
FSEC
N/A
5Y Dividends CAGR
OMFL
-1.45%
Winner
FSEC
66.65%
5Y EPS CAGR
OMFL
26.36%
FSEC
N/A
Debt to Equity
OMFL
26.89%
FSEC
N/A
P/S Ratio
OMFL
2.20
FSEC
N/A
P/B Ratio
OMFL
4.23
FSEC
N/A

OMFL vs FSEC - Historical Returns

Returns include dividend reinvestment.

1M
Winner
OMFL
+0.30%
FSEC
-0.24%
3M
Winner
OMFL
+7.99%
FSEC
-0.14%
6M
Winner
OMFL
+10.30%
FSEC
+0.64%
1Y
Winner
OMFL
+21.54%
FSEC
+6.22%
5Y(CAGR)
Winner
OMFL
+9.87%
FSEC
+0.44%
10Y(CAGR)
OMFL
+14.01%
FSEC
N/A
Max(CAGR)
Winner
OMFL
+14.01%
FSEC
+0.44%

OMFL vs FSEC - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

YearOMFLFSEC
2026+12.66%+1.01%
2025+13.88%+8.06%
2024+7.69%+2.68%
2023+21.69%+4.77%
2022-13.68%-12.33%
2021+31.13%-0.50%
2020+20.63%N/A
2019+36.25%N/A
2018-2.57%N/A
2017+4.95%N/A

OMFL vs FSEC Drawdown Comparison

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

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

The current OMFL drawdown is -0.01%. The current FSEC drawdown is -1.15%.

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

Correlation

Correlation between OMFL and FSEC is 0.60 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.60
-101

Dividend Comparison (2017 - 2026)

OMFL vs FSEC dividend yield comparison.

YearOMFLFSEC
20260.43%1.89%
20250.80%4.22%
20241.22%3.22%
20231.37%3.41%
20221.55%2.21%
20210.95%0.96%
20201.48%0.00%
20191.53%0.00%
20181.39%0.00%
20170.32%0.00%

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