OMFL vs SJNK
Comparison between INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF (OMFL, ETF) and STATE STREET(R) SPDR BLOOMBERG SHORT TERM HIGH YIELD BOND ETF (SJNK, ETF).
5-Year PerformanceOMFL has outperformed SJNK, delivering a return of +9.9% compared to +5.0%
OMFL vs SJNK - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
OMFL vs SJNK - Historical Returns
Returns include dividend reinvestment.
OMFL vs SJNK - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | OMFL | SJNK |
|---|---|---|
| 2026 | +15.17% | +2.26% |
| 2025 | +13.88% | +7.46% |
| 2024 | +7.69% | +8.41% |
| 2023 | +21.69% | +11.44% |
| 2022 | -13.68% | -5.43% |
| 2021 | +31.13% | +5.29% |
| 2020 | +20.63% | +5.55% |
| 2019 | +36.25% | +9.62% |
| 2018 | -2.57% | -0.41% |
| 2017 | +4.95% | +4.89% |
| 2016 | N/A | +14.71% |
| 2015 | N/A | -6.64% |
| 2014 | N/A | -1.25% |
| 2013 | N/A | +6.17% |
| 2012 | N/A | +6.47% |
OMFL vs SJNK Drawdown Comparison
The maximum drawdown for OMFL was -33.23%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.
The maximum drawdown for SJNK was -19.74%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current OMFL drawdown is -1.01%. The current SJNK drawdown is -0.16%.
| Rank | OMFL | SJNK |
|---|---|---|
| #1 | -33.23% Jan 16, 2020 - Jun 8, 2020 | -19.74% Feb 20, 2020 - Oct 9, 2020 |
| #2 | -22.45% Dec 29, 2021 - Jul 18, 2023 | -15.03% Jul 7, 2014 - Aug 29, 2016 |
| #3 | -18.19% Oct 3, 2018 - Apr 1, 2019 | -10.18% Dec 27, 2021 - Jul 13, 2023 |
| #4 | -17.17% Jun 8, 2020 - Nov 9, 2020 | -5.36% Oct 1, 2018 - Feb 5, 2019 |
| #5 | -15.52% Feb 13, 2025 - Jun 27, 2025 | -4.92% May 21, 2013 - Sep 19, 2013 |
| #6 | -14.23% Jul 31, 2023 - Dec 13, 2023 | -4.77% Feb 28, 2025 - May 12, 2025 |
| #7 | -13.35% Mar 28, 2024 - Nov 7, 2024 | -3.04% May 3, 2012 - Jun 29, 2012 |
| #8 | -9.60% Jan 26, 2018 - Jul 12, 2018 | -2.79% Oct 24, 2016 - Dec 6, 2016 |
| #9 | -7.86% Sep 16, 2019 - Nov 1, 2019 | -2.47% Sep 14, 2023 - Nov 3, 2023 |
| #10 | -7.58% Feb 25, 2026 - Apr 14, 2026 | -1.90% Jan 23, 2018 - Apr 12, 2018 |
| #11 | -7.51% Nov 16, 2021 - Dec 27, 2021 | -1.73% Jan 22, 2026 - Apr 8, 2026 |
| #12 | -6.18% Oct 27, 2025 - Dec 4, 2025 | -1.68% Mar 20, 2024 - May 3, 2024 |
| #13 | -6.01% May 7, 2021 - Aug 3, 2021 | -1.60% Oct 12, 2020 - Nov 4, 2020 |
| #14 | -5.85% Feb 12, 2021 - Mar 12, 2021 | -1.59% Nov 5, 2021 - Dec 27, 2021 |
| #15 | -5.63% Apr 24, 2019 - Jun 18, 2019 | -1.57% Mar 1, 2017 - Apr 20, 2017 |
Correlation
Correlation between OMFL and SJNK is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
Dividend Comparison (2012 - 2026)
OMFL vs SJNK dividend yield comparison.
| Year | OMFL | SJNK |
|---|---|---|
| 2026 | 0.42% | 4.06% |
| 2025 | 0.80% | 7.12% |
| 2024 | 1.22% | 7.47% |
| 2023 | 1.37% | 7.20% |
| 2022 | 1.55% | 5.85% |
| 2021 | 0.95% | 4.21% |
| 2020 | 1.48% | 5.34% |
| 2019 | 1.53% | 5.64% |
| 2018 | 1.39% | 5.69% |
| 2017 | 0.32% | 5.64% |
| 2016 | 0.00% | 5.65% |
| 2015 | 0.00% | 5.81% |
| 2014 | 0.00% | 5.46% |
| 2013 | 0.00% | 5.34% |
| 2012 | 0.00% | 5.00% |
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