OMFL vs TOTL

Comparison between INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF (OMFL, ETF) and SPDR DOUBLELINE TOTAL RETURN TACTICAL ETF (TOTL, ETF).

5-Year PerformanceOMFL has outperformed TOTL, delivering a return of +8.7% compared to +0.7%

OMFL vs TOTL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	OMFL(ETF)	TOTL(ETF)
Net Assets	$4.20B	$4.20B
Expense Ratio	0.29%	0.55%
Max Drawdown	33.54%	25.48%
Sharpe Ratio	1.59	0.28
5Y Beta	0.87	0.02
P/E Ratio	25.92	N/A
Forward P/E	18.07	N/A
5Y Dividends CAGR	-2.34%	10.60%
5Y EPS CAGR	25.68%	N/A
Debt to Equity	23.29%	N/A
P/S Ratio	2.16	N/A
P/B Ratio	4.12	N/A

Net Assets

OMFL

$4.20B

TOTL

$4.20B

Expense Ratio

Winner

OMFL

0.29%

TOTL

0.55%

Max Drawdown

OMFL

33.54%

Winner

TOTL

25.48%

Sharpe Ratio

Winner

OMFL

1.59

TOTL

0.28

5Y Beta

OMFL

0.87

Winner

TOTL

0.02

P/E Ratio

OMFL

25.92

TOTL

N/A

Forward P/E

OMFL

18.07

TOTL

N/A

5Y Dividends CAGR

OMFL

-2.34%

Winner

TOTL

10.60%

5Y EPS CAGR

OMFL

25.68%

TOTL

N/A

Debt to Equity

OMFL

23.29%

TOTL

N/A

P/S Ratio

OMFL

2.16

TOTL

N/A

P/B Ratio

OMFL

4.12

TOTL

N/A

OMFL vs TOTL - Historical Returns

Returns include dividend reinvestment.

Period	OMFL	TOTL
1 month	+7.12%	+0.07%
3 months	+6.31%	-0.45%
6 months	+13.12%	+0.61%
1 year	+24.97%	+5.16%
5 years(CAGR)	+8.67%	+0.70%
10 years(CAGR)	+13.94%	+1.72%
Max(CAGR)	+13.94%	+1.76%

Winner

OMFL

+7.12%

TOTL

+0.07%

Winner

OMFL

+6.31%

TOTL

-0.45%

Winner

OMFL

+13.12%

TOTL

+0.61%

Winner

OMFL

+24.97%

TOTL

+5.16%

5Y(CAGR)

Winner

OMFL

+8.67%

TOTL

+0.70%

10Y(CAGR)

Winner

OMFL

+13.94%

TOTL

+1.72%

Max(CAGR)

Winner

OMFL

+13.94%

TOTL

+1.76%

OMFL vs TOTL - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	OMFL	TOTL
2026	+9.38%	+0.06%
2025	+13.88%	+7.65%
2024	+7.69%	+3.51%
2023	+21.69%	+5.14%
2022	-13.68%	-11.37%
2021	+31.13%	-0.98%
2020	+20.63%	+3.42%
2019	+36.25%	+7.11%
2018	-2.57%	+0.95%
2017	+4.95%	+3.49%
2016	N/A	+2.64%
2015	N/A	-0.28%

OMFL vs TOTL Drawdown Comparison

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

The maximum drawdown for TOTL was -16.48%, occurring on Nov 7, 2022. Recovery took 1001 trading sessions.

The current TOTL drawdown is -1.57%.

Rank	OMFL	TOTL
#1	-33.23% Jan 16, 2020 - Jun 8, 2020	-16.48% Sep 2, 2021 - Aug 29, 2025
#2	-22.45% Dec 29, 2021 - Jul 18, 2023	-7.29% Mar 6, 2020 - Jul 30, 2020
#3	-18.19% Oct 3, 2018 - Apr 1, 2019	-3.29% Sep 29, 2016 - Apr 18, 2017
#4	-17.17% Jun 8, 2020 - Nov 9, 2020	-3.04% Sep 5, 2017 - Jan 3, 2019
#5	-15.52% Feb 13, 2025 - Jun 27, 2025	-2.79% Feb 27, 2026 - Mar 27, 2026
#6	-14.23% Jul 31, 2023 - Dec 13, 2023	-1.99% Jan 27, 2021 - Sep 2, 2021
#7	-13.35% Mar 28, 2024 - Nov 7, 2024	-1.41% Oct 4, 2019 - Jan 3, 2020
#8	-9.60% Jan 26, 2018 - Jul 12, 2018	-1.35% Oct 14, 2015 - Feb 8, 2016
#9	-7.86% Sep 16, 2019 - Nov 1, 2019	-1.31% Sep 4, 2019 - Oct 3, 2019
#10	-7.58% Feb 25, 2026 - Apr 14, 2026	-1.22% Apr 20, 2015 - Oct 2, 2015
#11	-7.51% Nov 16, 2021 - Dec 27, 2021	-1.13% Aug 6, 2020 - Dec 11, 2020
#12	-6.18% Oct 27, 2025 - Dec 4, 2025	-1.00% Oct 22, 2025 - Nov 25, 2025
#13	-6.01% May 7, 2021 - Aug 3, 2021	-0.94% Jun 26, 2017 - Aug 1, 2017
#14	-5.85% Feb 12, 2021 - Mar 12, 2021	-0.80% Feb 24, 2015 - Mar 23, 2015
#15	-5.63% Apr 24, 2019 - Jun 18, 2019	-0.77% Nov 26, 2025 - Dec 29, 2025

Correlation

Correlation between OMFL and TOTL is 0.43 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.43

-101

Dividend Comparison (2015 - 2026)

OMFL vs TOTL dividend yield comparison.

Year	OMFL	TOTL
2026	0.22%	1.65%
2025	0.80%	5.23%
2024	1.22%	5.35%
2023	1.37%	4.85%
2022	1.55%	4.68%
2021	0.95%	3.07%
2020	1.48%	2.91%
2019	1.53%	3.31%
2018	1.39%	3.41%
2017	0.32%	3.00%
2016	0.00%	3.25%
2015	0.00%	2.67%