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OMFS vs CLOX

Comparison between INVESCO RUSSELL 2000(R) DYNAMIC MULTIFACTOR ETF (OMFS, ETF) and ELDRIDGE AAA CLO ETF (CLOX, ETF).

OMFS vs CLOX - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
OMFS
$283M
Winner
CLOX
$284M
Expense Ratio
OMFS
0.39%
Winner
CLOX
0.20%
Max Drawdown
OMFS
43.03%
Winner
CLOX
4.97%
Sharpe Ratio
Winner
OMFS
1.40
CLOX
1.27
5Y Beta
OMFS
0.99
Winner
CLOX
0.06
P/E Ratio
OMFS
-287.08
CLOX
N/A
Forward P/E
OMFS
13.41
CLOX
N/A
5Y Dividends CAGR
OMFS
3.55%
CLOX
N/A
5Y EPS CAGR
OMFS
7.26%
CLOX
N/A
Debt to Equity
OMFS
59.61%
CLOX
N/A
P/S Ratio
OMFS
0.86
CLOX
N/A
P/B Ratio
OMFS
1.71
CLOX
N/A

OMFS vs CLOX - Historical Returns

Returns include dividend reinvestment.

1M
Winner
OMFS
+2.90%
CLOX
+0.56%
3M
Winner
OMFS
+16.14%
CLOX
+2.17%
6M
Winner
OMFS
+13.48%
CLOX
+2.56%
1Y
Winner
OMFS
+32.13%
CLOX
+5.50%
5Y(CAGR)
OMFS
+5.85%
CLOX
N/A
10Y(CAGR)
OMFS
+10.35%
CLOX
N/A
Max(CAGR)
Winner
OMFS
+10.35%
CLOX
+6.56%

OMFS vs CLOX - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

YearOMFSCLOX
2026+16.32%+2.31%
2025+13.34%+5.55%
2024+4.63%+7.03%
2023+14.98%+3.93%
2022-17.39%N/A
2021+30.37%N/A
2020+15.67%N/A
2019+26.22%N/A
2018-9.04%N/A
2017+3.71%N/A

OMFS vs CLOX Drawdown Comparison

The maximum drawdown for OMFS was -42.50%, occurring on Mar 23, 2020. Recovery took 229 trading sessions.

The maximum drawdown for CLOX was -4.13%, occurring on Apr 4, 2025. Recovery took 40 trading sessions.

RankOMFSCLOX
#1-42.50%
Dec 19, 2019 - Nov 16, 2020
-4.13%
Mar 6, 2025 - May 2, 2025
#2-29.23%
Nov 12, 2021 - Nov 8, 2024
-0.66%
Feb 26, 2026 - Mar 24, 2026
#3-22.94%
Aug 27, 2018 - Sep 16, 2019
-0.49%
Aug 1, 2024 - Aug 15, 2024
#4-22.35%
Nov 25, 2024 - Sep 5, 2025
-0.39%
Apr 8, 2024 - Apr 22, 2024
#5-11.30%
Jun 8, 2021 - Oct 25, 2021
-0.32%
Oct 11, 2023 - Oct 20, 2023
#6-10.10%
Mar 15, 2021 - Jun 7, 2021
-0.31%
Jun 3, 2025 - Jun 23, 2025
#7-9.38%
Feb 6, 2026 - Apr 14, 2026
-0.29%
Oct 14, 2024 - Oct 28, 2024
#8-8.60%
Sep 18, 2025 - Dec 3, 2025
-0.27%
May 13, 2025 - May 16, 2025
#9-8.42%
Sep 16, 2019 - Nov 4, 2019
-0.27%
May 29, 2024 - Jun 6, 2024
#10-7.63%
Jan 26, 2018 - May 21, 2018
-0.26%
Sep 6, 2024 - Sep 18, 2024
#11-6.57%
Feb 9, 2021 - Mar 10, 2021
-0.24%
Dec 18, 2023 - Dec 22, 2023
#12-4.90%
Nov 24, 2020 - Dec 4, 2020
-0.23%
Nov 15, 2023 - Nov 29, 2023
#13-4.52%
Nov 11, 2024 - Nov 25, 2024
-0.22%
Apr 30, 2026 - May 8, 2026
#14-4.21%
Dec 11, 2025 - Jan 8, 2026
-0.22%
Sep 29, 2023 - Oct 11, 2023
#15-3.85%
May 6, 2026 - May 26, 2026
-0.22%
Dec 5, 2023 - Dec 8, 2023

Correlation

Correlation between OMFS and CLOX is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89
-101

Dividend Comparison (2017 - 2026)

OMFS vs CLOX dividend yield comparison.

YearOMFSCLOX
20260.28%1.97%
20250.80%5.18%
20241.87%6.25%
20231.27%2.90%
20221.84%0.00%
20210.66%0.00%
20201.07%0.00%
20191.29%0.00%
20181.50%0.00%
20170.34%0.00%

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