OMFS vs OMFL
Comparison between INVESCO RUSSELL 2000(R) DYNAMIC MULTIFACTOR ETF (OMFS, ETF) and INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF (OMFL, ETF).
5-Year PerformanceOMFL has outperformed OMFS, delivering a return of +8.9% compared to +5.4%
OMFS vs OMFL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
OMFS
$275M
Winner
OMFL
$4.60B
Expense Ratio
OMFS
0.39%
Winner
OMFL
0.29%
Max Drawdown
OMFS
43.03%
Winner
OMFL
33.54%
Sharpe Ratio
Winner
OMFS
1.28
OMFL
1.26
5Y Beta
OMFS
0.99
Winner
OMFL
0.87
P/E Ratio
Winner
OMFS
-1217.83
OMFL
26.18
Forward P/E
Winner
OMFS
13.41
OMFL
18.54
5Y Dividends CAGR
Winner
OMFS
3.55%
OMFL
-2.34%
5Y EPS CAGR
OMFS
7.78%
Winner
OMFL
26.19%
Debt to Equity
OMFS
59.40%
Winner
OMFL
31.19%
P/S Ratio
Winner
OMFS
0.85
OMFL
2.19
P/B Ratio
Winner
OMFS
1.70
OMFL
4.23
OMFS vs OMFL - Holdings Comparison
OMFS and OMFL have 1 common holdings. Overlap is 0.00%
OMFS's top 25 holdings weight is 7.74%. OMFL's top 25 holdings weight is 35.15%.
| Rank | OMFS | OMFL |
|---|---|---|
| #1 | TEREX CORP (TEX) - 0.52% | NVIDIA CORP (NVDA) - 5.85% |
| #2 | SIX FLAGS ENTERTAINMENT CORP (FUN) - 0.43% | APPLE INC (AAPL) - 4.19% |
| #3 | n/a (DK) - 0.40% | META PLATFORMS INC CLASS A (META) - 3.39% |
| #4 | RXO INC (RXO) - 0.37% | MICROSOFT CORP (MSFT) - 3.02% |
| #5 | ANDERSONS INC (ANDE) - 0.37% | AMAZON.COM INC (AMZN) - 2.52% |
| #6 | INVESCO SHRT-TRM INV GOV&AGCY INSTL (AGPXX) - 0.35% | MICRON TECHNOLOGY INC (MU) - 2.22% |
| #7 | n/a (CRC) - 0.33% | ALPHABET INC CLASS A (GOOGL) - 1.73% |
| #8 | LIBERTY ENERGY INC CLASS A (LBRT) - 0.33% | ALPHABET INC CLASS C (GOOG) - 1.41% |
| #9 | RED CAT HOLDINGS INC (RCAT) - 0.32% | EXXON MOBIL CORP (XOM) - 1.03% |
| #10 | CIPHER DIGITAL INC (CIFR) - 0.31% | TESLA INC (TSLA) - 1.01% |
| #11 | SCHOLAR ROCK HOLDING CORP (SRRK) - 0.31% | APPLIED MATERIALS INC (AMAT) - 0.99% |
| #12 | ARCELLX INC (ACLX) - 0.31% | UBER TECHNOLOGIES INC (UBER) - 0.95% |
| #13 | WEBULL CORP CLASS A ORDINARY SHARES (BULL) - 0.29% | LAM RESEARCH CORP (LRCX) - 0.81% |
| #14 | SM ENERGY CO (SM) - 0.29% | FREEPORT-MCMORAN INC (FCX) - 0.78% |
| #15 | PEABODY ENERGY CORP (BTU) - 0.27% | NETFLIX INC (NFLX) - 0.70% |
| #16 | CONSTELLIUM SE CLASS A (n/a) - 0.27% | CONOCOPHILLIPS (COP) - 0.66% |
| #17 | DANA INC (DAN) - 0.27% | BROADCOM INC (AVGO) - 0.65% |
| #18 | PAR PACIFIC HOLDINGS INC (PARR) - 0.26% | CATERPILLAR INC (CAT) - 0.63% |
| #19 | CRESCENT ENERGY CO CLASS A (CRGY) - 0.26% | SLB LTD (SLB) - 0.62% |
| #20 | PBF ENERGY INC CLASS A (PBF) - 0.26% | UNITEDHEALTH GROUP INC (UNH) - 0.58% |
| #21 | D-WAVE QUANTUM INC (QBTS) - 0.26% | DEVON ENERGY CORP (DVN) - 0.29% |
| #22 | FLUOR CORP (FLR) - 0.25% | PAYPAL HOLDINGS INC (PYPL) - 0.29% |
| #23 | COMPASS INC CLASS A (COMP) - 0.24% | TARGET CORP (TGT) - 0.28% |
| #24 | QUANEX BUILDING PRODUCTS CORP (NX) - 0.24% | ANGLOGOLD ASHANTI PLC (AU) - 0.28% |
| #25 | MATSON INC (MATX) - 0.23% | OCCIDENTAL PETROLEUM CORP (OXY) - 0.27% |
| Total Holdings | 1633 | 891 |
OMFS vs OMFL - Historical Returns
Returns include dividend reinvestment.
1M
OMFS
-0.64%
Winner
OMFL
+1.86%
3M
OMFS
+7.15%
Winner
OMFL
+8.56%
6M
Winner
OMFS
+11.99%
OMFL
+10.57%
1Y
Winner
OMFS
+27.98%
OMFL
+20.39%
5Y(CAGR)
OMFS
+5.45%
Winner
OMFL
+8.92%
10Y(CAGR)
OMFS
+9.93%
Winner
OMFL
+13.84%
Max(CAGR)
OMFS
+9.93%
Winner
OMFL
+13.84%
OMFS vs OMFL - Annual Returns (2017 - 2026)
Returns include dividend reinvestment.
| Year | OMFS | OMFL |
|---|---|---|
| 2026 | +12.36% | +9.67% |
| 2025 | +13.34% | +13.88% |
| 2024 | +4.63% | +7.69% |
| 2023 | +14.98% | +21.69% |
| 2022 | -17.39% | -13.68% |
| 2021 | +30.37% | +31.13% |
| 2020 | +15.67% | +20.63% |
| 2019 | +26.22% | +36.25% |
| 2018 | -9.04% | -2.57% |
| 2017 | +3.71% | +4.95% |
OMFS vs OMFL Drawdown Comparison
The maximum drawdown for OMFS was -42.50%, occurring on Mar 23, 2020. Recovery took 229 trading sessions.
The maximum drawdown for OMFL was -33.23%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.
The current OMFS drawdown is -2.46%. The current OMFL drawdown is -2.12%.
| Rank | OMFS | OMFL |
|---|---|---|
| #1 | -42.50% Dec 19, 2019 - Nov 16, 2020 | -33.23% Jan 16, 2020 - Jun 8, 2020 |
| #2 | -29.23% Nov 12, 2021 - Nov 8, 2024 | -22.45% Dec 29, 2021 - Jul 18, 2023 |
| #3 | -22.94% Aug 27, 2018 - Sep 16, 2019 | -18.19% Oct 3, 2018 - Apr 1, 2019 |
| #4 | -22.35% Nov 25, 2024 - Sep 5, 2025 | -17.17% Jun 8, 2020 - Nov 9, 2020 |
| #5 | -11.30% Jun 8, 2021 - Oct 25, 2021 | -15.52% Feb 13, 2025 - Jun 27, 2025 |
| #6 | -10.10% Mar 15, 2021 - Jun 7, 2021 | -14.23% Jul 31, 2023 - Dec 13, 2023 |
| #7 | -9.38% Feb 6, 2026 - Apr 14, 2026 | -13.35% Mar 28, 2024 - Nov 7, 2024 |
| #8 | -8.60% Sep 18, 2025 - Dec 3, 2025 | -9.60% Jan 26, 2018 - Jul 12, 2018 |
| #9 | -8.42% Sep 16, 2019 - Nov 4, 2019 | -7.86% Sep 16, 2019 - Nov 1, 2019 |
| #10 | -7.63% Jan 26, 2018 - May 21, 2018 | -7.58% Feb 25, 2026 - Apr 14, 2026 |
| #11 | -6.57% Feb 9, 2021 - Mar 10, 2021 | -7.51% Nov 16, 2021 - Dec 27, 2021 |
| #12 | -4.90% Nov 24, 2020 - Dec 4, 2020 | -6.18% Oct 27, 2025 - Dec 4, 2025 |
| #13 | -4.52% Nov 11, 2024 - Nov 25, 2024 | -6.01% May 7, 2021 - Aug 3, 2021 |
| #14 | -4.21% Dec 11, 2025 - Jan 8, 2026 | -5.85% Feb 12, 2021 - Mar 12, 2021 |
| #15 | -3.85% May 6, 2026 - May 26, 2026 | -5.63% Apr 24, 2019 - Jun 18, 2019 |
Correlation
Correlation between OMFS and OMFL is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2017 - 2026)
OMFS vs OMFL dividend yield comparison.
| Year | OMFS | OMFL |
|---|---|---|
| 2026 | 0.29% | 0.22% |
| 2025 | 0.80% | 0.80% |
| 2024 | 1.87% | 1.22% |
| 2023 | 1.27% | 1.37% |
| 2022 | 1.84% | 1.55% |
| 2021 | 0.66% | 0.95% |
| 2020 | 1.07% | 1.48% |
| 2019 | 1.29% | 1.53% |
| 2018 | 1.50% | 1.39% |
| 2017 | 0.34% | 0.32% |
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