StockComparison Logo
vs

SJNK vs OMFL

Comparison between STATE STREET(R) SPDR BLOOMBERG SHORT TERM HIGH YIELD BOND ETF (SJNK, ETF) and INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF (OMFL, ETF).

5-Year PerformanceOMFL has outperformed SJNK, delivering a return of +9.9% compared to +5.0%

SJNK vs OMFL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SJNK
$4.70B
OMFL
$4.70B
Expense Ratio
SJNK
0.40%
Winner
OMFL
0.29%
Max Drawdown
Winner
SJNK
30.59%
OMFL
33.54%
Sharpe Ratio
SJNK
0.33
Winner
OMFL
1.26
5Y Beta
Winner
SJNK
0.22
OMFL
0.85
P/E Ratio
SJNK
N/A
OMFL
23.74
Forward P/E
SJNK
N/A
OMFL
17.79
5Y Dividends CAGR
Winner
SJNK
5.26%
OMFL
-1.45%
5Y EPS CAGR
SJNK
N/A
OMFL
27.02%
Debt to Equity
SJNK
N/A
OMFL
53.95%
P/S Ratio
SJNK
N/A
OMFL
2.25
P/B Ratio
SJNK
N/A
OMFL
4.26

SJNK vs OMFL - Historical Returns

Returns include dividend reinvestment.

1M
SJNK
+0.49%
Winner
OMFL
+2.78%
3M
SJNK
+1.14%
Winner
OMFL
+4.70%
6M
SJNK
+1.66%
Winner
OMFL
+11.99%
1Y
SJNK
+5.16%
Winner
OMFL
+21.31%
5Y(CAGR)
SJNK
+4.97%
Winner
OMFL
+9.91%
10Y(CAGR)
SJNK
+5.21%
Winner
OMFL
+14.12%
Max(CAGR)
SJNK
+4.65%
Winner
OMFL
+14.12%

SJNK vs OMFL - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

YearSJNKOMFL
2026+2.26%+15.17%
2025+7.46%+13.88%
2024+8.41%+7.69%
2023+11.44%+21.69%
2022-5.43%-13.68%
2021+5.29%+31.13%
2020+5.55%+20.63%
2019+9.62%+36.25%
2018-0.41%-2.57%
2017+4.89%+4.95%
2016+14.71%N/A
2015-6.64%N/A
2014-1.25%N/A
2013+6.17%N/A
2012+6.47%N/A

SJNK vs OMFL Drawdown Comparison

The maximum drawdown for SJNK was -19.74%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

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

The current SJNK drawdown is -0.16%. The current OMFL drawdown is -1.01%.

RankSJNKOMFL
#1-19.74%
Feb 20, 2020 - Oct 9, 2020
-33.23%
Jan 16, 2020 - Jun 8, 2020
#2-15.03%
Jul 7, 2014 - Aug 29, 2016
-22.45%
Dec 29, 2021 - Jul 18, 2023
#3-10.18%
Dec 27, 2021 - Jul 13, 2023
-18.19%
Oct 3, 2018 - Apr 1, 2019
#4-5.36%
Oct 1, 2018 - Feb 5, 2019
-17.17%
Jun 8, 2020 - Nov 9, 2020
#5-4.92%
May 21, 2013 - Sep 19, 2013
-15.52%
Feb 13, 2025 - Jun 27, 2025
#6-4.77%
Feb 28, 2025 - May 12, 2025
-14.23%
Jul 31, 2023 - Dec 13, 2023
#7-3.04%
May 3, 2012 - Jun 29, 2012
-13.35%
Mar 28, 2024 - Nov 7, 2024
#8-2.79%
Oct 24, 2016 - Dec 6, 2016
-9.60%
Jan 26, 2018 - Jul 12, 2018
#9-2.47%
Sep 14, 2023 - Nov 3, 2023
-7.86%
Sep 16, 2019 - Nov 1, 2019
#10-1.90%
Jan 23, 2018 - Apr 12, 2018
-7.58%
Feb 25, 2026 - Apr 14, 2026
#11-1.73%
Jan 22, 2026 - Apr 8, 2026
-7.51%
Nov 16, 2021 - Dec 27, 2021
#12-1.68%
Mar 20, 2024 - May 3, 2024
-6.18%
Oct 27, 2025 - Dec 4, 2025
#13-1.60%
Oct 12, 2020 - Nov 4, 2020
-6.01%
May 7, 2021 - Aug 3, 2021
#14-1.59%
Nov 5, 2021 - Dec 27, 2021
-5.85%
Feb 12, 2021 - Mar 12, 2021
#15-1.57%
Mar 1, 2017 - Apr 20, 2017
-5.63%
Apr 24, 2019 - Jun 18, 2019

Correlation

Correlation between SJNK and OMFL is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97
-101

Dividend Comparison (2012 - 2026)

SJNK vs OMFL dividend yield comparison.

YearSJNKOMFL
20264.06%0.42%
20257.12%0.80%
20247.47%1.22%
20237.20%1.37%
20225.85%1.55%
20214.21%0.95%
20205.34%1.48%
20195.64%1.53%
20185.69%1.39%
20175.64%0.32%
20165.65%0.00%
20155.81%0.00%
20145.46%0.00%
20135.34%0.00%
20125.00%0.00%

Select Stocks to Compare