TOTL vs OMFL

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

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

TOTL vs OMFL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

TOTL

$4.20B

OMFL

$4.20B

Expense Ratio

TOTL

0.55%

Winner

OMFL

0.29%

Max Drawdown

Winner

TOTL

25.48%

OMFL

33.54%

Sharpe Ratio

TOTL

0.28

Winner

OMFL

1.59

5Y Beta

Winner

TOTL

0.02

OMFL

0.87

P/E Ratio

TOTL

N/A

OMFL

25.92

Forward P/E

TOTL

N/A

OMFL

18.07

5Y Dividends CAGR

Winner

TOTL

10.60%

OMFL

-2.34%

5Y EPS CAGR

TOTL

N/A

OMFL

25.68%

Debt to Equity

TOTL

N/A

OMFL

23.29%

P/S Ratio

TOTL

N/A

OMFL

2.16

P/B Ratio

TOTL

N/A

OMFL

4.12

TOTL vs OMFL - Historical Returns

Returns include dividend reinvestment.

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

TOTL

+0.07%

Winner

OMFL

+7.12%

TOTL

-0.45%

Winner

OMFL

+6.31%

TOTL

+0.61%

Winner

OMFL

+13.12%

TOTL

+5.16%

Winner

OMFL

+24.97%

5Y(CAGR)

TOTL

+0.70%

Winner

OMFL

+8.67%

10Y(CAGR)

TOTL

+1.72%

Winner

OMFL

+13.94%

Max(CAGR)

TOTL

+1.76%

Winner

OMFL

+13.94%

TOTL vs OMFL - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

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

TOTL vs OMFL Drawdown Comparison

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

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

The current TOTL drawdown is -1.57%.

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

Correlation

Correlation between TOTL and OMFL 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)

TOTL vs OMFL dividend yield comparison.

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