Screener
OMFL vs CSM
Invesco Russell 1000 Dynamic Multifactor ETF vs ProShares Large Cap Core Plus
Key differences
Both OMFL and CSM are alternative ETFs. OMFL charges 0.29% a year and CSM 0.45%. The main difference: OMFL follows a systematic alpha strategy; CSM uses active selection.
- OMFL follows a systematic alpha strategy; CSM uses active selection.
- OMFL costs 0.16% less per year.
- OMFL is much larger than CSM. Larger funds are usually more liquid and less likely to close.
- Over the last three years, CSM has delivered higher annualized returns.
- CSM has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| OMFL | CSM | |
|---|---|---|
| Annual cost (TER) | 0.29% | 0.45% |
| Fund size (AUM) | $4.7B | $524M |
| Since | 2017 | 2009 |
| Dividend yield | 0.75% | 1.00% |
| Asset class | alternative | alternative |
| Region | north america | north america |
| Strategy | systematic alpha | active selection |
| CAGR 1Y | +21.2% | +25.8% |
| CAGR 3Y | +14.2% | +21.4% |
| CAGR 5Y | +9.2% | +13.1% |
| Sharpe 3Y | 0.73 | 1.11 |
| Volatility 1Y | 12.38% | 12.28% |
| Max drawdown | -33.24% | -36.11% |
Beyond the comparison: Beacon helps you build, track, and project a portfolio with the ETFs you pick.