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OMFL vs PEY
Invesco Russell 1000 Dynamic Multifactor ETF vs Invesco High Yield Equity Dividend Achievers ETF
Key differences
- OMFL costs 0.25% less per year.
- OMFL is significantly larger than PEY — larger funds tend to be more liquid and less likely to close.
- OMFL is classified as alternative, while PEY is equity — different risk/return profiles.
- OMFL follows a systematic alpha strategy; PEY uses index tracking.
- Over the last 3 years, OMFL has delivered higher annualized returns.
- PEY has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| OMFL | PEY | |
|---|---|---|
| Annual cost (TER) | 0.29% | 0.54% |
| Fund size (AUM) | $4.6B | $1.1B |
| Since | 2017 | 2004 |
| Dividend yield | 0.78% | 4.46% |
| Asset class | alternative | equity |
| Region | north america | north america |
| Strategy | systematic alpha | index tracking |
| CAGR 1Y | +25.0% | +17.2% |
| CAGR 3Y | +14.3% | +11.4% |
| CAGR 5Y | +9.8% | +5.9% |
| Sharpe 3Y | 0.73 | 0.53 |
| Volatility 1Y | 12.16% | 14.18% |
| Max drawdown | -33.24% | -41.55% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
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