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OMFS vs OMFL
Invesco Russell 2000 Dynamic Multifactor ETF vs Invesco Russell 1000 Dynamic Multifactor ETF
Key differences
- OMFL costs 0.10% less per year.
- OMFL is significantly larger than OMFS — larger funds tend to be more liquid and less likely to close.
- OMFS is classified as equity, while OMFL is alternative — different risk/return profiles.
- OMFS follows a index enhanced strategy; OMFL uses systematic alpha.
- Over the last 3 years, OMFS has delivered higher annualized returns.
Side-by-side comparison
| OMFS | OMFL | |
|---|---|---|
| Annual cost (TER) | 0.39% | 0.29% |
| Fund size (AUM) | $275M | $4.6B |
| Since | 2017 | 2017 |
| Dividend yield | 0.93% | 0.78% |
| Asset class | equity | alternative |
| Region | north america | north america |
| Strategy | index enhanced | systematic alpha |
| CAGR 1Y | +30.6% | +23.5% |
| CAGR 3Y | +15.4% | +14.3% |
| CAGR 5Y | +6.2% | +9.4% |
| Sharpe 3Y | 0.63 | 0.74 |
| Volatility 1Y | 17.63% | 12.16% |
| Max drawdown | -42.50% | -33.24% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
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