FEVIX vs. OMFL

Last updated Apr 1, 2026

Compare and contrast key facts about First Eagle U.S. Value Fund (FEVIX) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL).

FEVIX is managed by First Eagle. It was launched on Sep 3, 2001. OMFL is a passively managed fund by Invesco that tracks the performance of the Russell 1000 OFI Dynamic Multifactor Index. It was launched on Nov 8, 2017.

Performance

FEVIX vs. OMFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle U.S. Value Fund (FEVIX) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL). The values are adjusted to include any dividend payments, if applicable.

FEVIX vs. OMFL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FEVIX First Eagle U.S. Value Fund	-0.55%	22.95%	15.94%	14.64%	-5.45%	18.89%	6.80%	19.72%	-5.56%	3.22%
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	-1.41%	13.68%	6.82%	21.53%	-13.97%	28.95%	20.91%	35.58%	-2.55%	4.95%

Returns By Period

In the year-to-date period, FEVIX achieves a -0.55% return, which is significantly higher than OMFL's -1.41% return.

FEVIX

• 1D: 0.08%
• 1M: -8.32%
• YTD: -0.55%
• 6M: 4.20%
• 1Y: 17.46%
• 3Y*: 15.81%
• 5Y*: 11.28%
• 10Y*: 10.61%

OMFL

• 1D: 2.58%
• 1M: -4.32%
• YTD: -1.41%
• 6M: 0.27%
• 1Y: 13.76%
• 3Y*: 10.17%
• 5Y*: 7.45%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEVIX vs. OMFL - Expense Ratio Comparison

FEVIX has a 0.83% expense ratio, which is higher than OMFL's 0.29% expense ratio.

FEVIX

First Eagle U.S. Value Fund

OMFL

Invesco Russell 1000 Dynamic Multifactor ETF

Return for Risk

FEVIX vs. OMFL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FEVIX

FEVIX Risk / Return Rank: 77
FEVIX Sharpe Ratio Rank: 77
FEVIX Sortino Ratio Rank: 78
FEVIX Omega Ratio Rank: 77
FEVIX Calmar Ratio Rank: 78
FEVIX Martin Ratio Rank: 76

OMFL

OMFL Risk / Return Rank: 56
OMFL Sharpe Ratio Rank: 48
OMFL Sortino Ratio Rank: 50
OMFL Omega Ratio Rank: 50
OMFL Calmar Ratio Rank: 62
OMFL Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FEVIX vs. OMFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle U.S. Value Fund (FEVIX) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	FEVIX	OMFL	Difference
Sharpe ratio Return per unit of total volatility	1.39	0.83	+0.56
Sortino ratio Return per unit of downside risk	1.97	1.28	+0.68
Omega ratio Gain probability vs. loss probability	1.29	1.18	+0.11
Calmar ratio Return relative to maximum drawdown	1.82	1.49	+0.33
Martin ratio Return relative to average drawdown	7.34	7.05	+0.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEVIX vs. OMFL - Sharpe Ratio Comparison

The current FEVIX Sharpe Ratio is 1.39, which is higher than the OMFL Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FEVIX and OMFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FEVIX	OMFL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	0.83	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	0.45	+0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.63	+0.09

Correlation

The correlation between FEVIX and OMFL is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

FEVIX vs. OMFL - Dividend Comparison

FEVIX's dividend yield for the trailing twelve months is around 9.51%, more than OMFL's 0.86% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FEVIX First Eagle U.S. Value Fund	9.51%	9.46%	6.79%	6.67%	8.32%	9.28%	1.93%	8.58%	16.27%	9.09%	8.76%	5.07%
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	0.86%	0.80%	1.22%	1.37%	1.55%	0.95%	1.48%	1.53%	1.39%	0.32%	0.00%	0.00%

Drawdowns

FEVIX vs. OMFL - Drawdown Comparison

The maximum FEVIX drawdown since its inception was -36.44%, which is greater than OMFL's maximum drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for FEVIX and OMFL.

Drawdown Indicators

	FEVIX	OMFL	Difference
Max Drawdown Largest peak-to-trough decline	-36.44%	-33.24%	-3.20%
Max Drawdown (1Y) Largest decline over 1 year	-9.38%	-10.00%	+0.62%
Max Drawdown (5Y) Largest decline over 5 years	-19.34%	-22.44%	+3.10%
Max Drawdown (10Y) Largest decline over 10 years	-29.97%	—	—
Current Drawdown Current decline from peak	-8.64%	-5.20%	-3.44%
Average Drawdown Average peak-to-trough decline	-4.04%	-4.89%	+0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	2.11%	+0.21%

Volatility

FEVIX vs. OMFL - Volatility Comparison

The current volatility for First Eagle U.S. Value Fund (FEVIX) is 3.19%, while Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) has a volatility of 5.24%. This indicates that FEVIX experiences smaller price fluctuations and is considered to be less risky than OMFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEVIX	OMFL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	5.24%	-2.05%
Volatility (6M) Calculated over the trailing 6-month period	8.03%	10.02%	-1.99%
Volatility (1Y) Calculated over the trailing 1-year period	13.30%	16.72%	-3.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.52%	16.82%	-4.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.78%	20.26%	-6.48%