OMFL vs. CALM

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and Cal-Maine Foods, Inc. (CALM).

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

OMFL vs. CALM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and Cal-Maine Foods, Inc. (CALM). The values are adjusted to include any dividend payments, if applicable.

OMFL vs. CALM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
CALM Cal-Maine Foods, Inc.	0.34%	-15.61%	87.00%	14.48%	51.87%	-1.38%	-12.19%	2.09%	-3.90%	0.91%

Returns By Period

In the year-to-date period, OMFL achieves a -1.41% return, which is significantly lower than CALM's 0.34% return.

OMFL

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

CALM

• 1D: 0.62%
• 1M: -9.14%
• YTD: 0.34%
• 6M: -13.82%
• 1Y: -5.42%
• 3Y*: 16.50%
• 5Y*: 21.29%
• 10Y*: 7.26%

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

Return for Risk

OMFL vs. CALM — Risk / Return Rank

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

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

CALM

CALM Risk / Return Rank: 34
CALM Sharpe Ratio Rank: 34
CALM Sortino Ratio Rank: 30
CALM Omega Ratio Rank: 30
CALM Calmar Ratio Rank: 37
CALM Martin Ratio Rank: 38

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.

OMFL vs. CALM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and Cal-Maine Foods, Inc. (CALM). 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.

	OMFL	CALM	Difference
Sharpe ratio Return per unit of total volatility	0.83	-0.16	+0.99
Sortino ratio Return per unit of downside risk	1.28	-0.00	+1.29
Omega ratio Gain probability vs. loss probability	1.18	1.00	+0.18
Calmar ratio Return relative to maximum drawdown	1.49	-0.15	+1.64
Martin ratio Return relative to average drawdown	7.05	-0.29	+7.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OMFL vs. CALM - Sharpe Ratio Comparison

The current OMFL Sharpe Ratio is 0.83, which is higher than the CALM Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of OMFL and CALM, 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

	OMFL	CALM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	-0.16	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.66	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.23	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.39	+0.24

Correlation

The correlation between OMFL and CALM is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

OMFL vs. CALM - Dividend Comparison

OMFL's dividend yield for the trailing twelve months is around 0.86%, less than CALM's 9.98% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
CALM Cal-Maine Foods, Inc.	9.98%	10.90%	2.82%	7.51%	3.17%	0.09%	0.00%	0.98%	1.03%	0.00%	2.70%	4.10%

Drawdowns

OMFL vs. CALM - Drawdown Comparison

The maximum OMFL drawdown since its inception was -33.24%, smaller than the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for OMFL and CALM.

Drawdown Indicators

	OMFL	CALM	Difference
Max Drawdown Largest peak-to-trough decline	-33.24%	-74.08%	+40.84%
Max Drawdown (1Y) Largest decline over 1 year	-10.00%	-37.00%	+27.00%
Max Drawdown (5Y) Largest decline over 5 years	-22.44%	-37.00%	+14.56%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.79%	—
Current Drawdown Current decline from peak	-5.20%	-30.57%	+25.37%
Average Drawdown Average peak-to-trough decline	-4.89%	-30.29%	+25.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	19.08%	-16.97%

Volatility

OMFL vs. CALM - Volatility Comparison

The current volatility for Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) is 5.24%, while Cal-Maine Foods, Inc. (CALM) has a volatility of 7.88%. This indicates that OMFL experiences smaller price fluctuations and is considered to be less risky than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OMFL	CALM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.24%	7.88%	-2.64%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	18.30%	-8.28%
Volatility (1Y) Calculated over the trailing 1-year period	16.72%	33.31%	-16.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.82%	32.28%	-15.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.26%	31.06%	-10.80%