OMFL vs. FTIF

Last updated Aug 4, 2026

OMFL (Invesco Russell 1000 Dynamic Multifactor ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - OMFL tracks the Russell 1000 Invesco Dynamic Multifactor Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, OMFL returned 13.08%/yr vs 11.08%/yr for FTIF. Their 0.62 correlation means they have sometimes moved together and sometimes differently. OMFL charges 0.29%/yr vs 0.60%/yr for FTIF.

Performance

OMFL vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OMFL achieves a 14.92% return, which is significantly lower than FTIF's 23.66% return.

OMFL

• 1D: 1.07%
• 1M: 1.61%
• 6M: 11.19%
• YTD: 14.92%
• 1Y: 22.88%
• 3Y*: 13.08%
• 5Y*: 9.73%
• 10Y*: —
• ALL TIME*: 14.09%

FTIF

• 1D: -0.31%
• 1M: 4.18%
• 6M: 14.24%
• YTD: 23.66%
• 1Y: 33.50%
• 3Y*: 11.08%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.81%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	$97.77K	$75.15K	$62.02K
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	$6.98M	$7.56M	$9.22M

OMFL vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	14.92%	13.68%	6.82%	17.24%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	23.66%	7.79%	0.50%	12.31%

Correlation

The correlation between OMFL and FTIF is 0.44, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.44
Correlation (3Y) Balances recent behavior with more history.	0.61
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.62

The correlation between OMFL and FTIF shifts across timeframes, from 0.44 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

OMFL vs. FTIF - Sectors Allocation Comparison

Sectors	OMFL	FTIF
Technology	35.7%	4.4%
Healthcare	12.6%	-
Industrials	10.6%	18.2%
Financial Services	10.1%	-
Communication Services	8.1%	-
Consumer Cyclical	7.0%	4.0%
Consumer Defensive	6.5%	-
Basic Materials	2.4%	20.6%
Energy	2.4%	39.0%
Utilities	2.2%	-
Real Estate	1.5%	13.8%

Return for Risk

OMFL vs. FTIF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OMFL

OMFL Risk / Return Rank: 80
OMFL Sharpe Ratio Rank: 78
OMFL Sortino Ratio Rank: 76
OMFL Omega Ratio Rank: 75
OMFL Calmar Ratio Rank: 81
OMFL Martin Ratio Rank: 87

FTIF

FTIF Risk / Return Rank: 89
FTIF Sharpe Ratio Rank: 89
FTIF Sortino Ratio Rank: 88
FTIF Omega Ratio Rank: 85
FTIF Calmar Ratio Rank: 95
FTIF Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OMFL vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	OMFL	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.83	2.27	-0.45
Sortino ratio: Return per unit of downside risk	2.52	3.14	-0.62
Omega ratio: Gain probability vs. loss probability	1.32	1.39	-0.07
Calmar ratio: Return relative to maximum drawdown	3.03	5.31	-2.28
Martin ratio: Return relative to average drawdown	13.26	15.40	-2.15

OMFL vs. FTIF - Sharpe Ratio Comparison

The current OMFL Sharpe Ratio is 1.83, which is comparable to the FTIF Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of OMFL and FTIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OMFL vs. FTIF - Drawdown Comparison

The maximum OMFL drawdown since its inception was -33.24%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for OMFL and FTIF.

Drawdown Indicators

	OMFL	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-33.24%	-27.83%	-5.41%
Max Drawdown (1Y) Largest decline over 1 year	-7.58%	-6.34%	-1.24%
Max Drawdown (3Y) Largest decline over 3 years	-15.52%	-27.83%	+12.31%
Max Drawdown (5Y) Largest decline over 5 years	-22.44%	—	—
Current Drawdown Current decline from peak	0.00%	-2.20%	+2.20%
Average Drawdown Average peak-to-trough decline	-4.73%	-5.90%	+1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.73%	2.18%	-0.45%

Volatility

OMFL vs. FTIF - Volatility Comparison

Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) have volatilities of 2.82% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OMFL	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	2.78%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	10.50%	-0.75%
Volatility (1Y) Calculated over the trailing 1-year period	12.61%	14.85%	-2.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.65%	18.72%	-2.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.99%	18.72%	+1.27%

OMFL vs. FTIF - Expense Ratio Comparison

OMFL has a 0.29% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

OMFL vs. FTIF - Dividend Comparison

OMFL's dividend yield for the trailing twelve months is around 0.80%, less than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.08%	1.45%	2.88%	1.55%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	0.80%	0.80%	1.22%	1.37%	1.55%	0.95%	1.48%	1.53%	1.39%	0.32%

Frequently Asked Questions

Can I hold both OMFL and FTIF in my portfolio?

OMFL and FTIF have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OMFL or FTIF?

OMFL has higher volatility (2.82%) compared to FTIF (2.78%). In terms of maximum drawdown, OMFL dropped -33.24% vs FTIF's -27.83%.

Which ETF is better, OMFL or FTIF?

On 3-year performance, OMFL leads with 13.08% vs 11.08% for FTIF. On fees, OMFL is cheaper at 0.29% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OMFL or FTIF?

Over the 3-year period, OMFL has performed better with a 13.08% return vs 11.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OMFL or FTIF?

OMFL is cheaper with a 0.29% expense ratio, compared with 0.60% for FTIF.

Which ETF pays a higher dividend yield, OMFL or FTIF?

FTIF has the higher dividend yield at 1.08%, compared with 0.80% for OMFL.

What is the main difference between OMFL and FTIF?

OMFL tracks Russell 1000 Invesco Dynamic Multifactor Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.29% for OMFL and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.27 vs 1.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.