OMFL vs. PMYYX
Compare and contrast key facts about Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and Putnam Multi-Cap Core Fund (PMYYX).
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. PMYYX is managed by Putnam. It was launched on Sep 24, 2010.
Performance
OMFL vs. PMYYX - Performance Comparison
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OMFL vs. PMYYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | -0.49% | 13.68% | 6.82% | 21.53% | -13.97% | 28.95% | 20.91% | 35.58% | -2.55% | 4.95% |
PMYYX Putnam Multi-Cap Core Fund | -5.13% | 17.33% | 26.46% | 27.98% | -15.94% | 30.93% | 17.69% | 32.52% | -7.91% | 5.27% |
Returns By Period
In the year-to-date period, OMFL achieves a -0.49% return, which is significantly higher than PMYYX's -5.13% return.
OMFL
- 1D
- 0.93%
- 1M
- -3.62%
- YTD
- -0.49%
- 6M
- 1.40%
- 1Y
- 14.28%
- 3Y*
- 10.52%
- 5Y*
- 7.65%
- 10Y*
- —
PMYYX
- 1D
- 2.93%
- 1M
- -5.17%
- YTD
- -5.13%
- 6M
- -2.01%
- 1Y
- 16.54%
- 3Y*
- 19.14%
- 5Y*
- 11.88%
- 10Y*
- 15.02%
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OMFL vs. PMYYX - Expense Ratio Comparison
OMFL has a 0.29% expense ratio, which is lower than PMYYX's 0.71% expense ratio.
Return for Risk
OMFL vs. PMYYX — Risk / Return Rank
OMFL
PMYYX
OMFL vs. PMYYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and Putnam Multi-Cap Core Fund (PMYYX). 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 | PMYYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.93 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.42 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.43 | +0.06 |
Martin ratioReturn relative to average drawdown | 6.95 | 6.20 | +0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OMFL | PMYYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.93 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.71 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.87 | -0.24 |
Correlation
The correlation between OMFL and PMYYX is 0.86, 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
OMFL vs. PMYYX - Dividend Comparison
OMFL's dividend yield for the trailing twelve months is around 0.85%, less than PMYYX's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 0.85% | 0.80% | 1.22% | 1.37% | 1.55% | 0.95% | 1.48% | 1.53% | 1.39% | 0.32% | 0.00% | 0.00% |
PMYYX Putnam Multi-Cap Core Fund | 2.91% | 2.76% | 4.47% | 2.62% | 5.26% | 9.25% | 2.41% | 4.76% | 2.36% | 2.71% | 1.21% | 1.26% |
Drawdowns
OMFL vs. PMYYX - Drawdown Comparison
The maximum OMFL drawdown since its inception was -33.24%, smaller than the maximum PMYYX drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for OMFL and PMYYX.
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Drawdown Indicators
| OMFL | PMYYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.24% | -35.25% | +2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.00% | -12.27% | +2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.44% | -23.52% | +1.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.25% | — |
Current DrawdownCurrent decline from peak | -4.31% | -7.38% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -4.16% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.82% | -0.69% |
Volatility
OMFL vs. PMYYX - Volatility Comparison
Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and Putnam Multi-Cap Core Fund (PMYYX) have volatilities of 5.22% and 5.38%, 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.
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Volatility by Period
| OMFL | PMYYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 5.38% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 9.49% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 18.27% | -1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 16.83% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 18.39% | +1.86% |