PortfoliosLab logoPortfoliosLab logo
OMFL vs. PMYYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OMFL vs. PMYYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and Putnam Multi-Cap Core Fund (PMYYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

OMFL vs. PMYYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

OMFL
OMFL Risk / Return Rank: 5151
Overall Rank
OMFL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
OMFL Sortino Ratio Rank: 4646
Sortino Ratio Rank
OMFL Omega Ratio Rank: 4646
Omega Ratio Rank
OMFL Calmar Ratio Rank: 5555
Calmar Ratio Rank
OMFL Martin Ratio Rank: 6666
Martin Ratio Rank

PMYYX
PMYYX Risk / Return Rank: 5151
Overall Rank
PMYYX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PMYYX Sortino Ratio Rank: 4747
Sortino Ratio Rank
PMYYX Omega Ratio Rank: 4949
Omega Ratio Rank
PMYYX Calmar Ratio Rank: 5757
Calmar Ratio Rank
PMYYX Martin Ratio Rank: 6262
Martin Ratio Rank
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. 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.


OMFLPMYYXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.93

-0.07

Sortino ratio

Return per unit of downside risk

1.33

1.42

-0.10

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.48

1.43

+0.06

Martin ratio

Return relative to average drawdown

6.95

6.20

+0.75

OMFL vs. PMYYX - Sharpe Ratio Comparison

The current OMFL Sharpe Ratio is 0.86, which is comparable to the PMYYX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of OMFL and PMYYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


OMFLPMYYXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


OMFLPMYYXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.31%

-7.38%

+3.07%

Average Drawdown

Average peak-to-trough decline

-4.89%

-4.16%

-0.73%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


OMFLPMYYXDifference

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%