OMFL vs. PTLC
OMFL (Invesco Russell 1000 Dynamic Multifactor ETF) and PTLC (Pacer Trendpilot US Large Cap ETF) are both Large Cap Blend Equities funds - OMFL tracks the Russell 1000 Invesco Dynamic Multifactor Index while PTLC tracks the Pacer Trendpilot U.S. Large Cap Index. Both are passively managed. Over the past 5 years, OMFL returned 8.89%/yr vs 9.97%/yr for PTLC. A 0.70 correlation means they provide meaningful diversification when combined. OMFL charges 0.29%/yr vs 0.60%/yr for PTLC.
Performance
OMFL vs. PTLC - Performance Comparison
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Returns By Period
In the year-to-date period, OMFL achieves a 10.40% return, which is significantly higher than PTLC's 2.97% return.
OMFL
- 1D
- -1.45%
- 1M
- -1.15%
- YTD
- 10.40%
- 6M
- 9.24%
- 1Y
- 20.52%
- 3Y*
- 13.20%
- 5Y*
- 8.89%
- 10Y*
- —
PTLC
- 1D
- -1.38%
- 1M
- -1.33%
- YTD
- 2.97%
- 6M
- 2.00%
- 1Y
- 17.43%
- 3Y*
- 13.44%
- 5Y*
- 9.97%
- 10Y*
- 11.31%
OMFL vs. PTLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 10.40% | 13.68% | 6.82% | 21.53% | -13.97% | 28.95% | 20.91% | 35.58% | -2.55% | 5.12% |
PTLC Pacer Trendpilot US Large Cap ETF | 2.97% | 5.10% | 24.31% | 16.78% | -8.62% | 27.90% | -1.15% | 17.58% | 1.49% | 3.76% |
Correlation
The correlation between OMFL and PTLC is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017 | 0.70 |
Over the past year, OMFL and PTLC have become more correlated (0.92) than their long-term average of 0.70, meaning their price movements have been converging.
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Return for Risk
OMFL vs. PTLC — Risk / Return Rank
OMFL
PTLC
OMFL vs. PTLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and Pacer Trendpilot US Large Cap ETF (PTLC). 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 | PTLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 2.00 | +0.72 |
| Martin ratioReturn relative to average drawdown | 12.06 | 7.66 | +4.40 |
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Drawdowns
OMFL vs. PTLC - Drawdown Comparison
The maximum OMFL drawdown since its inception was -33.24%, which is greater than PTLC's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for OMFL and PTLC.
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Drawdown Indicators
| OMFL | PTLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.24% | -26.63% | -6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -8.77% | +1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -15.17% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -22.44% | -15.17% | -7.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.63% | — |
Current DrawdownCurrent decline from peak | -2.57% | -3.15% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -5.63% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 2.28% | -0.57% |
Volatility
OMFL vs. PTLC - Volatility Comparison
The current volatility for Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) is 4.33%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 4.91%. This indicates that OMFL experiences smaller price fluctuations and is considered to be less risky than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMFL | PTLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 4.91% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 9.19% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 11.98% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 11.87% | +4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 13.19% | +6.90% |
OMFL vs. PTLC - Expense Ratio Comparison
OMFL has a 0.29% expense ratio, which is lower than PTLC's 0.60% expense ratio.
Dividends
OMFL vs. PTLC - Dividend Comparison
OMFL's dividend yield for the trailing twelve months is around 0.83%, less than PTLC's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 0.83% | 0.80% | 1.22% | 1.37% | 1.55% | 0.95% | 1.48% | 1.53% | 1.39% | 0.32% | 0.00% | 0.00% |
PTLC Pacer Trendpilot US Large Cap ETF | 1.03% | 1.06% | 0.67% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.42% |
Frequently Asked Questions
With a correlation of 0.92, OMFL and PTLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PTLC has higher volatility (4.91%) compared to OMFL (4.33%). In terms of maximum drawdown, OMFL dropped -33.24% vs PTLC's -26.63%.
On 5-year performance, PTLC leads with 9.97% vs 8.89% for OMFL. On fees, OMFL is cheaper at 0.29% per year. On volatility, OMFL has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, PTLC has performed better with a 9.97% return vs 8.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
OMFL is cheaper with a 0.29% expense ratio, compared with 0.60% for PTLC.
PTLC has the higher dividend yield at 1.03%, compared with 0.83% for OMFL.
OMFL tracks Russell 1000 Invesco Dynamic Multifactor Index, while PTLC tracks Pacer Trendpilot U.S. Large Cap Index. They also come from different issuers: Invesco and Pacer. Their fees differ too: 0.29% for OMFL and 0.60% for PTLC.
OMFL currently has the higher Sharpe Ratio (1.65 vs 1.46), 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.
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