OMFS vs. TSCV
OMFS (Invesco Russell 2000 Dynamic Multifactor ETF) and TSCV (Thrivent Small Cap Value ETF) are both Small Cap Value Equities funds. OMFS is passively managed, while TSCV is actively managed. Their correlation of 0.86 suggests significant overlap in exposure. OMFS charges 0.39%/yr vs 0.60%/yr for TSCV.
Performance
OMFS vs. TSCV - Performance Comparison
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Returns By Period
In the year-to-date period, OMFS achieves a 13.70% return, which is significantly lower than TSCV's 15.89% return.
OMFS
- 1D
- -0.77%
- 1M
- 1.99%
- YTD
- 13.70%
- 6M
- 12.83%
- 1Y
- 28.51%
- 3Y*
- 14.17%
- 5Y*
- 5.57%
- 10Y*
- —
TSCV
- 1D
- -0.29%
- 1M
- 1.16%
- YTD
- 15.89%
- 6M
- 14.99%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OMFS vs. TSCV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OMFS Invesco Russell 2000 Dynamic Multifactor ETF | 13.70% | 7.42% |
TSCV Thrivent Small Cap Value ETF | 15.89% | 6.24% |
Correlation
The correlation between OMFS and TSCV is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | 0.86 |
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Return for Risk
OMFS vs. TSCV — Risk / Return Rank
OMFS
TSCV
OMFS vs. TSCV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 Dynamic Multifactor ETF (OMFS) and Thrivent Small Cap Value ETF (TSCV). 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.
| OMFS | TSCV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | — | — |
| Martin ratioReturn relative to average drawdown | 10.48 | — | — |
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
| OMFS | TSCV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 2.84 | -2.42 |
Drawdowns
OMFS vs. TSCV - Drawdown Comparison
The maximum OMFS drawdown since its inception was -42.50%, which is greater than TSCV's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for OMFS and TSCV.
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Drawdown Indicators
| OMFS | TSCV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.50% | -10.17% | -32.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.22% | — | — |
Current DrawdownCurrent decline from peak | -1.92% | -0.70% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -10.49% | -2.11% | -8.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | — | — |
Volatility
OMFS vs. TSCV - Volatility Comparison
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Volatility by Period
| OMFS | TSCV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.44% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.64% | 16.80% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.46% | 16.80% | +4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.31% | 16.80% | +7.51% |
OMFS vs. TSCV - Expense Ratio Comparison
OMFS has a 0.39% expense ratio, which is lower than TSCV's 0.60% expense ratio.
Dividends
OMFS vs. TSCV - Dividend Comparison
OMFS's dividend yield for the trailing twelve months is around 0.91%, more than TSCV's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
OMFS Invesco Russell 2000 Dynamic Multifactor ETF | 0.91% | 0.80% | 1.87% | 1.27% | 1.84% | 0.66% | 1.07% | 1.29% | 1.50% | 0.34% |
TSCV Thrivent Small Cap Value ETF | 0.24% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OMFS and TSCV have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OMFS is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OMFS is cheaper with a 0.39% expense ratio, compared with 0.60% for TSCV.
OMFS has the higher dividend yield at 0.91%, compared with 0.24% for TSCV.
They also come from different issuers: Invesco and Thrivent. Their fees differ too: 0.39% for OMFS and 0.60% for TSCV.
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