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OMFS vs. TSCV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OMFS vs. TSCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Russell 2000 Dynamic Multifactor ETF (OMFS) and Thrivent Small Cap Value ETF (TSCV). The values are adjusted to include any dividend payments, if applicable.

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

OMFS vs. TSCV - Yearly Performance Comparison


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

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

OMFS
OMFS Risk / Return Rank: 5252
Overall Rank
OMFS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
OMFS Sortino Ratio Rank: 4848
Sortino Ratio Rank
OMFS Omega Ratio Rank: 4444
Omega Ratio Rank
OMFS Calmar Ratio Rank: 6262
Calmar Ratio Rank
OMFS Martin Ratio Rank: 5959
Martin Ratio Rank

TSCV
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.

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.


OMFSTSCVDifference
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

OMFS vs. TSCV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OMFSTSCVDifference

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


OMFSTSCVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.92%

-0.70%

-1.22%

Average Drawdown

Average peak-to-trough decline

-10.49%

-2.11%

-8.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

Volatility

OMFS vs. TSCV - Volatility Comparison


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Volatility by Period


OMFSTSCVDifference

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.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

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