PSCT vs. OMFL
Compare and contrast key facts about Invesco S&P SmallCap Information Technology ETF (PSCT) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL).
PSCT and OMFL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSCT is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Information Technology Index. It was launched on Apr 7, 2010. 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. Both PSCT and OMFL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PSCT vs. OMFL - Performance Comparison
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PSCT vs. OMFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSCT Invesco S&P SmallCap Information Technology ETF | 7.57% | 18.63% | -1.06% | 20.81% | -22.50% | 26.26% | 27.79% | 39.38% | -9.34% | -1.46% |
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% |
Returns By Period
In the year-to-date period, PSCT achieves a 7.57% return, which is significantly higher than OMFL's -0.49% return.
PSCT
- 1D
- 1.36%
- 1M
- -4.74%
- YTD
- 7.57%
- 6M
- 13.58%
- 1Y
- 51.10%
- 3Y*
- 11.59%
- 5Y*
- 5.39%
- 10Y*
- 12.87%
OMFL
- 1D
- 0.93%
- 1M
- -3.62%
- YTD
- -0.49%
- 6M
- 1.40%
- 1Y
- 14.28%
- 3Y*
- 10.52%
- 5Y*
- 7.65%
- 10Y*
- —
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PSCT vs. OMFL - Expense Ratio Comparison
Both PSCT and OMFL have an expense ratio of 0.29%.
Return for Risk
PSCT vs. OMFL — Risk / Return Rank
PSCT
OMFL
PSCT vs. OMFL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Information Technology ETF (PSCT) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL). 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.
| PSCT | OMFL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.86 | +0.65 |
Sortino ratioReturn per unit of downside risk | 2.08 | 1.33 | +0.76 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.19 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.48 | +1.59 |
Martin ratioReturn relative to average drawdown | 11.59 | 6.95 | +4.64 |
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
| PSCT | OMFL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 0.86 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.46 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.63 | -0.10 |
Correlation
The correlation between PSCT and OMFL is 0.74, 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
PSCT vs. OMFL - Dividend Comparison
PSCT's dividend yield for the trailing twelve months is around 0.02%, less than OMFL's 0.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCT Invesco S&P SmallCap Information Technology ETF | 0.02% | 0.02% | 0.01% | 0.02% | 0.00% | 0.01% | 0.08% | 0.22% | 0.47% | 0.19% | 0.25% | 0.15% |
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% |
Drawdowns
PSCT vs. OMFL - Drawdown Comparison
The maximum PSCT drawdown since its inception was -40.44%, which is greater than OMFL's maximum drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for PSCT and OMFL.
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Drawdown Indicators
| PSCT | OMFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.44% | -33.24% | -7.20% |
Max Drawdown (1Y)Largest decline over 1 year | -16.90% | -10.00% | -6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -34.80% | -22.44% | -12.36% |
Max Drawdown (10Y)Largest decline over 10 years | -40.44% | — | — |
Current DrawdownCurrent decline from peak | -4.88% | -4.31% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -4.89% | -3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 2.13% | +2.35% |
Volatility
PSCT vs. OMFL - Volatility Comparison
Invesco S&P SmallCap Information Technology ETF (PSCT) has a higher volatility of 10.80% compared to Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) at 5.22%. This indicates that PSCT's price experiences larger fluctuations and is considered to be riskier than OMFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSCT | OMFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.80% | 5.22% | +5.58% |
Volatility (6M)Calculated over the trailing 6-month period | 23.54% | 10.06% | +13.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.09% | 16.71% | +17.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.41% | 16.81% | +10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.44% | 20.25% | +6.19% |