VFMFX vs. OMFL
Compare and contrast key facts about Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL).
VFMFX is managed by Vanguard. It was launched on Feb 15, 2018. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFMFX or OMFL.
Correlation
The correlation between VFMFX and OMFL 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.
Performance
VFMFX vs. OMFL - Performance Comparison
Key characteristics
VFMFX:
1.15
OMFL:
0.85
VFMFX:
1.67
OMFL:
1.20
VFMFX:
1.21
OMFL:
1.15
VFMFX:
1.83
OMFL:
0.89
VFMFX:
5.18
OMFL:
2.65
VFMFX:
3.41%
OMFL:
4.50%
VFMFX:
15.26%
OMFL:
13.98%
VFMFX:
-41.18%
OMFL:
-33.24%
VFMFX:
-4.69%
OMFL:
-0.39%
Returns By Period
In the year-to-date period, VFMFX achieves a 4.38% return, which is significantly higher than OMFL's 3.78% return.
VFMFX
4.38%
4.38%
9.74%
19.16%
13.46%
N/A
OMFL
3.78%
3.78%
15.18%
13.32%
13.73%
N/A
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VFMFX vs. OMFL - Expense Ratio Comparison
VFMFX has a 0.18% expense ratio, which is lower than OMFL's 0.29% expense ratio.
Risk-Adjusted Performance
VFMFX vs. OMFL — Risk-Adjusted Performance Rank
VFMFX
OMFL
VFMFX vs. OMFL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) 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.
Dividends
VFMFX vs. OMFL - Dividend Comparison
VFMFX's dividend yield for the trailing twelve months is around 1.57%, more than OMFL's 1.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
VFMFX Vanguard U.S. Multifactor Fund Admiral Shares | 1.57% | 1.64% | 1.67% | 2.09% | 1.37% | 1.48% | 1.63% | 1.45% | 0.00% |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 1.18% | 1.22% | 1.37% | 1.55% | 0.95% | 1.48% | 1.53% | 1.39% | 0.32% |
Drawdowns
VFMFX vs. OMFL - Drawdown Comparison
The maximum VFMFX drawdown since its inception was -41.18%, which is greater than OMFL's maximum drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for VFMFX and OMFL. For additional features, visit the drawdowns tool.
Volatility
VFMFX vs. OMFL - Volatility Comparison
Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) has a higher volatility of 3.50% compared to Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) at 3.04%. This indicates that VFMFX'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.