OMFL vs SPY

Quick Verdict

SPY has a lower expense ratio. SPY delivered stronger 1-year returns. OMFL offers more diversification with 571 holdings.

Lower Fees: SPYHigher Returns: SPYMore Diversified: OMFL

Side-by-Side Comparison

MetricOMFLSPYWinner
Expense Ratio0.29%0.09%
AUM$4.7B$789.1B
Dividend Yield0.81%1.01%
Holdings481505
YTD Return+14.87%+13.28%
1Y Return+22.72%+23.94%
3Y Return (annualized)+13.02%+21.07%
5Y Return (annualized)+9.68%+13.27%
Volatility (annualized)17.4%15.3%
Max Drawdown-33.2%-56.5%
Fund FamilyInvesco (US)State Street Investment Management
CategoryEquityEquity
InceptionNov 8, 2017Jan 22, 1993

OMFL vs SPY Performance

Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) is a ETF from Invesco (US) and State Street SPDR S&P 500 ETF Trust (SPY) is a ETF from State Street Investment Management. Over the past year OMFL returned +22.72% while SPY returned +23.94%. Year to date, OMFL is up 14.87% versus a gain of 13.28% for SPY.

Over three years, OMFL compounded at +13.02% per year against +21.07% for SPY; over five years the annualized figures are +9.68% and +13.27% respectively. Across the full 9-year window we track, OMFL has the edge at +14.13% annualized vs +8.84%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

OMFL has been the more volatile fund, with annualized monthly volatility of 17.4% compared with 15.3% for SPY. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -33.2% for OMFL and -56.5% for SPY. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.90. They move almost in lockstep, so holding both mostly duplicates the same exposure.

Fees and Cost Over Time

OMFL charges 0.29% per year while SPY charges 0.09%. On a $10,000 position that is $29 vs $9 annually, a gap of $20 per year that compounds over a long holding period. On income, OMFL currently yields 0.81% against 1.01% for SPY.

Holdings Overlap

64.0%overlap

OMFL and SPY share 371 holdings out of 703 unique holdings combined, representing a 64.0% weight overlap.

High overlap means holding both may not provide much additional diversification.

Top Shared Holdings

StockWeight in OMFLWeight in SPYDifference
AAPL7.85%7.09%0.76%
NVDA4.77%7.31%2.54%
MSFT4.85%4.43%0.42%
GOOGLProProPro
AMZNProProPro
GOOGProProPro
VProProPro
AVGOProProPro
LLYProProPro
METAProProPro
See all 10 holdings OMFL shares with SPY
Exact weights in each fund and the difference, for every overlapping position.
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Frequently Asked Questions

Which is cheaper, OMFL or SPY?

OMFL has an expense ratio of 0.29% while SPY charges 0.09%. SPY is the cheaper option. On a $10,000 investment, that is $20 per year of difference.

Which performed better, OMFL or SPY?

Over the past year OMFL returned +22.72% vs +23.94% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (9 years), OMFL annualized +14.13% vs +8.84% for SPY. Past performance does not guarantee future results.

Which is riskier, OMFL or SPY?

OMFL has been the more volatile fund at 17.4% annualized versus 15.3% for SPY. Worst drawdown: OMFL -33.2% vs SPY -56.5%.

Should I hold both OMFL and SPY?

OMFL and SPY have a monthly-return correlation of 0.90, so they move almost identically. Holding both adds little diversification - most investors pick one, usually on fees or the specific index tracked.

What is the holdings overlap between OMFL and SPY?

OMFL and SPY share 371 common holdings with a 64.0% weight overlap. Combined, they hold 703 unique securities.

Which pays a higher dividend, OMFL or SPY?

OMFL yields 0.81% while SPY yields 1.01%, so SPY currently pays the higher dividend yield.

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