OMFL vs VOO

OMFL vs VOO

Which is better, OMFL or VOO?

VOO has been ahead.

VOO has a lower expense ratio. VOO led over 1Y, 3Y, 5Y and the full window. The two have moved almost in lockstep, correlation 0.90. OMFL is less concentrated, with 36.0% of the fund in its ten largest positions against 36.4%.

Lower Fees: VOOHigher Returns: VOOLess Concentrated: OMFL

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricOMFLVOO
Expense Ratio0.29%0.03%Best
AUM$4.8B$997.4B
Dividend Yield0.81%1.04%
Holdings635509
YTD Return+13.18%Best+12.50%
1Y Return+16.70%+17.58%Best
3Y Return (annualized)+14.69%+21.27%Best
5Y Return (annualized)+9.16%+12.95%Best
Volatility (annualized)17.3%16.3%Best
Max Drawdown-33.2%Best-34.3%
$10,000 over 5 years$15,499$18,384Best
Top 10 Weight36.0%Best36.4%
Fund FamilyInvesco (US)Vanguard (US)
CategoryEquityEquity
StyleLarge Cap BlendLarge Cap Blend
InceptionNov 8, 2017Sep 7, 2010

Volatility and max drawdown are measured over the window both funds cover: Nov 10, 2017 to Sep 11, 2026 (8.8 years).

OMFL vs VOO growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 8.8 years both funds cover.

OMFL vs VOO Performance

Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) is an ETF from Invesco (US) and Vanguard S&P 500 ETF (VOO) is an ETF from Vanguard (US). Over the past year OMFL returned +16.70% while VOO returned +17.58%. Year to date, OMFL is up 13.18% versus a gain of 12.50% for VOO.

Over three years, OMFL compounded at +14.69% per year against +21.27% for VOO; over five years the annualized figures are +9.16% and +12.95% respectively. Across the full 9-year window we track, VOO has the edge at +14.09% annualized vs +13.77%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

OMFL has been the more volatile fund, with annualized monthly volatility of 17.3% compared with 16.3% for VOO. 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 -34.3% for VOO. Drawdown depth is what each fund did in the worst stretch of the window measured above.

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 VOO charges 0.03%. On a $10,000 position that is $29 vs $3 annually, a gap of $26 per year that compounds over a long holding period. On income, OMFL currently yields 0.81% against 1.04% for VOO.

Holdings Overlap

OMFL already in VOO93.0%
VOO already in OMFL88.5%

93.0% of OMFL's money is in holdings VOO also owns. 88.5% of VOO's money is in holdings OMFL also owns.

Most of OMFL is already inside VOO. Owning both mostly buys the same companies twice.

375 positions in common, counted across the 578 positions we hold weights for in OMFL and 505 in VOO, against full books of 635 and 509.

What only one of them owns

Our book lists 122 positions for VOO that do not appear in our book for OMFL (11.0% of the fund), and 181 for OMFL that do not appear in VOO (5.1%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

Top Shared Holdings

StockWeight in OMFLWeight in VOODifference
AAPLApple, Inc8.26%6.59%1.67%
NVDANvidia Corp.4.96%7.51%2.55%
MSFTMicrosoft Corp 4.100 Feb 06 376.21%4.30%1.91%
GOOGLAlphabet A Usd 0.0013.24%3.25%0.01%
AMZNAmazon.Com Inc2.05%3.62%1.57%
GOOGAlphabet Inc2.63%2.59%0.04%
VVisa Inc2.89%0.87%2.02%
AVGOBroadcom Inc0.96%2.77%1.81%
LLYEli Lilly & Co.1.83%1.47%0.36%
METAMeta Platforms, Inc.1.12%1.92%0.80%

93.0% of OMFL is already inside VOO.

You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.

OMFLVOO

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Frequently Asked Questions

Which is cheaper, OMFL or VOO?

OMFL has an expense ratio of 0.29% while VOO charges 0.03%. VOO is the cheaper option, by $26 a year on a $10,000 investment.

Which performed better, OMFL or VOO?

Over the past year OMFL returned +16.70% vs +17.58% for VOO, so VOO leads on 1-year performance. Over the longest common window we track (9 years), OMFL annualized +13.77% vs +14.09% for VOO. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, OMFL or VOO?

OMFL has been the more volatile fund at 17.3% annualized versus 16.3% for VOO. Worst drawdown: OMFL -33.2% vs VOO -34.3%.

Should I hold both OMFL and VOO?

OMFL and VOO have a monthly-return correlation of 0.90, so they move almost identically. What is left to separate them is the fee and the index each one tracks. This is information, not a recommendation.

What is the holdings overlap between OMFL and VOO?

93.0% of OMFL's money is in holdings VOO also owns. 88.5% of VOO's is in holdings OMFL also owns. They hold 375 positions in common, counted across the 578 positions we hold weights for in OMFL and 505 in VOO.

Which pays a higher dividend, OMFL or VOO?

OMFL yields 0.81% while VOO yields 1.04%, so VOO currently pays the higher dividend yield.

Is VOO better than OMFL?

VOO has a lower expense ratio. VOO led over 1Y, 3Y, 5Y and the full window. The two have moved almost in lockstep, correlation 0.90. OMFL is less concentrated, with 36.0% of the fund in its ten largest positions against 36.4%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.