The term sample dependence describes the troublesome tendency of nominally equivalent samples to exhibit different physical properties. High entropy oxides (HEOs) are a class of materials where sample dependence has the potential to be particularly profound due to their inherent chemical complexity. In this work, we prepare a spinel HEO of identical nominal composition by five distinct methods, spanning a range of thermodynamic and kinetic conditions: solid state, high pressure, hydrothermal, molten salt, and combustion syntheses. By structurally characterizing these five samples across all length scales with a variety of X-ray methods, we find that while the average structure is unaltered, the samples vary significantly in their local structures and their microstructures. The most profound differences are observed at intermediate length scales, both in terms of crystallite morphology and cation homogeneity. As revealed by X-ray fluorescence microscopy ideal cation homogeneity is achieved only in the case of combustion synthesis. These structural differences in turn significantly alter the observed functional properties, which we demonstrate via characterization of their magnetic response. While ferrimagnetic order is retained across all five samples, the sharpness of the transition, the size of the saturated moment, and the coercivity all show marked variations with synthesis method. We conclude that the chemical flexibility inherent to HEOs is complemented by strong synthesis method dependence, providing another axis along which to optimize these materials for a wide range of applications.