Invesco Russell 1000 Dynamic Multifactor ETF (OMFL)
OMFL is a passive ETF by Invesco tracking the investment results of the Russell 1000 OFI Dynamic Multifactor Index. OMFL launched on Nov 8, 2017 and has a 0.29% expense ratio.
ETF Info
US46138J6192
46138J619
Nov 8, 2017
North America (U.S.)
1x
Russell 1000 OFI Dynamic Multifactor Index
Multi-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco Russell 1000 Dynamic Multifactor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Invesco Russell 1000 Dynamic Multifactor ETF had a return of 7.47% year-to-date (YTD) and 16.12% in the last 12 months.
OMFL
7.47%
1.73%
3.49%
16.12%
12.79%
N/A
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of OMFL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.88% | 4.31% | 6.55% | -6.16% | 4.46% | -2.62% | -3.85% | 3.51% | 1.64% | -0.87% | 7.47% | ||
| 2023 | 10.29% | -2.87% | 1.55% | 2.90% | -3.01% | 5.93% | 3.31% | -3.22% | -5.98% | -4.32% | 9.71% | 7.08% | 21.53% |
| 2022 | -6.11% | -3.97% | 4.40% | -5.04% | 1.59% | -9.92% | 5.88% | -3.21% | -7.07% | 9.93% | 5.31% | -4.60% | -13.97% |
| 2021 | 2.27% | 4.18% | 4.50% | 5.06% | 0.93% | 0.24% | 0.09% | 3.12% | -3.76% | 5.72% | -2.45% | 6.38% | 28.95% |
| 2020 | -4.88% | -8.22% | -10.58% | 13.80% | 6.42% | -5.26% | 2.35% | 5.95% | -3.59% | 1.62% | 19.80% | 6.07% | 20.91% |
| 2019 | 6.97% | 4.67% | 2.63% | 2.96% | -5.30% | 6.30% | 1.55% | -1.23% | 4.61% | 0.64% | 4.29% | 3.37% | 35.58% |
| 2018 | 3.56% | -3.20% | -1.50% | 0.28% | 2.19% | 1.48% | 3.59% | 3.09% | 1.78% | -4.54% | 1.40% | -9.79% | -2.54% |
| 2017 | 2.61% | 2.28% | 4.95% |
Expense Ratio
OMFL features an expense ratio of 0.29%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of OMFL is 38, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Invesco Russell 1000 Dynamic Multifactor ETF provided a 1.29% dividend yield over the last twelve months, with an annual payout of $0.70 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.70 | $0.70 | $0.67 | $0.48 | $0.59 | $0.51 | $0.35 | $0.08 |
Dividend yield | 1.29% | 1.37% | 1.55% | 0.95% | 1.48% | 1.53% | 1.39% | 0.32% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco Russell 1000 Dynamic Multifactor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.59 | |
| 2023 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.12 | $0.70 |
| 2022 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.67 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.09 | $0.48 |
| 2020 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.59 |
| 2019 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.19 | $0.51 |
| 2018 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.35 |
| 2017 | $0.08 | $0.08 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco Russell 1000 Dynamic Multifactor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Invesco Russell 1000 Dynamic Multifactor ETF was 33.24%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Invesco Russell 1000 Dynamic Multifactor ETF drawdown is 1.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.24% | Jan 17, 2020 | 45 | Mar 23, 2020 | 53 | Jun 8, 2020 | 98 |
| -22.45% | Dec 30, 2021 | 190 | Sep 30, 2022 | 198 | Jul 18, 2023 | 388 |
| -18.19% | Oct 4, 2018 | 56 | Dec 24, 2018 | 66 | Apr 1, 2019 | 122 |
| -17.17% | Jun 9, 2020 | 22 | Jul 9, 2020 | 86 | Nov 9, 2020 | 108 |
| -14.23% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
Volatility
Volatility Chart
The current Invesco Russell 1000 Dynamic Multifactor ETF volatility is 4.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.