- ISIN
- US46138J6192
- CUSIP
- 46138J619
- Issuer
- Invesco
- Inception Date
- Nov 8, 2017
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell 1000 Invesco Dynamic Multifactor Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $5B
Share Price Chart
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Performance
OMFL Performance Chart
Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) is up 12.0% since the beginning of the year. OMFL is currently trading at $68 per share. Investors who bought $1,000 worth of OMFL shares 5 years ago would now be looking at an investment worth $1,564.
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Returns By Period
Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) has returned 12.03% so far this year and 23.68% over the past 12 months.
Invesco Russell 1000 Dynamic Multifactor ETF
- 1D
- -0.35%
- 1M
- 0.30%
- YTD
- 12.03%
- 6M
- 11.06%
- 1Y
- 23.68%
- 3Y*
- 13.75%
- 5Y*
- 9.36%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
OMFL Monthly Returns History
Based on dividend-adjusted daily data since Nov 10, 2017, OMFL's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +19.8%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, OMFL closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.72% | 0.31% | -4.32% | 9.53% | 4.05% | -0.30% | 12.03% | ||||||
| 2025 | 3.78% | -0.04% | -5.04% | 0.49% | 5.08% | 2.84% | 0.74% | 1.87% | 1.80% | -0.18% | 0.73% | 1.15% | 13.68% |
| 2024 | -2.88% | 4.31% | 6.55% | -6.16% | 4.46% | -2.62% | -3.85% | 3.51% | 1.64% | -0.87% | 5.77% | -2.26% | 6.82% |
| 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% |
Benchmark Metrics
Invesco Russell 1000 Dynamic Multifactor ETF has an annualized alpha of 1.93%, beta of 0.93, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since November 10, 2017.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.71%) than losses (90.87%) - typical of diversified or defensive assets.
- With beta of 0.93 and R2 of 0.79, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.93%
- Beta
- 0.93
- R²
- 0.79
- Upside Capture
- 94.71%
- Downside Capture
- 90.87%
Expense Ratio
OMFL has an expense ratio of 0.29%, placing it in the medium range.
Return for Risk
Risk / Return Rank
OMFL ranks 63 for risk / return — better than 63% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OMFL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.78 | +0.35 |
| Martin ratioReturn relative to average drawdown | 13.98 | 12.44 | +1.54 |
Dividends
Dividend History
Invesco Russell 1000 Dynamic Multifactor ETF provided a 0.98% dividend yield over the last twelve months, with an annual payout of $0.66 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.66 | $0.49 | $0.66 | $0.70 | $0.67 | $0.48 | $0.59 | $0.51 | $0.35 | $0.08 |
Dividend yield | 0.98% | 0.80% | 1.22% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.15 | $0.29 | ||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.49 |
| 2024 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.08 | $0.66 |
| 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 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.09 | $0.48 |
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.
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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 1.13%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.24%Mar 2020 | 2mo 6d | 2mo 17d | 4mo 23dJan 2020 - Jun 2020 |
Bear market2022 | -22.44%Sep 2022 | 9mo 4d | 9mo 21d | 1y 6moDec 2021 - Jul 2023 |
Rate-hike selloffLate 2018 | -18.19%Dec 2018 | 2mo 21d | 3mo 8d | 5mo 29dOct 2018 - Apr 2019 |
2020 correction2020 | -17.17%Jul 2020 | 1mo | 4mo 3d | 5mo 3dJun 2020 - Nov 2020 |
2025 selloff2025 | -15.52%Apr 2025 | 1mo 23d | 2mo 20d | 4mo 13dFeb 2025 - Jun 2025 |
Drawdown Indicators
| OMFL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.24% | -56.78% | +23.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -9.10% | +1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -18.90% | +3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -22.44% | -25.43% | +2.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.13% | -1.80% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -10.71% | +5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 2.03% | -0.33% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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