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Invesco Russell 2000 Dynamic Multifactor ETF (OMFS)

ETF · Currency in USD · Last updated Mar 1, 2024

OMFS is a passive ETF by Invesco tracking the investment results of the Russell 2000 Invesco Dynamic Multifactor Index. OMFS launched on Nov 8, 2017 and has a 0.39% expense ratio.

Summary

ETF Info

ISINUS46138J5939
CUSIP46138J593
IssuerInvesco
Inception DateNov 8, 2017
RegionNorth America (U.S.)
CategorySmall Cap Value Equities
Index TrackedRussell 2000 Invesco Dynamic Multifactor Index
Asset ClassEquity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

The Invesco Russell 2000 Dynamic Multifactor ETF has a high expense ratio of 0.39%, indicating higher-than-average management fees.


0.39%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in Invesco Russell 2000 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.


40.00%50.00%60.00%70.00%80.00%90.00%100.00%SeptemberOctoberNovemberDecember2024February
59.81%
97.35%
OMFS (Invesco Russell 2000 Dynamic Multifactor ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with OMFS

Invesco Russell 2000 Dynamic Multifactor ETF

Popular comparisons: OMFS vs. DFAS, OMFS vs. XSHQ, OMFS vs. JSML, OMFS vs. VOO, OMFS vs. IWO, OMFS vs. AVUV, OMFS vs. OMFL, OMFS vs. IWM, OMFS vs. IWN, OMFS vs. AVDV

Return

Invesco Russell 2000 Dynamic Multifactor ETF had a return of -5.40% year-to-date (YTD) and 0.10% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-5.40%6.84%
1 month-2.61%3.48%
6 months1.86%13.06%
1 year0.10%28.97%
5 years (annualized)8.10%12.72%
10 years (annualized)N/A10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.19%
2023-5.10%-6.05%-4.98%7.85%11.83%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for Invesco Russell 2000 Dynamic Multifactor ETF (OMFS) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
OMFS
Invesco Russell 2000 Dynamic Multifactor ETF
0.02
^GSPC
S&P 500
2.30

Sharpe Ratio

The current Invesco Russell 2000 Dynamic Multifactor ETF Sharpe ratio is 0.02. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.02
2.30
OMFS (Invesco Russell 2000 Dynamic Multifactor ETF)
Benchmark (^GSPC)

Dividend History

Invesco Russell 2000 Dynamic Multifactor ETF granted a 1.35% dividend yield in the last twelve months. The annual payout for that period amounted to $0.49 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.49$0.49$0.63$0.28$0.35$0.37$0.35$0.09

Dividend yield

1.35%1.27%1.84%0.66%1.07%1.29%1.50%0.34%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Russell 2000 Dynamic Multifactor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
2023$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.08
2022$0.00$0.00$0.11$0.00$0.00$0.16$0.00$0.00$0.21$0.00$0.00$0.15
2021$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.09
2020$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.10
2019$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.10
2018$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.13$0.00$0.00$0.12
2017$0.09

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-16.25%
0
OMFS (Invesco Russell 2000 Dynamic Multifactor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Russell 2000 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 2000 Dynamic Multifactor ETF was 42.50%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Invesco Russell 2000 Dynamic Multifactor ETF drawdown is 16.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.5%Dec 20, 201963Mar 23, 2020161Nov 16, 2020224
-29.23%Nov 15, 2021220Sep 30, 2022
-22.94%Aug 30, 201877Dec 24, 2018182Sep 16, 2019259
-11.3%Jun 9, 202128Jul 19, 202169Oct 25, 202197
-10.1%Mar 16, 20217Mar 24, 202151Jun 7, 202158

Volatility Chart

The current Invesco Russell 2000 Dynamic Multifactor ETF volatility is 9.07%, 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2024February
9.07%
3.90%
OMFS (Invesco Russell 2000 Dynamic Multifactor ETF)
Benchmark (^GSPC)