- ISIN
- US46138J5939
- CUSIP
- 46138J593
- Issuer
- Invesco
- Inception Date
- Nov 8, 2017
- Region
- North America (U.S.)
- Category
- Small Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell 2000 Invesco Dynamic Multifactor Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Micro-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $281M
Share Price Chart
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Performance
OMFS Performance Chart
Invesco Russell 2000 Dynamic Multifactor ETF (OMFS) is up 19.1% since the beginning of the year. OMFS is currently trading at $53 per share. Investors who bought $1,000 worth of OMFS shares 5 years ago would now be looking at an investment worth $1,371.
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Returns By Period
Invesco Russell 2000 Dynamic Multifactor ETF (OMFS) has returned 19.07% so far this year and 36.23% over the past 12 months.
Invesco Russell 2000 Dynamic Multifactor ETF
- 1D
- 1.13%
- 1M
- 4.50%
- YTD
- 19.07%
- 6M
- 15.99%
- 1Y
- 36.23%
- 3Y*
- 16.15%
- 5Y*
- 6.52%
- 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%
OMFS Monthly Returns History
Based on dividend-adjusted daily data since Nov 10, 2017, OMFS's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.
Historically, 63% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +24.1%, while the worst month was Mar 2020 at -19.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, OMFS closed higher 47% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -13.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.67% | 1.06% | -4.36% | 9.83% | 2.36% | 3.71% | 19.07% | ||||||
| 2025 | 2.87% | -3.02% | -3.64% | -1.47% | 5.47% | 1.74% | 0.95% | 6.65% | 2.23% | -0.90% | 1.72% | 0.52% | 13.34% |
| 2024 | -6.19% | 0.84% | 3.40% | -6.41% | 5.35% | -2.06% | 8.04% | 0.08% | 1.26% | -0.71% | 11.43% | -9.14% | 3.98% |
| 2023 | 10.15% | -1.45% | -4.94% | -2.35% | -1.63% | 7.72% | 5.52% | -5.10% | -6.05% | -4.98% | 7.85% | 11.83% | 15.12% |
| 2022 | -8.07% | 0.49% | 0.22% | -6.37% | 1.97% | -9.72% | 8.66% | -4.50% | -8.07% | 11.95% | 3.96% | -6.64% | -17.29% |
| 2021 | 9.10% | 6.36% | 3.24% | 1.49% | 1.97% | 2.05% | -4.89% | 2.38% | -1.87% | 5.38% | -1.80% | 2.79% | 28.60% |
Benchmark Metrics
Invesco Russell 2000 Dynamic Multifactor ETF has an annualized alpha of -0.42%, beta of 0.95, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since November 10, 2017.
- This ETF participated in 104.31% of S&P 500 Index downside but only 94.65% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.95 and R2 of 0.56, 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
- -0.42%
- Beta
- 0.95
- R²
- 0.56
- Upside Capture
- 94.65%
- Downside Capture
- 104.31%
Expense Ratio
OMFS has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
OMFS ranks 67 for risk / return — better than 67% 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 2000 Dynamic Multifactor ETF (OMFS) 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.
| OMFS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 2.78 | +1.10 |
| Martin ratioReturn relative to average drawdown | 13.35 | 12.44 | +0.91 |
Dividends
Dividend History
Invesco Russell 2000 Dynamic Multifactor ETF provided a 1.23% dividend yield over the last twelve months, with an annual payout of $0.65 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.65 | $0.35 | $0.74 | $0.49 | $0.63 | $0.28 | $0.35 | $0.37 | $0.35 | $0.09 |
Dividend yield | 1.23% | 0.80% | 1.87% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.19 | $0.33 | ||||||
| 2025 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.10 | $0.35 |
| 2024 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.20 | $0.74 |
| 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 | $0.49 |
| 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 | $0.63 |
| 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 | $0.28 |
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 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 166 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.50%Mar 2020 | 3mo 4d | 7mo 28d | 11mo 2dDec 2019 - Nov 2020 |
Bear market2022 | -29.22%Sep 2022 | 10mo 19d | 2y 1mo | 2y 11moNov 2021 - Nov 2024 |
Rate-hike selloffLate 2018 | -22.94%Dec 2018 | 3mo 26d | 8mo 26d | 1y 17dAug 2018 - Sep 2019 |
2025 selloff2025 | -22.35%Apr 2025 | 4mo 13d | 5mo | 9mo 13dNov 2024 - Sep 2025 |
2021 correction2021 | -11.30%Jul 2021 | 1mo 10d | 3mo 8d | 4mo 18dJun 2021 - Oct 2021 |
Drawdown Indicators
| OMFS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.50% | -56.78% | +14.28% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -9.10% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -22.35% | -18.90% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -29.22% | -25.43% | -3.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -10.43% | -10.71% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.03% | +0.69% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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