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Invesco Russell 2000 Dynamic Multifactor ETF (OMFS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46138J5939

CUSIP

46138J593

Issuer

Invesco

Inception Date

Nov 8, 2017

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Russell 2000 Invesco Dynamic Multifactor Index

Asset Class

Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

OMFS has an expense ratio of 0.39%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

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.


60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
70.31%
118.07%
OMFS (Invesco Russell 2000 Dynamic Multifactor ETF)
Benchmark (^GSPC)

Returns By Period

Invesco Russell 2000 Dynamic Multifactor ETF (OMFS) returned -3.06% year-to-date (YTD) and 5.91% over the past 12 months.


OMFS

YTD

-3.06%

1M

11.59%

6M

-10.40%

1Y

5.91%

5Y*

13.89%

10Y*

N/A

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of OMFS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.87%-3.02%-3.64%-1.47%2.35%-3.06%
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%
202310.15%-1.45%-4.94%-2.35%-1.63%7.73%5.52%-5.10%-6.05%-4.98%7.85%11.84%15.13%
2022-8.07%0.49%0.22%-6.37%1.97%-9.73%8.66%-4.50%-8.07%11.96%3.96%-6.64%-17.30%
20219.10%6.36%3.24%1.49%1.97%2.05%-4.89%2.38%-1.87%5.38%-1.80%2.79%28.61%
2020-7.86%-10.18%-19.44%11.56%5.35%1.32%0.11%8.96%-4.51%3.59%24.08%8.21%15.02%
20198.12%5.96%-3.66%5.81%-5.99%6.13%0.61%-5.05%5.58%0.82%3.29%3.87%27.12%
20181.97%-3.30%-0.43%1.85%5.25%0.13%2.14%3.61%-1.79%-6.52%1.83%-12.72%-9.01%
20175.16%-1.37%3.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of OMFS is 40, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of OMFS is 4040
Overall Rank
The Sharpe Ratio Rank of OMFS is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of OMFS is 4141
Sortino Ratio Rank
The Omega Ratio Rank of OMFS is 3838
Omega Ratio Rank
The Calmar Ratio Rank of OMFS is 4444
Calmar Ratio Rank
The Martin Ratio Rank of OMFS is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Russell 2000 Dynamic Multifactor ETF (OMFS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Invesco Russell 2000 Dynamic Multifactor ETF Sharpe ratio is 0.28. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Russell 2000 Dynamic Multifactor ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.26
0.44
OMFS (Invesco Russell 2000 Dynamic Multifactor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Russell 2000 Dynamic Multifactor ETF provided a 1.58% dividend yield over the last twelve months, with an annual payout of $0.61 per share.


0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.8020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.61$0.74$0.49$0.63$0.28$0.35$0.37$0.35$0.09

Dividend yield

1.58%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.04$0.00$0.00$0.04
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
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$0.35
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$0.37
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$0.35
2017$0.09$0.09

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.20%
-8.35%
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 158 trading sessions.

The current Invesco Russell 2000 Dynamic Multifactor ETF drawdown is 12.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.5%Dec 20, 201961Mar 23, 2020158Nov 16, 2020219
-29.23%Nov 15, 2021221Sep 30, 2022530Nov 8, 2024751
-22.94%Aug 30, 201834Dec 24, 2018120Sep 16, 2019154
-22.35%Nov 26, 202490Apr 8, 2025
-11.3%Jun 9, 202128Jul 19, 202169Oct 25, 202197

Volatility

Volatility Chart

The current Invesco Russell 2000 Dynamic Multifactor ETF volatility is 10.37%, 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%12.00%14.00%December2025FebruaryMarchAprilMay
10.37%
11.43%
OMFS (Invesco Russell 2000 Dynamic Multifactor ETF)
Benchmark (^GSPC)