Invesco Russell 2000 Dynamic Multifactor ETF (OMFS)
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.
ETF Info
| ISIN | US46138J5939 |
|---|---|
| CUSIP | 46138J593 |
| Issuer | Invesco |
| Inception Date | Nov 8, 2017 |
| Region | North America (U.S.) |
| Category | Small Cap Value Equities |
| 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 features an expense ratio of 0.39%, falling within 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.
Popular comparisons: OMFS vs. DFAS, OMFS vs. JSML, OMFS vs. XSHQ, OMFS vs. IWM, OMFS vs. AVUV, OMFS vs. OMFL, OMFS vs. VOO, OMFS vs. IWO, OMFS vs. IWN, OMFS vs. AVDV
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.
Returns By Period
Invesco Russell 2000 Dynamic Multifactor ETF had a return of 12.16% year-to-date (YTD) and 24.93% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.16% | 25.48% |
| 1 month | 6.69% | 2.14% |
| 6 months | 14.54% | 12.76% |
| 1 year | 24.93% | 33.14% |
| 5 years (annualized) | 10.65% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -6.19% | 0.84% | 3.40% | -6.41% | 5.35% | -2.06% | 8.04% | 0.08% | 1.26% | -0.71% | 12.16% | ||
| 2023 | 10.15% | -1.45% | -4.94% | -2.35% | -1.63% | 7.73% | 5.52% | -5.10% | -6.05% | -4.98% | 7.85% | 11.83% | 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% |
| 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% |
| 2020 | -7.86% | -10.18% | -19.44% | 11.56% | 5.35% | 1.32% | 0.11% | 8.96% | -4.52% | 3.59% | 24.08% | 8.21% | 15.02% |
| 2019 | 8.12% | 5.96% | -3.66% | 5.80% | -5.99% | 6.13% | 0.61% | -5.05% | 5.58% | 0.82% | 3.29% | 3.87% | 27.12% |
| 2018 | 1.97% | -3.30% | -0.43% | 1.85% | 5.25% | 0.13% | 2.14% | 3.61% | -1.79% | -6.52% | 1.83% | -12.72% | -9.01% |
| 2017 | 5.16% | -1.37% | 3.71% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of OMFS is 41, 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 2000 Dynamic Multifactor ETF (OMFS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Invesco Russell 2000 Dynamic Multifactor ETF provided a 1.45% dividend yield over the last twelve months, with an annual payout of $0.62 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.62 | $0.50 | $0.63 | $0.28 | $0.35 | $0.37 | $0.35 | $0.09 |
Dividend yield | 1.45% | 1.28% | 1.83% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.54 | |
| 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 | $0.50 |
| 2022 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.16 | $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 | $0.14 | $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.
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 2.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.5% | Dec 20, 2019 | 61 | Mar 23, 2020 | 158 | Nov 16, 2020 | 219 |
| -29.23% | Nov 15, 2021 | 221 | Sep 30, 2022 | 530 | Nov 8, 2024 | 751 |
| -22.94% | Aug 30, 2018 | 34 | Dec 24, 2018 | 120 | Sep 16, 2019 | 154 |
| -11.3% | Jun 9, 2021 | 28 | Jul 19, 2021 | 69 | Oct 25, 2021 | 97 |
| -10.1% | Mar 16, 2021 | 7 | Mar 24, 2021 | 51 | Jun 7, 2021 | 58 |
Volatility
Volatility Chart
The current Invesco Russell 2000 Dynamic Multifactor ETF volatility is 7.93%, 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.