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 |
Index Tracked | Russell 2000 Invesco Dynamic Multifactor Index |
Asset Class | Equity |
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.
Share Price Chart
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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 -6.48% year-to-date (YTD) and 5.32% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -6.48% | 6.30% |
1 month | -1.07% | -3.13% |
6 months | 12.79% | 19.37% |
1 year | 5.32% | 22.56% |
5 years (annualized) | 7.83% | 11.65% |
10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -6.19% | 0.84% | 3.40% | |||||||||
2023 | -6.05% | -4.98% | 7.85% | 11.83% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Invesco Russell 2000 Dynamic Multifactor ETF(OMFS)
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 granted a 1.53% dividend yield in the last twelve months. The annual payout for that period amounted to $0.55 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
---|---|---|---|---|---|---|---|---|
Dividend | $0.55 | $0.49 | $0.63 | $0.28 | $0.35 | $0.37 | $0.35 | $0.09 |
Dividend yield | 1.53% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.17 | |||||||||
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
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 17.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-42.5% | Dec 20, 2019 | 63 | Mar 23, 2020 | 161 | Nov 16, 2020 | 224 |
-29.23% | Nov 15, 2021 | 220 | Sep 30, 2022 | — | — | — |
-22.94% | Aug 30, 2018 | 77 | Dec 24, 2018 | 182 | Sep 16, 2019 | 259 |
-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 6.27%, 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.