IMFC

Invesco Multi-Factor Core Fixed Income ETF
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*Unless otherwise stated, data provided by FactSet.

IMFC Fund Description

IMFC tracks an index of US investment-grade corporate bonds, MBS, and Treasurys. Corporate debt is screened for quality and value factors, and the fund has a fixed allocation to each category.

IMFC Factset Analytics Insight

IMFC offers all-in-one exposure to five different fixed income strategies. The fund allocates 40% of its weight to long-term agency MBS, holding 30-year fixed-rate mortgages issued in the last 3 years. Another 25% goes to “defensive” corporate debt—investment-grade bonds, 2-10 years from maturity, screened for higher credit ratings and shorter maturities within those constraints. “Value” corporate bonds (5%) have the same constraints, but are screened primarily for higher option-adjusted spreads relative to their sector and credit rating. Finally, 20% of the portfolio is held in short term (1-3 year) Treasurys and 10% in long-term (10-30 year) Treasurys. Within each category, Treasurys and MBS are market-value weighted, while the corporate bond strategies are equally weighted. IMFC is rebalanced monthly.IMFC can serve as a complete bond portfolio (as implied by “Core” in the fund’s name), though investors should be aware that the fund holds significantly more and longer-dated MBS exposure than the broader market. Sibling fund IMFP provides similar but more aggressive exposure, adding high-yield and emerging-market debt.

IMFC CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/21/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IMFC 1.75% 3.89% 7.09% 8.45% -- -- --
IMFC (NAV) 1.41% 3.65% 6.55% 7.80% -- -- --
Invesco Multi-Factor Core Index 1.76% 4.04% 7.09% 8.36% 2.65% 3.18% --
Bloomberg Barclays U.S. Aggregate Bond Index 2.34% 5.05% 8.62% 9.64% 2.99% 3.34% 3.96%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IMFC Summary Data

Invesco
07/25/18
Open-Ended Fund
0.12%
$26.33M
$8.34K
0.28%

IMFC Portfolio Data

4.64
--
2.49%
09/23/19
8

IMFC Index Data

Invesco Multi-Factor Core Index
Fixed
Fixed
Bloomberg Barclays U.S. Aggregate Bond Index

IMFC Portfolio Management

0.12%
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IMFC Tax Exposures

20.00% / 39.60%
0.01%
Ordinary income
No

IMFC Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
High
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

IMFC Factset Analytics Block Liquidity

As of 08/22/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of IMFC. IMFC is rated a N/A out of 5.

IMFC Tradability

246
$8.34K
1
0
0.28%
$0.07
0.05%
1.15% / -1.55%
None
100.00%
100,000
0.00
0.02%
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$26.32
N/A

IMFC Sector/Industry Breakdown


IMFC
Segment Benchmark
39.55%
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30.42%
--
15.47%
--
12.95%
--
1.60%
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IMFC Top 10 Holdings

1.17%
0.75%
0.39%
0.39%
0.39%
0.38%
0.29%
-0.15%
3.61%

IMFC Top 5 Countries


IMFC
Segment Benchmark
99.20%
--
0.80%
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IMFC Top 5 Currencies


IMFC
Segment Benchmark
100.00%
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IMFC Performance Statistics

0.56
0.89
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IMFC HOLDINGS STATISTICS

6.38 years
4.64
2.49%
5.09
High
8
0.35%

IMFC AVG LIFE MATURITY DISTRIBUTION

2.91%
10.88%
16.30%
25.56%
0.26%
0.39%
9.53%

IMFC OAS BREAKDOWN

2.21%
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