OMFL

Invesco Russell 1000 Dynamic Multifactor ETF
*Unless otherwise stated, data provided by FactSet.

OMFL Fund Description

OMFL tracks an index of US large-cap stocks selected by a combination of five investment factors, which are weighted based on current macroeconomic conditions.

OMFL Factset Analytics Insight

OMFL scores the component securities of the Russell 1000 Index by value, size, momentum, quality, and low volatility. To combine these factors, Oppenheimer uses a rules-based methodology that relies on leading economic indicators and global risk appetite to determine the state of the current market cycle: expansion, slowdown, contraction, or recovery. The fund shifts exposure to favor the factors that tend to fare better in the given market environment. Holdings are weighted by the combined factor score, scaled by market cap. OMFL capitalizes on the cyclicality of factor performance through its use of this dynamic overlay. The fund is reasonably priced for this added feature.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
OMFL 5.00% -4.65% -13.24% -6.35% 15.54% -- --
OMFL (NAV) 4.88% -4.73% -13.19% -6.45% 15.54% -- --
Russell 1000 Invesco Dynamic Multifactor Index 4.92% -4.64% -13.03% -6.22% 15.83% -- --
MSCI USA Large Cap Index 9.09% 0.15% -12.80% -6.23% 14.46% 13.26% 13.92%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

OMFL Summary Data

Invesco
11/08/17
Open-Ended Fund
0.29%
$2.37B
$14.02M
0.08%

OMFL Portfolio Data

$35.65B
13.77
2.60
1.24%
N/A
717

OMFL Index Data

Russell 1000 Invesco Dynamic Multifactor Index
Multi-Factor
Multi-Factor
MSCI USA Large Cap Index

OMFL Portfolio Management

0.29%
-0.28%
-0.18%
-0.57%

OMFL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

OMFL Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

OMFL Factset Analytics Block Liquidity

As of 08/04/22
5
4
3
2
1

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

OMFL Tradability

331,450
$14.02M
115,205
$5.19M
0.08%
$0.03
0.02%
0.18% / -1.87%
None
97.00%
50,000
2.30
0.07%
0.00%
0
$43.66
5

OMFL Sector/Industry Breakdown


OMFL
Segment Benchmark
20.40%
--
16.02%
--
11.45%
--
9.39%
--
8.55%
--
8.22%
--
7.45%
--
5.31%
--
2.71%
--
2.27%
--

OMFL Top 10 Holdings[View All]

Apple Inc. 5.56%
Pfizer Inc. 3.06%
38.29%

OMFL Countries


OMFL
Segment Benchmark
100.00%
99.90%
--
0.10%

OMFL Regions


OMFL
Segment Benchmark
100.00%
100.00%

OMFL Economic Development


OMFL
Segment Benchmark
100.00%
100.00%

OMFL Performance Statistics

0.85
0.94
0.95
0.99
0.51%
MSCI USA Large Cap Index

OMFL Benchmark Comparison Holdings

717
296
232
20.80%

OMFL Benchmark Comparison Summary


OMFL
Segment Benchmark
717
296
$35.65B
$561.38B
13.77
17.33
2.60
3.34
1.62%
1.47%
Low
Low

OMFL Benchmark Comparison Market Cap Size


OMFL
Segment Benchmark
64.94%
99.97%
34.95%
0.03%
0.09%
0.00%
0.00%
0.00%