OMFL

Invesco Russell 1000 Dynamic Multifactor ETF
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81
*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.

OMFL MSCI ESG Analytics Insight

Invesco Russell 1000 Dynamic Multifactor ETF has an MSCI ESG Fund Rating of A based on a score of 6.50 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Invesco Russell 1000 Dynamic Multifactor ETF ranks in the 79th percentile within its peer group and in the 93th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

OMFL 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 07/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
OMFL 3.32% 4.03% 21.82% 12.36% -- -- --
OMFL (NAV) 2.69% 3.20% 21.02% 11.41% -- -- --
MSCI USA Large Cap Index 3.52% 3.51% 20.31% 8.79% 14.01% 11.29% 14.50%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

OMFL Top 10 Countries

OMFL Top 10 Sectors

OMFL Top 10 Holdings [View All]

OMFL Summary Data

Invesco
11/08/17
Open-Ended Fund
0.29%
$1.04B
$2.16M
0.06%

OMFL Portfolio Data

$196.44B
21.83
5.64
1.53%
N/A
730

OMFL Index Data

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

OMFL Portfolio Management

0.29%
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--
--

OMFL Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

OMFL Fund Structure

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

OMFL Factset Analytics Block Liquidity

As of 07/18/19
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

72,905
$2.16M
35,519
$1.02M
0.06%
$0.02
0.06%
1.55% / -0.77%
None
100.00%
50,000
0.71
0.12%
0.00%
--
$30.17
5

OMFL Sector/Industry Breakdown


OMFL
Segment Benchmark
27.17%
27.67%
17.82%
13.11%
15.00%
14.58%
14.03%
9.27%
12.22%
7.85%
6.16%
5.36%
4.91%
15.05%
1.54%
2.79%
1.14%
1.91%

OMFL Countries


OMFL
Segment Benchmark
100.00%
100.00%

OMFL Regions


OMFL
Segment Benchmark
100.00%
100.00%

OMFL Economic Development


OMFL
Segment Benchmark
100.00%
100.00%

OMFL Performance Statistics

0.95
0.88
0.92
0.88
0.22%
MSCI USA Large Cap Index

OMFL MSCI ESG Ratings

A
6.50 / 10
92.63
78.68
8.95%
4.81%
122.12

OMFL BENCHMARK COMPARISON HOLDINGS

730
296
106
45.82%

OMFL BENCHMARK COMPARISON SUMMARY


OMFL
Segment Benchmark
730
296
$196.44B
$236.12B
21.83
20.23
5.64
3.33
2.07%
2.04%
Medium
Low

OMFL BENCHMARK COMPARISON MARKET CAP SIZE


OMFL
Segment Benchmark
94.70%
99.46%
5.22%
0.54%
0.07%
0.00%
0.00%
0.00%