OMFS

Invesco Russell 2000 Dynamic Multifactor ETF
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73
*Unless otherwise stated, data provided by FactSet.

OMFS Fund Description

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

OMFS Factset Analytics Insight

OMFS scores the component stocks of the Russell 2000 Index by five factors: value, size, momentum, quality, and low volatility. To take advantage of changing market conditions, the fund shifts exposure to factors that tend to fare better in current market environment. The fund’s index uses macroeconomic indicators to identify the current state of the market cycle: expansion, slowdown, contraction, or recovery. A combined factor score is calculated for each security and scaled by market cap to determine individual weights. The fund is reasonably priced for this added dynamic overlay.

OMFS 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 08/22/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
OMFS -2.53% -2.23% 12.15% -7.28% -- -- --
OMFS (NAV) -2.54% -2.10% 11.51% -8.39% -- -- --
MSCI USA Small Cap Index -2.13% 0.05% 15.73% -6.83% 9.55% 7.69% 13.04%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

OMFS Summary Data

Invesco
11/08/17
Open-Ended Fund
0.39%
$12.95M
$25.90K
0.22%

OMFS Portfolio Data

$1.42B
22.46
1.97
1.33%
N/A
1231

OMFS Index Data

Russell 2000 OFI Dynamic Multifactor Index
Multi-Factor
Multi-Factor
MSCI USA Small Cap Index

OMFS Portfolio Management

0.39%
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--
--

OMFS Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

OMFS Fund Structure

Open-Ended Fund
No
Yes
No Policy
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

OMFS Factset Analytics Block Liquidity

As of 08/23/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of OMFS. OMFS is rated a 4 out of 5.

OMFS Tradability

765
$25.90K
240
$10.96K
0.22%
$0.06
0.01%
2.61% / -2.38%
None
100.00%
50,000
0.00
0.17%
0.06%
--
$25.83
4

OMFS Sector/Industry Breakdown


OMFS
Segment Benchmark
27.24%
26.00%
17.01%
14.32%
15.55%
13.06%
12.92%
15.58%
9.96%
13.75%
4.88%
3.56%
4.11%
4.26%
3.71%
5.32%
3.57%
3.07%
1.05%
0.90%

OMFS Countries


OMFS
Segment Benchmark
99.61%
100.00%
0.39%
--

OMFS Regions


OMFS
Segment Benchmark
100.00%
100.00%

OMFS Economic Development


OMFS
Segment Benchmark
100.00%
100.00%

OMFS Performance Statistics

0.92
0.88
0.91
0.90
0.30%
MSCI USA Small Cap Index

OMFS BENCHMARK COMPARISON HOLDINGS

1231
1796
956
33.79%

OMFS BENCHMARK COMPARISON SUMMARY


OMFS
Segment Benchmark
1231
1796
$1.42B
$4.00B
22.46
41.11
1.97
2.17
1.54%
1.60%
Low
Low

OMFS BENCHMARK COMPARISON MARKET CAP SIZE


OMFS
Segment Benchmark
0.08%
0.03%
12.96%
62.80%
59.72%
33.51%
27.25%
3.35%