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 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 08/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
OMFL -2.83% 2.37% 18.37% 7.13% -- -- --
OMFL (NAV) -1.18% 3.27% 19.21% 7.46% -- -- --
MSCI USA Large Cap Index -1.53% 2.86% 18.17% 5.11% 12.87% 10.59% 13.66%
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%
$1.01B
$1.79M
0.09%

OMFL Portfolio Data

$283.35B
22.87
6.31
1.58%
N/A
725

OMFL Index Data

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

OMFL Portfolio Management

0.29%
--
--
--

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 08/20/19
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

59,781
$1.79M
27,102
$825.42K
0.09%
$0.03
0.07%
1.55% / -0.73%
None
100.00%
50,000
0.54
0.12%
0.00%
--
$29.72
5

OMFL Sector/Industry Breakdown


OMFL
Segment Benchmark
36.50%
28.70%
15.57%
13.28%
14.71%
14.37%
11.92%
9.15%
8.84%
7.55%
7.35%
5.34%
3.69%
14.74%
1.33%
1.92%
0.09%
2.63%

OMFL TOP 10 HOLDINGS[View All]

CDW Corp. 0.60%
6.02%

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

0.96
0.89
0.92
0.89
0.23%
MSCI USA Large Cap Index

OMFL BENCHMARK COMPARISON HOLDINGS

725
300
112
48.98%

OMFL BENCHMARK COMPARISON SUMMARY


OMFL
Segment Benchmark
725
300
$283.35B
$266.16B
22.87
22.10
6.31
3.61
1.87%
1.89%
Medium
Low

OMFL BENCHMARK COMPARISON MARKET CAP SIZE


OMFL
Segment Benchmark
95.73%
99.72%
4.27%
0.28%
0.00%
0.00%
0.00%
0.00%