OMFS
Invesco Russell 2000 Dynamic Multifactor ETF
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.
US
EQUITY
Rules-Based
MANAGEMENT STYLE
248.1 M
ASSETS UNDER MGMT
39 bp
EXPENSES
Fund Basics
| Fund sponsor | Invesco |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Nov 08, 2017 |
| Assets (mns) | $248 |
| Expense ratio | 39 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Multi-Factor |
| Weighting | Multi-Factor |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| FTAI AVIATION LTD | 3.6 % |
| SPROUTS FARMERS MARKET INC | 3.0 % |
| FABRINET | 1.6 % |
| COMMVAULT SYSTEMS INC | 1.4 % |
| APPLIED INDUSTRIAL TECH INC | 1.2 % |
| HAMILTON LANE INCORPORATED CLASS A | 1.2 % |
| CSW INDUSTRIALS, INC. | 1.1 % |
| CORCEPT THERAPEUTICS INC | 1.1 % |
| ENSIGN GROUP INC/THE | 1.1 % |
| CAL-MAINE FOODS INC | 1.1 % |
Constituent Breakdown
| Number of holdings | 647 |
| Herfindahl-Hirschman Index | 60 |
| Wgt avg mkt cap (mns) | $4,678 |
| Large cap (>$10bn) | 6.1% |
| Mid cap ($2-10bn) | 76.2% |
| Small cap (<$2bn) | 16.8% |
| Developed mkts. | 99.9% |
| Emerging mkts. | 0.1% |
Country Exposure
 |
UNITED STATES | 91.5 % |
 |
CAYMAN ISLANDS | 1.7 % |
 |
BERMUDA | 1.4 % |
Historical Performance
Standardized Performance (as of 11/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 14.4% | 27.9% | 11.1% | 4.0% | 10.9% | -- | 9.2% | Volatility | -- | -- | -- | -- | -- | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 1.02 | 67% |
| MSCI EAFE | 0.95 | 57% |
| MSCI Emg Mkts | 0.65 | 26% |
Liquidity Measures
| Avg. volume (000) | 19 |
| Turnover | 0.3% |
| Avg. Bid/Ask (% of price) | 0.23% |
| ADV of underlying (mns) | $15,402 |
Technical Indicators
| Recent close | $40.19 |
| 30d moving avg. | $42.98 |
| Annualized volatility | 21.9% |
| Relative strength (RSI) | 52 |
| Short interest (ETF) | 0.0% |
| Short interest (underlying) | 8.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. OMFS |
Expenses vs. OMFS |
ALTAR Score™ vs. OMFS |
|---|---|---|---|---|
| RSSL | Global X Russell 2000 ETF | 48.7% | -31 bp | -3.5% |
| GSSC | Goldman Sachs Activebeta U.S. Small Cap Equity ETF | 48.1% | -19 bp | -1.4% |
| IWM | iShares Russell 2000 ETF | 48.1% | -20 bp | -3.2% |
| VTWO | Vanguard Russell 2000 ETF | 47.9% | -29 bp | -3.2% |
| PSC | Principal U.S. Small-Cap ETF | 43.8% | -1 bp | +0.0% |
| CSA | VictoryShares US Small Cap Volatility Wtd ETF | 41.0% | -4 bp | +0.3% |
| CSF | VictoryShares US Discovery Enhanced Volatility Wtd ETF | 40.9% | +3 bp | +0.2% |
| JPSE | JPMorgan Diversified Return U.S. Small Cap Equity ETF | 40.6% | -10 bp | +0.7% |
| TPSC | Timothy Plan US Small Cap Core ETF | 40.0% | +13 bp | +0.7% |
| IJR | iShares Core S&P Small Cap ETF | 39.9% | -33 bp | +0.7% |
Risk and Returns: OMFS vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 12/24/2024
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
OMFS
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
NEUTRAL
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.
ALTAR Score™
OMFS
6.2%
Cat. Avg
5.6%
ALTAR Score™ Calculation
Category Overview
There are 976 funds in the US Equity category, with an average ALTAR Score™
of 5.6% and a standard deviation of
2.6%. OMFS's ALTAR Score™ is approximately
0.2 standard deviations
above
the category average. This places OMFS in the 59th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
OMFSSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Rules-Based US Equity ETFs |
| # of ETFs | 609 |
| Avg. Expense Ratio | 46.6 bp |
| Std. Deviation | 32.9 bp |
| OMFS (39 bp) Percentile rank | 41 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| OMFS | 39.0 | 23.0 | 62 |
| Peer Avg. | 30.3 | 14.0 | 44.3 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .