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
268.0 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) | $268 |
| 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 | 3.9 % |
| SPROUTS FARMERS MARKET INC | 2.9 % |
| FABRINET | 1.4 % |
| COMMVAULT SYSTEMS INC | 1.4 % |
| HAMILTON LANE INCORPORATED CLASS A | 1.3 % |
| APPLIED INDUSTRIAL TECH INC | 1.3 % |
| CSW INDUSTRIALS, INC. | 1.2 % |
| CORCEPT THERAPEUTICS INC | 1.1 % |
| ENSIGN GROUP INC/THE | 1.1 % |
| FEDERAL SIGNAL CORP | 1.0 % |
Constituent Breakdown
| Number of holdings | 648 |
| Herfindahl-Hirschman Index | 59 |
| Wgt avg mkt cap (mns) | $4,193 |
| Large cap (>$10bn) | 3.0% |
| Mid cap ($2-10bn) | 75.9% |
| Small cap (<$2bn) | 20.2% |
| Developed mkts. | 99.9% |
| Emerging mkts. | 0.1% |
Country Exposure
 |
UNITED STATES | 91.3 % |
 |
CAYMAN ISLANDS | 1.6 % |
 |
BERMUDA | 1.5 % |
 |
PUERTO RICO | 0.5 % |
Historical Performance
Standardized Performance (as of 10/31/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 2.7% | 23.8% | 7.4% | -0.3% | 9.3% | -- | 7.6% | Volatility | -- | -- | -- | -- | -- | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.99 | 67% |
| MSCI EAFE | 0.94 | 63% |
| MSCI Emg Mkts | 0.68 | 32% |
Liquidity Measures
| Avg. volume (000) | 14 |
| Turnover | 0.2% |
| Avg. Bid/Ask (% of price) | 0.23% |
| ADV of underlying (mns) | $16,497 |
Technical Indicators
| Recent close | $43.35 |
| 30d moving avg. | $39.54 |
| Annualized volatility | 20.9% |
| 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)
Top Ten Comparable ETFs only shown here. For an extended list become an Individual or Professional subscriber. Start your FREE trial
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 | -3.1% |
| IWM | iShares Russell 2000 ETF | 48.2% | -20 bp | -2.9% |
| GSSC | Goldman Sachs Activebeta U.S. Small Cap Equity ETF | 48.2% | -19 bp | -1.2% |
| VTWO | Vanguard Russell 2000 ETF | 48.1% | -29 bp | -2.8% |
| PSC | Principal U.S. Small-Cap ETF | 43.7% | -1 bp | +0.1% |
| CSA | VictoryShares US Small Cap Volatility Wtd ETF | 40.9% | -4 bp | +0.4% |
| CSF | VictoryShares US Discovery Enhanced Volatility Wtd ETF | 40.9% | +3 bp | +0.3% |
| JPSE | JPMorgan Diversified Return U.S. Small Cap Equity ETF | 40.5% | -10 bp | +0.8% |
| IJR | iShares Core S&P Small Cap ETF | 40.3% | -33 bp | +0.8% |
| TPSC | Timothy Plan US Small Cap Core ETF | 40.0% | +13 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.
Content on this tab for Individual & Professional subscribers only. Start your FREE trial
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
Content on this tab for Individual & Professional subscribers only. Start your FREE trial
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 11/22/2024
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.
Some content on this tab for Individual & Professional subscribers only. Start your FREE trial
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
5.6%
Cat. Avg
5.3%
ALTAR Score™ Calculation
Category Overview
There are 975 funds in the US Equity category, with an average ALTAR Score™
of 5.3% and a standard deviation of
2.4%. OMFS's ALTAR Score™ is approximately
0.1 standard deviations
above
the category average. This places OMFS in the 55th 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. | 29.7 | 13.9 | 43.6 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .