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
212.7 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) | $213 |
| 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 +
| SPROUTS FARMERS MARKET INC | 3.8 % |
| EXLSERVICE HOLDINGS INC | 1.6 % |
| COMMVAULT SYSTEMS INC | 1.5 % |
| CSW INDUSTRIALS, INC. | 1.4 % |
| CORCEPT THERAPEUTICS INC | 1.2 % |
| HAMILTON LANE INCORPORATED CLASS A | 1.2 % |
| BADGER METER INC | 1.1 % |
| ATMUS FILTRATION TECHNOLOGIES, INC. | 1.0 % |
| APPLIED INDUSTRIAL TECH INC | 0.9 % |
| INTERDIGITAL INC | 0.9 % |
Constituent Breakdown
| Number of holdings | 619 |
| Herfindahl-Hirschman Index | 53 |
| Wgt avg mkt cap (mns) | $3,911 |
| Large cap (>$10bn) | 3.5% |
| Mid cap ($2-10bn) | 72.9% |
| Small cap (<$2bn) | 22.4% |
| Developed mkts. | 99.9% |
| Emerging mkts. | 0.1% |
Country Exposure
 |
UNITED STATES | 93.0 % |
 |
BERMUDA | 1.2 % |
 |
CAYMAN ISLANDS | 0.6 % |
Historical Performance
Standardized Performance (as of 03/31/2025)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | -0.2% | 7.5% | 3.1% | 0.5% | 10.4% | -- | -- | 6.5% |
| Dividend Yield | -3.7% | -6.0% | 2.4% | 0.4% | 5.7% | -- | -- | 0.2% |
| Total Returns | -4.0% | 1.6% | 5.5% | 0.9% | 16.1% | -- | -- | 6.6% |
| Ann. Volatility | 16.3% | 20.2% | 20.4% | 21.7% | 28.7% | -- | -- | 25.2% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 1.05 | 67% |
| MSCI EAFE | 0.95 | 55% |
| MSCI Emg Mkts | 0.66 | 26% |
Liquidity Measures
| Avg. volume (000) | 21 |
| Turnover | 0.4% |
| Avg. Bid/Ask (% of price) | 0.23% |
| ADV of underlying (mns) | $10,748 |
Technical Indicators
| Recent close | $35.83 |
| 30d moving avg. | $37.24 |
| Annualized volatility | 22.3% |
| Relative strength (RSI) | 41 |
| Short interest (ETF) | 0.1% |
| 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
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
| 2020 | 2021 | 2022 | 2023 | 2024 | 2025E | 2026E | ||
|---|---|---|---|---|---|---|---|---|
| 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
| 2024 | 2025E | Fwd Est | 2026E | |
| 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 4/16/2025
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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
5.9%
Cat. Avg
6.2%
ALTAR Score™ Calculation
Category Overview
There are 958 funds in the US Equity category, with an average ALTAR Score™
of 6.2% and a standard deviation of
3.1%. OMFS's ALTAR Score™ is approximately
0.1 standard deviations
below
the category average. This places OMFS in the 46th 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. | 32.3 | 15.0 | 47.2 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .