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OMFS
Invesco Russell 2000 Dynamic Multifactor ETF

Price: $38.99
Change: $0.7 (-0.02%)
Last Updated:

Vitals

Investment Themes

Analyst Report

The Invesco Russell 2000 Dynamic Multifactor ETF applies a proprietary index strategy to investing in smaller U.S. companies. Invesco starts with the Russell 2000 index of U.S. stocks, then assesses the prevailing economic environment and market conditions. Companies are scored based on the factors that are most relevant given the overall outlook. Invesco looks at economic and market barometers such as consumer sentiment, construction activity, manufacturing gauges and labor market conditions to determine whether the economy is expanding, slowing, contracting or recovering, and then scores stocks accordingly. During recovery or expansion, the fund may target company size and value, while during a slowdown or contraction the fund focuses on stocks with healthier balance sheets and reduced susceptibility to market swings. In both expanding or contracting conditions, the fund also may also target momentum stocks. The methodology excludes stocks whose multi-factor score falls below certain relative thresholds. The remaining stocks are weighted based on both the multi-factor score and the company’s weight in the baseline index. Money managers have long recognized that certain factors, when deployed during certain market conditions, consistently reward investors. Factor ETFs have proliferated in recent years and there are many active and passive ETF options that target different factors. Some funds combine factors while others target a single factor. The result of OMFS’s methodology is a portfolio that can diverge significantly from a plain-vanilla Russell 2000 ETF. The industry and sector mix may look different, and the fund may have a tilt toward smaller companies. OMFS won’t own the full roster of companies in the Russell 2000 but the fund still owns a diversified mix of hundreds of U.S. equities. For believers in Invesco’s multi-factor approach, the fund could be a good complement to a small-cap allocation, and may even be used as a core position. However, investors should note that the fund fees, while reasonable for a factor strategy, are higher than ultra-low cost options from rival firms. Despite the higher fees, OMFS has had significant periods of outperformance compared with funds pegged to the Russell 2000. Though past performance is no guarantee of future results, that makes the fund a compelling choice, especially for factor adherents. Investors should compare fees, liquidity, performance and portfolio against other small-cap U.S. equity ETFs, both plain-vanilla and factor strategies.

Trading Data

Open - Volume -
Day Lo - Day Hi -
  • Open
  • Volume
  • Day Lo
  • Day Hi
  • 52 Week Lo $22.70
  • 52 Week Hi $42.79
  • AUM $109.5 M
  • Shares 2.8 M

Historical Trading Data

  • 1 Month Avg. Volume 28,341
  • 3 Month Avg. Volume 17,939

Alternative ETFs in the Small Cap Value Equities Category

Type Symbol Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest ISCV 0.06% $440.4 M 26,925 19.45%
Largest (AUM) IJS 0.18% $8.8 B 745,702 22.26%
Most Liquid (Volume) IJS 0.18% $8.8 B 745,702 22.26%
Top YTD Performer RWJ 0.39% $645.8 M 65,800 39.76%

Top 15 Holdings

Concentration Analysis

This section compares how balanced and deep this ETF is relative to the peer group ETFdb.com Category.

1108
Number of Holdings
4.94%
% Assets in Top 10
7.03%
% Assets in Top 15
18.84%
% Assets in Top 50
Number of Holdings
1108

% Assets in Top 10
4.94%

% Assets in Top 15
7.03%

% Assets in Top 50
18.84%

OMFS Valuation

This section shows how the P/E multiple of this ETF compares to the peer group ETFdb.com Category.

P/E Ratio
-36.09

OMFS Dividend

This section shows how the dividend yield of this ETF compares to the peer group ETFdb.com Category.

Dividend
$0.06
Dividend Date
2021-06-21
Annual Dividend Rate
$0.31

$0.06
Dividend
2021-06-21
Dividend Date
$0.31
Annual Dividend Rate
Annual Dividend Yield
0.79%

OMFS Fund Flows

View charts featuring ETF fund flow data.

5 Day Net Flows: 1.95 M 1 Month Net Flows: 17.06 M 3 Month Net Flows: 24.32 M 6 Month Net Flows: 22.51 M 1 Year Net Flows: 34.66 M 3 Year Net Flows: 69.64 M 5 Year Net Flows: 69.57 M 10 Year Net Flows: 69.57 M

Realtime Rating

The adjacent table gives investors an individual Realtime Rating for OMFS on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the Small Cap Value Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity n/a n/a
Expenses n/a n/a
Performance
Volatility
Dividend
Concentration

A+ Overall Rated ETF:

OMFS Expenses & Fees

This section compares the cost efficiency of this ETF to peers in the same ETFdb.com Category.

Expenses Ratio Analysis

ETF Average
0.542%
ETF Wtd. Average
0.19%
Category Average
0.37%
Expense Ratio
0.39%
ESG Themes and Scores
5.11/10
ESG Score
28.81%
Global Percentile
37.93%
Peer Percentile
    • Revenue Exposure to Environmental Impact (%)
      Higher is better, no ESG score impact
    • Severe Environment Controversies (%)
      Lower improves ESG score
    • Sustainable Impact Solutions (%)
      5.46%
      Higher is better, no ESG score impact
    • Weighted Average Carbon Intensity (Tons of CO2e / $M Sales)
      92.67
      Higher is worse, no ESG score impact
    • Fossil Fuel Reserves (%)
      Higher is worse, no ESG score impact
    • High Impact Fossil Fuel Reserves (%)
      Higher is worse, no ESG score impact
    • Water Stress High Risk Business Segment (%)
      Lower improves ESG score
    • Water Stress High Risk Geography (%)
      Lower improves ESG score
    • Water Stress Exposure Moderate (%)
      Lower improves ESG score
    • Water Stress Exposure High (%)
      Lower improves ESG score
    • Water Stress Exposure Low (%)
      Higher improves ESG score
    • Revenue Exposure to Energy Efficiency (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Alternative Energy (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Green Building (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Pollution Prevention (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Water Sustainability (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Social Impact (%)
      Higher is better, no ESG score impact
    • Sustainable Impact Solutions (%)
      5.46%
      Higher is better, no ESG score impact
    • SRI Exclusion Criteria (%)
      4.09%
      Higher is worse, no ESG score impact
    • Revenue Exposure to Affordable Real Estate (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Education (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Major Disease Treatment (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Nutrition (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Sanitation (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to SME Finance (%)
      Higher is better, no ESG score impact
    • Human Rights Norms Violation (%)
      Higher is worse, no ESG score impact
    • Human Rights Norms Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Severe Human Rights Controversies (%)
      Lower improves ESG score
    • Labor Norms Violation (%)
      Higher is worse, no ESG score impact
    • Labor Norms Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Severe Labor Controversies (%)
      Lower improves ESG score
    • Severe Customer Controversies (%)
      Lower improves ESG score
    • Global Compact Compliance Violation (%)
      Higher is worse, no ESG score impact
    • Global Compact Compliance Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Catholic Values Fail (%)
      Higher is worse, no ESG score impact
    • Islamic Non-Compliant (%)
      Higher is worse, no ESG score impact
    • Adult Entertainment Involvement (%)
      Higher is worse, no ESG score impact
    • Alcohol Involvement (%)
      Higher is worse, no ESG score impact
    • Gambling Involvement (%)
      Higher is worse, no ESG score impact
    • Nuclear Power Involvement (%)
      Higher is worse, no ESG score impact
    • Tobacco Involvement (%)
      Higher is worse, no ESG score impact
    • Weapons Involvement (%)
      Higher is worse, no ESG score impact
    • Controversies Weapons Involvement (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Involvement (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Retailer (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Producer (%)
      Higher is worse, no ESG score impact
    • Direct Predatory Lending Involvement (%)
      Higher is worse, no ESG score impact
    • Genetic Engineering Involvement (%)
      Higher is worse, no ESG score impact
    • Severe Governance Controversies (%)
      Lower improves ESG score
    • Board Flag (%)
      Lower improves ESG score
    • Lack of Independent Board Majority (%)
      Lower improves ESG score
    • Board Independence (0-25%) (%)
      Lower improves ESG score
    • Board Independence (25-50%) (%)
      Lower improves ESG score
    • Board Independence (50-75%) (%)
      Higher improves ESG score
    • Board Independence (75-100%) (%)
      Higher improves ESG score
    • No Female Directors (%)
      Lower improves ESG score
    • Three OR More Female Directors (%)
      Higher improves ESG score
    • Females Represent 30% of Directors (%)
      Higher improves ESG score
    • Entrenched Board (%)
      Lower improves ESG score
    • Overboarding (%)
      Lower improves ESG score
    • Negative Director Votes (%)
      Lower improves ESG score
    • Ownership AND Control Flag (%)
      Lower improves ESG score
    • One Share One Vote (%)
      Lower improves ESG score
    • No Annual Director Elections (%)
      Lower improves ESG score
    • Does Not Use Majority Voting (%)
      Lower improves ESG score
    • Significant Votes Against Pay Practices (%)
      Lower improves ESG score
    • Controlling Shareholder (%)
      Lower improves ESG score
    • Controlling Shareholder Concerns (%)
      Lower improves ESG score
    • Cross Shareholdings (%)
      Lower improves ESG score
    • Poison Pill (%)
      Lower improves ESG score
    • Pay Flag (%)
      Lower improves ESG score
    • No Pay Performance Link (%)
      Lower improves ESG score
    • Lack of Internal Pay Equity (%)
      Lower improves ESG score
    • Executive Pay Non-Disclosure (%)
      Lower improves ESG score
    • Accounting Flag (%)
      Lower improves ESG score

OMFS Performance

This section shows how this ETF has performed relative to its peer group ETFdb.com Category.

-0.15%
1 Week Return
-6.61%
4 Week Return
-0.90%
13 Week Return
6.79%
26 Week Return
18.69%
Year to Date Return
70.62%
1 Year Return
46.70%
3 Year Return
No Ranking Available
5 Year Return
1 Week Return
-0.15%

4 Week Return
-6.61%

13 Week Return
-0.90%

26 Week Return
6.79%

Year to Date Return
18.69%

1 Year Return
70.62%

3 Year Return
46.70%

5 Year Return
No Ranking Available

OMFS Price and Volume Chart

Sector Breakdown

Asset Percentage
Share/Common/Ordinary 99.87%
Other 0.08%
CASH 0.03%
Warrant 0.0%
Sector Percentage
Finance 22.98%
Retail Trade 9.1%
Producer Manufacturing 9.03%
Health Technology 6.16%
Electronic Technology 5.65%
Process Industries 5.3%
Consumer Services 5.22%
Technology Services 4.44%
Commercial Services 4.35%
Consumer Durables 4.29%
Distribution Services 4.17%
Industrial Services 3.74%
Non-Energy Minerals 3.17%
Health Services 3.01%
Transportation 2.57%
Energy Minerals 2.54%
Consumer Non-Durables 2.26%
Communications 1.42%
Utilities 0.4%
Other 0.08%
Miscellaneous 0.07%
CASH 0.03%
Market Cap Percentage
Small 54.38%
Mid 35.06%
Micro 9.77%
Large 0.78%
Region Percentage
North, Central and South America 99.87%
Other 0.11%
Region Percentage
Country Percentage
United States 96.63%
Bermuda 1.49%
Puerto Rico 0.33%
Canada 0.32%
Ireland 0.31%
Monaco 0.24%
France 0.21%
Other 0.11%
Singapore 0.1%
United Kingdom 0.1%
Germany 0.06%
Panama 0.03%
Cayman Islands 0.03%
Israel 0.02%
Asset Percentage
Share/Common/Ordinary 99.87%
Other 0.08%
CASH 0.03%
Warrant 0.0%

OMFS Technicals

Volatility Analysis

This section shows how the volatility of this ETF compares to the peer group ETFdb.com Category.

5 Day Volatility
38.27%
Rank
8 of 17

20 Day Volatility
26.10%
Rank
5 of 17

50 Day Volatility
24.19%
Rank
10 of 17

200 Day Volatility
25.22%
Rank
5 of 16

Beta
1.19
Rank
15 of 17

Standard Deviation
6.73%
Rank
15 of 16

Technicals

  • 20 Day MA $40.19
  • 60 Day MA $40.36
  • MACD 15 Period -0.75
  • MACD 100 Period -1.06
  • Williams % Range 10 Day 50.00
  • Williams % Range 20 Day 66.20
  • RSI 10 Day 44
  • RSI 20 Day 45
  • RSI 30 Day 47
  • Ultimate Oscillator 42

Bollinger Brands

  • Lower Bollinger (10 Day) $37.40
  • Upper Bollinger (10 Day) $41.26
  • Lower Bollinger (20 Day) $37.73
  • Upper Bollinger (20 Day) $42.75
  • Lower Bollinger (30 Day) $38.26
  • Upper Bollinger (30 Day) $42.80

Support & Resistance

  • Support Level 1 $38.68
  • Support Level 2 $38.36
  • Resistance Level 1 $39.39
  • Resistance Level 2 $39.78

Stochastic

  • Stochastic Oscillator %D (1 Day) 53.72
  • Stochastic Oscillator %D (5 Day) 58.70
  • Stochastic Oscillator %K (1 Day) 49.65
  • Stochastic Oscillator %K (5 Day) 43.64

Financial Advisor Report

ETF Database's Financial Advisor Reports are designed as an easy handout for clients to explain the key information on a fund. Includes new analyst insights and classification data.

Fact Sheet

A fact sheet is not available for this ETF. Please visit the OMFS ETF home page for more information.

Disclosures

Copyright © 2021 FactSet Research Systems Inc. All rights reserved.

Copyright MSCI ESG Research LLC [2018]. All Rights Reserved. MSCI ESG Research LLC’s (“MSCI ESG”) Fund Metrics products (the “Information”) provide environmental, social and governance data with respect to underlying securities within more than 23,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted, to nor received approval from, the US SEC or any other regulatory body. None of the information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided “as is” and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. All Information is provided solely for your internal use, and may not be reproduced or redisseminated in any form without express prior written permission from MSCI. Neither MSCI ESG nor any of its affiliates or any third party involved in or related to creating any Information makes any express or implied warranties, representations or guarantees, and in no event will MSCI ESG or any such affiliate or third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any Information. More information on MSCI ESG Fund Metrics, provided by MSCI ESG Research LLC, can be found at https://www.msci.com/esg-fund-metrics.
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