Invesco Russell 1000(R) Dynamic Multifactor ETF (OMFL)

Key Metrics

TER 0.29% per year

Distribution policy Distributing

Fund size USD 4,742 M

Inception date November 8, 2017

Holdings 481

Fund currency USD

Fund domicile US

Provider Invesco

For full official fund details, factsheets, and holdings, visit invesco.com (opens in new tab).

Historical Return

Last updated: Sep 01, 2026

1 Year +19.8% +0.8% Div

3 Years (avg.) +12.6% +0.8% Div

5 Years (avg.) +7.9% +0.8% Div

Risk & Analysis Metrics

Last updated: Sep 01, 2026

Volatility

11.70% 1 Year

14.33% 3 Years

16.24% 5 Years

20.71% 10 Years

Max Drawdown

-7.80% 1 Year

-15.70% 3 Years

-23.29% 5 Years

-33.54% 10 Years

Sharpe Ratio

1.08 1 Year

0.56 3 Years

0.27 5 Years

0.48 10 Years

Return Triangle (Heatmap)

Last updated: Sep 01, 2026

	2019	2020	2021	2022	2023	2024	2025
2019	16.3%	17.3%	21.3%	11.0%	12.7%	11.6%	11.8%
2020		18.3%	23.9%	9.3%	11.8%	10.7%	11.1%
2021			29.8%	5.0%	9.8%	8.9%	9.7%
2022				-15.0%	0.9%	2.7%	5.2%
2023					19.9%	12.9%	12.9%
2024						6.4%	9.6%
2025							12.9%

Distributions

*by ETF Portfolio Weight Last updated: Sep 01, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

1y 3y N/A N/A

5 - 10%

10%

1y 3y N/A N/A

10 - 15%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

30%

1y 3y N/A N/A

30 - 40%

10%

1y 3y N/A N/A

> 40%

27%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

1y 3y N/A N/A

15 - 20

22%

1y 3y N/A N/A

20 - 25

17%

1y 3y N/A N/A

25 - 35

26%

1y 3y N/A N/A

35 - 50

22%

1y 3y N/A N/A

> 50

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

0.0%

1y 3y N/A N/A

Small Cap

0.1%

1y 3y N/A N/A

Mid Cap

2.9%

1y 3y N/A N/A

Large Cap

44.7%

1y 3y N/A N/A

Mega Cap

52.3%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Sep 13, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$1.46T	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	0.89%	2.01%
Beta Indicates the relationship between the price performance of a share and the market.	1.07	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	28.75	22.99
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-50.91	-
Profitable Companies	99%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	18.36	18.8
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	8.43	9.13
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	13.53	11.88

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	23.28	12.43
Enterprise Value to Revenue Enterprise value divided by revenue	8.16	12.4
Total Debt to Enterprise Value Total debt divided by enterprise value	0.07	0.04
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	0.61	0.32
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	28.88%	21.44%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+61.0%	+54.3%
Return on Equity Equity divided by market cap.	37.30%	2.03%
Return on Assets Indicates a company's profitability in relation to its total assets.	21.09%	4.04%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	35.35%	3.73%

Sectors

Manufacturing	45.9%
Information	21.8%
Retail Trade	7.3%
Finance and Insurance	5.6%
Wholesale Trade	3.1%
Mining, Quarrying, and Oil and Gas Extraction	2.1%
Professional, Scientific, and Technical Services	1.8%
Construction	1.7%
Transportation and Warehousing	1.7%
Management of Companies and Enterprises	1.6%
Administrative and Support and Waste Management and Remediation Services	1.3%
Health Care and Social Assistance	0.9%
Other Services (except Public Administration)	0.6%
Accommodation and Food Services	0.4%
Public Administration	0.4%
Utilities	0.3%
Financial Services	0.2%
Technology	0.2%
Real Estate and Rental and Leasing	0.1%
Educational Services	0.1%
Energy	0.1%
Consumer Defensive	0.0%
Arts, Entertainment, and Recreation	0.0%
Industrials	0.0%
Finance	0.0%
Healthcare	0.0%
Other	2.8%

Countries

United States	96.9%
Ireland	2.1%
United Kingdom	0.5%
Switzerland	0.3%
Bermuda	0.1%
Other	0.1%
Sweden	0.1%
Canada	0.0%
Netherlands	0.0%
Cayman Islands	0.0%
Denmark	0.0%
Brazil	0.0%
Luxembourg	0.0%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

Apple Inc

AAPL - Manufacturing

Market Cap $4.88T

P/E Ratio 37.9

Dividends 0.3%

Total Investment $406.33M

Weight 8.57%

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NVIDIA Corp

NVDA - Manufacturing

Market Cap $5.29T

P/E Ratio 27.5

Dividends 0.2%

Total Investment $239.33M

Weight 5.05%

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Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.1T

P/E Ratio 16.7

Dividends 0.3%

Total Investment $207.9M

Weight 4.38%

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Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.1T

P/E Ratio 16.7

Dividends 0.3%

Total Investment $167.54M

Weight 3.53%

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Microsoft Corporation

MSFT - Information

Market Cap $3.68T

P/E Ratio 27.5

Dividends 0.7%

Total Investment $148.89M

Weight 3.14%

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Qualcomm, Inc.

QCOM - Manufacturing

Market Cap $191.07B

P/E Ratio 20.7

Dividends 2.0%

Total Investment $130.58M

Weight 2.75%

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Visa Inc - Ordinary Shares - Class A

V - Information

Market Cap $691.65B

P/E Ratio 31.5

Dividends 0.7%

Total Investment $122.88M

Weight 2.59%

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Micron Technology Inc.

MU - Manufacturing

Market Cap $1.1T

P/E Ratio 21.8

Dividends 0.1%

Total Investment $112.19M

Weight 2.37%

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Lam Research Corp.

LRCX - Manufacturing

Market Cap $372.94B

P/E Ratio 51.5

Dividends 0.3%

Total Investment $102.87M

Weight 2.17%

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Chevron Corp.

CVX - Manufacturing

Market Cap $426.22B

P/E Ratio 20.4

Dividends 3.3%

Total Investment $90.53M

Weight 1.91%

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Meta Platforms Inc - Ordinary Shares - Class A

META - Information

Market Cap $1.65T

P/E Ratio 24.1

Dividends 0.3%

Total Investment $87.23M

Weight 1.84%

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Mckesson Corporation

MCK - Wholesale Trade

Market Cap $103.21B

P/E Ratio 23.5

Dividends 0.4%

Total Investment $85.73M

Weight 1.81%

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Mastercard Incorporated - Ordinary Shares - Class A

MA - Information

Market Cap $499.2B

P/E Ratio 31.3

Dividends 0.6%

Total Investment $83.66M

Weight 1.76%

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Altria Group Inc.

MO - Manufacturing

Market Cap $115.17B

P/E Ratio 14.6

Dividends 6.1%

Total Investment $81.69M

Weight 1.72%

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Amazon.com Inc.

AMZN - Retail Trade

Market Cap $2.76T

P/E Ratio 20.4

Dividends 0.0%

Total Investment $78.29M

Weight 1.65%

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Berkshire Hathaway Inc. - Ordinary Shares - Class A

BRK.A - Management of Companies and Enterprises

Market Cap

P/E Ratio

Dividends

Total Investment $73.23M

Weight 1.54%

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Costco Wholesale Corp

COST - Retail Trade

Market Cap $401.25B

P/E Ratio 45.4

Dividends 0.6%

Total Investment $63.73M

Weight 1.34%

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Applied Materials Inc.

AMAT - Manufacturing

Market Cap $362.43B

P/E Ratio 39.1

Dividends 0.4%

Total Investment $56.52M

Weight 1.19%

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Booking Holdings Inc

BKNG - Manufacturing

Market Cap $134.77B

P/E Ratio 19.2

Dividends 0.9%

Total Investment $53.96M

Weight 1.14%

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TJX Companies, Inc.

TJX - Retail Trade

Market Cap $139.23B

P/E Ratio 23.3

Dividends 1.4%

Total Investment $52.45M

Weight 1.11%

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Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

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Average metrics of all companies in portfolio

Sectors

Countries