Invesco Russell 2000(R) Dynamic Multifactor ETF (OMFS)

Key Metrics

TER 0.39% per year

Distribution policy Distributing

Fund size USD 283 M

Inception date November 8, 2017

Holdings 1,107

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: Aug 01, 2026

1 Year +31.6% +1.1% Div

3 Years (avg.) +11.1% +1.1% Div

5 Years (avg.) +5.8% +1.1% Div

Risk & Analysis Metrics

Last updated: Aug 01, 2026

Volatility

16.59% 1 Year

19.76% 3 Years

20.85% 5 Years

25.98% 10 Years

Max Drawdown

-9.40% 1 Year

-22.82% 3 Years

-30.33% 5 Years

-43.03% 10 Years

Sharpe Ratio

1.31 1 Year

0.39 3 Years

0.16 5 Years

0.33 10 Years

Return Triangle (Heatmap)

Last updated: Aug 01, 2026

	2019	2020	2021	2022	2023	2024	2025
2019	9.7%	11.8%	17.4%	7.0%	8.3%	7.3%	8.0%
2020		13.9%	21.4%	6.2%	7.9%	6.9%	7.8%
2021			29.5%	2.5%	6.0%	5.2%	6.6%
2022				-18.9%	-4.1%	-1.9%	1.5%
2023					13.4%	7.9%	9.4%
2024						2.7%	7.5%
2025							12.4%

Distributions

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

Profit Margin Distribution

< 0%

14%

1y 3y N/A N/A

0 - 5%

12%

1y 3y N/A N/A

5 - 10%

17%

1y 3y N/A N/A

10 - 15%

15%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

12%

1y 3y N/A N/A

30 - 40%

10%

1y 3y N/A N/A

> 40%

12%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

13%

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

14%

1y 3y N/A N/A

15 - 20

10%

1y 3y N/A N/A

20 - 25

10%

1y 3y N/A N/A

25 - 35

16%

1y 3y N/A N/A

35 - 50

13%

1y 3y N/A N/A

> 50

15%

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

1.0%

1y 3y N/A N/A

Small Cap

20.2%

1y 3y N/A N/A

Mid Cap

67.4%

1y 3y N/A N/A

Large Cap

11.4%

1y 3y N/A N/A

Mega Cap

0.0%

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: Aug 02, 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.	$3.3B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.04%	2.01%
Beta Indicates the relationship between the price performance of a share and the market.	1.08	-
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.	29.61	30.76
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	-39.11	-
Profitable Companies	76%	-
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.	23.83	9.33
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	3.13	7.93
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	3.24	10.19

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	11.77	18.56
Enterprise Value to Revenue Enterprise value divided by revenue	4.15	7.93
Total Debt to Enterprise Value Total debt divided by enterprise value	0.25	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.	1.01	0.29
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	7.02%	21.90%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	-4.8%	-116.0%
Return on Equity Equity divided by market cap.	7.98%	2.81%
Return on Assets Indicates a company's profitability in relation to its total assets.	1.88%	4.15%
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.	4.88%	3.82%

Sectors

Finance and Insurance	27.8%
Manufacturing	25.6%
Construction	6.1%
Real Estate and Rental and Leasing	5.1%
Information	3.7%
Professional, Scientific, and Technical Services	2.5%
Retail Trade	2.4%
Mining, Quarrying, and Oil and Gas Extraction	2.3%
Transportation and Warehousing	1.9%
Educational Services	1.8%
Utilities	1.4%
Accommodation and Food Services	1.2%
Health Care and Social Assistance	1.2%
Arts, Entertainment, and Recreation	0.8%
Wholesale Trade	0.5%
Energy	0.4%
Agriculture, Forestry, Fishing and Hunting	0.4%
Transportation	0.3%
Administrative and Support and Waste Management and Remediation Services	0.3%
Finance	0.3%
Real Estate	0.3%
Energy Minerals	0.2%
Financial Services	0.1%
Technology	0.1%
Industrials	0.1%
Healthcare	0.1%
Management of Companies and Enterprises	0.1%
Consumer Defensive	0.0%
Industrial Services	0.0%
Consumer Cyclical	0.0%
Basic Materials	0.0%
Other Services (except Public Administration)	0.0%
Other	13.1%

Countries

United States	91.7%
Bermuda	1.9%
Switzerland	1.2%
Ireland	0.8%
Singapore	0.8%
Other	0.7%
Guernsey	0.6%
Canada	0.5%
Bahamas	0.4%
Puerto Rico	0.3%
United Kingdom	0.2%
France	0.2%
Uruguay	0.2%
Monaco	0.1%
Cayman Islands	0.1%
Panama	0.1%
Brazil	0.0%
Israel	0.0%
Japan	0.0%
Other	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

Sterling Infrastructure Inc

STRL - Construction

Market Cap $18.31B

P/E Ratio 52.7

Dividends 0.0%

Total Investment $5.26M

Weight 1.86%

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Argan, Inc.

AGX - Construction

Market Cap $8B

P/E Ratio 49.0

Dividends 0.4%

Total Investment $4.44M

Weight 1.57%

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Planet Labs PBC - Ordinary Shares - Class A

PL - Manufacturing

Market Cap $6.82B

P/E Ratio -17.9

Dividends 0.0%

Total Investment $4.43M

Weight 1.56%

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Arrowhead Pharmaceuticals Inc.

ARWR - Manufacturing

Market Cap $11.92B

P/E Ratio -39.6

Dividends 0.0%

Total Investment $3.98M

Weight 1.41%

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Rambus Inc.

RMBS - Manufacturing

Market Cap $9.87B

P/E Ratio 41.0

Dividends 0.0%

Total Investment $3.79M

Weight 1.34%

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CareTrust REIT Inc

CTRE - Real Estate and Rental and Leasing

Market Cap $9.91B

P/E Ratio 26.7

Dividends 3.5%

Total Investment $3.43M

Weight 1.21%

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Credo Technology Group Holding Ltd

CRDO

Market Cap $38.6B

P/E Ratio 79.0

Dividends 0.0%

Total Investment $3.29M

Weight 1.16%

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FirstCash Holdings Inc

FCFS - Finance and Insurance

Market Cap $8.85B

P/E Ratio 23.2

Dividends 0.8%

Total Investment $3.14M

Weight 1.11%

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Laureate Education Inc

LAUR - Educational Services

Market Cap $5.36B

P/E Ratio 30.9

Dividends 0.0%

Total Investment $3.13M

Weight 1.10%

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Clear Secure Inc - Ordinary Shares Class A

YOU - Information

Market Cap $5.56B

P/E Ratio 43.5

Dividends 1.4%

Total Investment $2.96M

Weight 1.05%

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Interdigital Inc

IDCC - Real Estate and Rental and Leasing

Market Cap $7.88B

P/E Ratio 26.0

Dividends 0.9%

Total Investment $2.91M

Weight 1.03%

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Protagonist Therapeutics Inc

PTGX - Manufacturing

Market Cap $8.79B

P/E Ratio -75.8

Dividends 0.0%

Total Investment $2.46M

Weight 0.87%

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Watts Water Technologies, Inc. - Ordinary Shares - Class A

WTS - Manufacturing

Market Cap $11.55B

P/E Ratio 31.6

Dividends 0.6%

Total Investment $2.41M

Weight 0.85%

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Progyny Inc

PGNY

Market Cap $2.44B

P/E Ratio 38.4

Dividends 0.0%

Total Investment $2.38M

Weight 0.84%

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BrightSphere Investment Group Inc

BSIG - Finance and Insurance

Market Cap $982.95M

P/E Ratio 30.5

Dividends 0.3%

Total Investment $2.11M

Weight 0.75%

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Outfront Media Inc

OUT - Finance and Insurance

Market Cap $5.61B

P/E Ratio 29.5

Dividends 3.8%

Total Investment $1.96M

Weight 0.69%

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Tutor Perini Corp

TPC - Construction

Market Cap $4.42B

P/E Ratio 56.3

Dividends 0.2%

Total Investment $1.94M

Weight 0.68%

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Essent Group Ltd

ESNT - Finance and Insurance

Market Cap $6.08B

P/E Ratio 9.3

Dividends 2.0%

Total Investment $1.87M

Weight 0.66%

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Krystal Biotech Inc

KRYS - Manufacturing

Market Cap $10.06B

P/E Ratio 44.0

Dividends 0.0%

Total Investment $1.86M

Weight 0.66%

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FormFactor Inc.

FORM - Manufacturing

Market Cap $8.28B

P/E Ratio 71.8

Dividends 0.0%

Total Investment $1.83M

Weight 0.65%

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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