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

Key Metrics

TER 0.39% per year

Distribution policy Distributing

Fund size USD 276 M

Inception date November 8, 2017

Holdings 1,676

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: Jul 01, 2026

1 Year +31.8% +1.1% Div

3 Years (avg.) +13.8% +1.1% Div

5 Years (avg.) +5.0% +1.1% Div

Risk & Analysis Metrics

Last updated: Jul 01, 2026

Volatility

16.83% 1 Year

19.88% 3 Years

21.09% 5 Years

26.11% 10 Years

Max Drawdown

-9.40% 1 Year

-22.82% 3 Years

-30.33% 5 Years

-43.03% 10 Years

Sharpe Ratio

1.30 1 Year

0.50 3 Years

0.13 5 Years

0.34 10 Years

Return Triangle (Heatmap)

Last updated: Jul 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: Jul 01, 2026

Profit Margin Distribution

< 0%

23%

1y 3y N/A N/A

0 - 5%

23%

1y 3y N/A N/A

5 - 10%

18%

1y 3y N/A N/A

10 - 15%

10%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

24%

1y 3y N/A N/A

0 - 10

10%

1y 3y N/A N/A

10 - 15

16%

1y 3y N/A N/A

15 - 20

13%

1y 3y N/A N/A

20 - 25

1y 3y N/A N/A

25 - 35

1y 3y N/A N/A

35 - 50

1y 3y N/A N/A

> 50

12%

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

2.8%

1y 3y N/A N/A

Small Cap

37.3%

1y 3y N/A N/A

Mid Cap

55.8%

1y 3y N/A N/A

Large Cap

4.2%

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: Jun 28, 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.	$3.43B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.03%	2.01%
Beta Indicates the relationship between the price performance of a share and the market.	1.1	-
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.	30.72	28.61
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	-40.96	-
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.	24.39	18.04
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	3.4	8.09
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	3.44	10.18

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	13.69	20.33
Enterprise Value to Revenue Enterprise value divided by revenue	4.74	7.98
Total Debt to Enterprise Value Total debt divided by enterprise value	0.24	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.	1.04	0.27
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	6.99%	20.81%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	-1.9%	-118.0%
Return on Equity Equity divided by market cap.	7.89%	2.67%
Return on Assets Indicates a company's profitability in relation to its total assets.	1.82%	4.17%
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.	4.33%	3.72%

Sectors

Manufacturing	30.9%
Finance and Insurance	19.6%
Mining, Quarrying, and Oil and Gas Extraction	5.6%
Information	5.1%
Retail Trade	3.7%
Professional, Scientific, and Technical Services	3.7%
Transportation and Warehousing	3.4%
Construction	2.8%
Utilities	2.4%
Real Estate and Rental and Leasing	2.3%
Wholesale Trade	2.0%
Health Care and Social Assistance	1.1%
Administrative and Support and Waste Management and Remediation Services	1.1%
Educational Services	1.0%
Accommodation and Food Services	0.8%
Arts, Entertainment, and Recreation	0.7%
Healthcare	0.4%
Financial Services	0.3%
Energy	0.3%
Industrial Services	0.3%
Transportation	0.3%
Agriculture, Forestry, Fishing and Hunting	0.3%
Finance	0.2%
Real Estate	0.2%
Industrials	0.2%
Technology	0.2%
Other Services (except Public Administration)	0.2%
Basic Materials	0.1%
Management of Companies and Enterprises	0.1%
Energy Minerals	0.1%
Consumer Cyclical	0.1%
Consumer Defensive	0.0%
Consumer Services	0.0%
Other	10.4%

Countries

United States	92.3%
Bermuda	2.7%
Cayman Islands	2.0%
United Kingdom	1.0%
Monaco	0.4%
Puerto Rico	0.3%
Other	0.3%
Canada	0.3%
Ireland	0.2%
Panama	0.2%
Bahamas	0.1%
France	0.0%
Switzerland	0.0%
Brazil	0.0%
Colombia	0.0%
Luxembourg	0.0%
Italy	0.0%
Belgium	0.0%
Israel	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

$Terex Corp.$

Terex Corp.

TEX - Manufacturing

Market Cap $5.26B

P/E Ratio 42.5

Dividends 0.9%

Total Investment $1.28M

Weight 0.47%

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Dana Inc

DAN - Manufacturing

Market Cap $3.51B

P/E Ratio -20.7

Dividends 1.6%

Total Investment $1.18M

Weight 0.43%

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Compass Inc - Ordinary Shares - Class A

COMP - Professional, Scientific, and Technical Services

Market Cap $6.93B

P/E Ratio 655.2

Dividends 0.0%

Total Investment $1.07M

Weight 0.39%

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Constellium SE - Ordinary Shares - Class A

CSTM - Manufacturing

Market Cap $4.33B

P/E Ratio 10.0

Dividends 0.0%

Total Investment $959.91K

Weight 0.35%

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Herbalife Ltd

HLF - Manufacturing

Market Cap $1.3B

P/E Ratio 5.4

Dividends 0.0%

Total Investment $952.26K

Weight 0.35%

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Praxis Precision Medicines Inc

PRAX - Manufacturing

Market Cap $6.93B

P/E Ratio -24.5

Dividends 0.0%

Total Investment $813.25K

Weight 0.30%

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Peabody Energy Corp. - Ordinary Shares New

BTU - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $2.86B

P/E Ratio -23.7

Dividends 1.3%

Total Investment $763.17K

Weight 0.28%

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Viasat, Inc.

VSAT - Manufacturing

Market Cap $8.46B

P/E Ratio -199.8

Dividends 0.0%

Total Investment $757.57K

Weight 0.27%

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International Seaways Inc

INSW - Transportation

Market Cap $3.94B

P/E Ratio 7.2

Dividends 10.5%

Total Investment $754.54K

Weight 0.27%

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Delek US Holdings Inc

DK - Manufacturing

Market Cap $2.93B

P/E Ratio -55.0

Dividends 2.1%

Total Investment $741.93K

Weight 0.27%

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ACM Research Inc - Ordinary Shares - Class A

ACMR - Manufacturing

Market Cap $6.7B

P/E Ratio 74.1

Dividends 0.0%

Total Investment $741.38K

Weight 0.27%

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Par Pacific Holdings Inc

PARR - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $2.74B

P/E Ratio 6.0

Dividends 0.0%

Total Investment $739.77K

Weight 0.27%

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StoneX Group Inc

SNEX - Finance and Insurance

Market Cap $10.73B

P/E Ratio 22.8

Dividends 0.0%

Total Investment $724.46K

Weight 0.26%

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Scorpio Tankers Inc

STNG - Transportation and Warehousing

Market Cap $3.61B

P/E Ratio 6.8

Dividends 2.4%

Total Investment $709.74K

Weight 0.26%

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Andersons Inc.

ANDE - Wholesale Trade

Market Cap $2.42B

P/E Ratio 18.8

Dividends 1.1%

Total Investment $705.65K

Weight 0.26%

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Liberty Energy Inc - Ordinary Shares - Class A

LBRT - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $4.38B

P/E Ratio 28.7

Dividends 1.3%

Total Investment $688.79K

Weight 0.25%

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Teekay Tankers Ltd - Ordinary Shares - Class A

TNK - Transportation and Warehousing

Market Cap $2.36B

P/E Ratio 5.5

Dividends 2.9%

Total Investment $673.28K

Weight 0.24%

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Valaris Ltd

VAL

Market Cap $5.29B

P/E Ratio 5.3

Dividends 0.0%

Total Investment $671.05K

Weight 0.24%

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Garrett Motion Inc - Ordinary Shares - New

GTX - Manufacturing

Market Cap $6.57B

P/E Ratio 19.9

Dividends 0.9%

Total Investment $666.28K

Weight 0.24%

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United Natural Foods Inc.

UNFI - Wholesale Trade

Market Cap $2.97B

P/E Ratio -78.5

Dividends 0.0%

Total Investment $649.19K

Weight 0.24%

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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

Latest News

Constellium (CSTM) Q2 Earnings Beat Estimates

Constellium's Muscle Shoals facility receives Department of Defense grant to increase casting capacity

Constellium Reports Second Quarter and First Half 2024 Results

Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

Terex Corp.

Terex Corp.

Dana Inc

Dana Inc

Compass Inc - Ordinary Shares - Class A

Compass Inc - Ordinary Shares - Class A

Constellium SE - Ordinary Shares - Class A

Constellium SE - Ordinary Shares - Class A

Herbalife Ltd

Herbalife Ltd

Praxis Precision Medicines Inc

Praxis Precision Medicines Inc

Peabody Energy Corp. - Ordinary Shares New

Peabody Energy Corp. - Ordinary Shares New

Viasat, Inc.

Viasat, Inc.

International Seaways Inc

International Seaways Inc

Delek US Holdings Inc

Delek US Holdings Inc

ACM Research Inc - Ordinary Shares - Class A

ACM Research Inc - Ordinary Shares - Class A

Par Pacific Holdings Inc

Par Pacific Holdings Inc

StoneX Group Inc

StoneX Group Inc

Scorpio Tankers Inc

Scorpio Tankers Inc

Andersons Inc.

Andersons Inc.

Liberty Energy Inc - Ordinary Shares - Class A

Liberty Energy Inc - Ordinary Shares - Class A

Teekay Tankers Ltd - Ordinary Shares - Class A

Teekay Tankers Ltd - Ordinary Shares - Class A

Valaris Ltd

Valaris Ltd

Garrett Motion Inc - Ordinary Shares - New

Garrett Motion Inc - Ordinary Shares - New

United Natural Foods Inc.

United Natural Foods Inc.

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