OMFLInvesco Russell 1000 Dynamic Multifactor ETF
Tracks the investment results of the Russell 1000 Invesco Dynamic Multifactor Index.
By Invesco · Launched 2017
Annual Cost
0.29%
#1,333 of 6,040 · low cost
Fund Size
$4.8B
#470 of 6,040 · large
Return (1Y)
+17.4%
Track Record
8 years
#1,647 of 6,040 · established
Performance
Total-return NAV · USDGrowth of $10,000
$11,724+17.2%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundAsset class
AlternativeRegion
North americaStrategy
Systematic alpha
Index tracked
Russell 1000 Dynamic Multifactor Index
Holdings
By weightConcentration
Top 10 holdings = 29.6% of funddiversified
NVIDIA Corp.
5.7%
Apple Inc.
4.1%
Invesco Private Prime Fund
3.7%
Meta Platforms, Inc.
3.3%
Microsoft Corp.
2.9%
Amazon.com, Inc.
2.5%
Micron Technology, Inc.
2.4%
Invesco Private Government Fund
1.8%
Alphabet Inc.
1.8%
Alphabet Inc.
1.4%
Asset allocation
Stocks
100.0%
Cash
0.1%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
12.6%Moderate
Year-on-year price swings
Max drawdown
-34.2%Severe
Worst peak-to-trough loss
Sharpe (3Y)
0.75Decent risk-adjusted returns
Sortino (3Y)
1.08Good downside protection
Listing
- Exchange
- Cboe BZX
Full fund details
- Objective
- Tracks the investment results of the Russell 1000 Invesco Dynamic Multifactor Index.
- Strategy
- Invests primarily in U.S. equity securities, utilizing a full replication methodology to track the Russell 1000 Invesco Dynamic Multifactor Index. Emphasizes factors such as low volatility, momentum, quality, size, and value, targeting different configurations based on the economic cycle.
- Inception date
- November 8, 2017
- Fund family
- Invesco
Similar funds
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Data updated on 2026-09-18