Invesco Russell 1000 Dynamic Multifactor ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
OMFL tracks an index of US large-cap stocks selected by a combination of five investment factors, which are weighted based on current macroeconomic conditions. |
Category | US Equities |
Fund Sponsor | Invesco |
Website | www.invesco.com |
Inception date | Nov 08, 2017 |
Assets (mns) | $1,362 |
Currency | USD |
Expense ratio | 29 bp |
Distributions | Quarterly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Multi-Factor |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 774 |
Wgt avg mkt cap (mns) | $10,252 |
Large cap (>$10bn) | 39.5% |
Mid cap ($2-10bn) | 59.5% |
Small cap (<$2bn) | 0.5% |
Developed mkts | 99.9% |
Emerging mkts | 0.1% |
DELL TECHNOLOGIES INC CLASS V | 0.9 % |
IAC/INTERACTIVECORP. | 0.7 % |
MOLINA HEALTHCARE INC | 0.7 % |
BEST BUY CO INC | 0.7 % |
WHIRLPOOL CORP | 0.7 % |
UNITED RENTALS INC | 0.6 % |
MCKESSON CORP | 0.6 % |
DR HORTON INC | 0.6 % |
QUANTA SERVICES INC | 0.6 % |
PROGRESSIVE CORP | 0.6 % | Total | 6.6 % |
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UNITED STATES | 95.0 % |
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IRELAND | 1.9 % |
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BRITAIN | 1.3 % |
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BERMUDA | 0.7 % |
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LUXEMBOURG | 0.3 % |
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SWITZERLAND | 0.2 % |
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CHINA | 0.2 % |
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BRAZIL | 0.1 % |
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NETHERLANDS | 0.1 % |
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CAYMAN ISLANDS | 0.1 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
20.9% | 20.9% | -- | -- | 17.2% |
versus... | Beta | R-squared |
S&P500 | 1.00 | 82% |
MSCI EAFE | 0.97 | 76% |
MSCI Emg. Mkts. | 0.71 | 52% |
Recent close | $42.41 |
30d moving avg. | $40.46 |
Annualized volatility | 20.7% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 64 |
Avg. volume (thou.) | 149 |
Turnover | 0.5% |
Bid/Ask (% of price) | 0.10% |
ADV underlying (mns) | $34,185 |
FINDING ALTERNATIVE FUNDS
Below is a list of 97 potential alternatives to the Invesco Russell 1000 Dynamic Multifactor ETF ETF based on the alternatives' overlap in portfolio holdings with OMFL. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | OMFL | Expense: | 29 bp | ALTAR Score™: | 7.2% |
Ticker | Fund Name |
Overlap1 vs OMFL (%) |
Expense ratio (bp) |
Savings vs OMFL (bp) |
ALTAR Score™ (%) |
ALTAR vs OMFL (%) |
ONEO | SPDR Russell 1000 Momentum Focus ETF | 75.2 | 20 | 9 | 5.6 | -1.7 |
DEUS | Xtrackers Russell 1000 Comprehensive Factor ETF | 67.0 | 17 | 12 | 5.6 | -1.6 |
IWR | iShares Russell Midcap ETF | 58.8 | 19 | 10 | 4.7 | -2.5 |
SIZE | iShares MSCI USA Size Factor ETF | 57.2 | 15 | 14 | 5.1 | -2.1 |
EUSA | iShares MSCI USA Equal Weighted ETF | 57.1 | 15 | 14 | 5.1 | -2.1 |
CFO | VictoryShares US 500 Enhanced Volatility Weighted Index ETF | 56.3 | 35 | -6 | 5.1 | -2.2 |
CFA | VictoryShares US 500 Volatility Weighted Index ETF | 56.1 | 35 | -6 | 5.0 | -2.2 |
JHMM | John Hancock Multifactor Mid Cap ETF | 55.9 | 42 | -13 | 4.7 | -2.6 |
USEQ | Invesco Russell 1000 Enhanced Equal Weight ETF | 55.6 | 29 | 0 | 6.0 | -1.2 |
GSEW | Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 53.7 | 9 | 20 | 5.0 | -2.3 |
BKMC | BNY Mellon US Mid Cap Core Equity ETF | 52.0 | 4 | 25 | 4.9 | -2.4 |
EQAL | Invesco Russell 1000 Equal Weight ETF | 50.4 | 20 | 9 | 5.0 | -2.2 |
RSP | Invesco S&P 500 Equal Weight ETF | 48.7 | 20 | 9 | 5.6 | -1.6 |
JHML | John Hancock Multifactor Large Cap ETF | 48.0 | 29 | 0 | 4.9 | -2.4 |
FEX | First Trust Large Cap Core AlphaDEX Fund | 46.1 | 60 | -31 | 4.7 | -2.6 |
DYNF | BlackRock U.S. Equity Factor Rotation ETF | 45.2 | 30 | -1 | 5.2 | -2.0 |
IWS | iShares Russell Mid-Cap Value ETF | 44.8 | 24 | 5 | 5.9 | -1.3 |
TPLC | Timothy Plan US Large Cap Core ETF | 44.8 | 52 | -23 | 4.4 | -2.8 |
TUSA | First Trust Total US Market AlphaDEX ETF | 44.0 | 70 | -41 | 4.8 | -2.5 |
JPME | JPMorgan Diversified Return U.S. Mid Cap Equity ETF | 43.9 | 24 | 5 | 5.4 | -1.8 |
ONEV | SPDR Russell 1000 Low Volatility Focus ETF | 42.9 | 20 | 9 | 6.2 | -1.1 |
ESGV | Vanguard ESG U.S. Stock ETF | 42.5 | 12 | 17 | 4.5 | -2.8 |
USLB | Invesco Russell 1000 Low Beta Equal Weight ETF | 41.8 | 35 | -6 | 5.1 | -2.2 |
JPUS | JPMorgan Diversified Return U.S. Equity ETF | 40.2 | 18 | 11 | 5.6 | -1.6 |
RVRS | Reverse Cap Weighted U.S. Large Cap ETF | 39.7 | 29 | 0 | 6.1 | -1.1 |
VO | Vanguard Mid-Cap Index Fund | 39.6 | 4 | 25 | 4.5 | -2.7 |
AVUS | Avantis U.S. Equity ETF | 39.3 | 15 | 14 | 4.8 | -2.4 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 38.7 | 9 | 20 | 4.8 | -2.4 |
VONV | Vanguard Russell 1000 Value Index Fund | 38.3 | 8 | 21 | 6.1 | -1.1 |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 37.3 | 30 | -1 | 5.0 | -2.2 |
IWD | iShares Russell 1000 Value ETF | 37.1 | 19 | 10 | 6.0 | -1.2 |
DFAU | Dimensional US Core Equity Market ETF | 36.8 | 12 | 17 | 4.7 | -2.6 |
IWB | iShares Russell 1000 ETF | 36.7 | 15 | 14 | 4.5 | -2.8 |
RNLC | Large Cap US Equity Select ETF | 36.5 | 60 | -31 | 5.2 | -2.0 |
JMOM | JPMorgan U.S. Momentum Factor ETF | 36.3 | 12 | 17 | 3.0 | -4.3 |
IYY | iShares Dow Jones U.S. ETF | 36.0 | 20 | 9 | 4.4 | -2.8 |
VTHR | Vanguard Russell 3000 Index Fund | 35.9 | 10 | 19 | 4.4 | -2.9 |
ROUS | Hartford Multifactor US Equity ETF | 35.8 | 19 | 10 | 5.9 | -1.4 |
PQLC | PGIM QMA Strategic Alpha Large-Cap Core ETF | 35.8 | 17 | 12 | 6.1 | -1.2 |
SCHK | Schwab 1000 Index ETF | 35.5 | 5 | 24 | 4.6 | -2.7 |
SCHM | Schwab U.S. Mid-Cap ETF | 35.3 | 4 | 25 | 5.0 | -2.3 |
SCHX | Schwab U.S. Large-Cap ETF | 35.2 | 3 | 26 | 4.6 | -2.7 |
ULVM | VictoryShares USAA MSCI USA Value Momentum ETF | 35.0 | 20 | 9 | 6.6 | -0.6 |
IWV | iShares Russell 3000 ETF | 35.0 | 20 | 9 | 4.3 | -3.0 |
SCHB | Schwab U.S. Broad Market ETF | 34.7 | 3 | 26 | 4.5 | -2.8 |
ITOT | iShares Core S&P Total U.S. Stock Market ETF | 34.6 | 3 | 26 | 4.4 | -2.8 |
STMB | iShares Factors US Mid Blend Style ETF | 34.6 | 30 | -1 | 4.9 | -2.3 |
VONE | Vanguard Russell 1000 ETF | 34.5 | 8 | 21 | 4.6 | -2.7 |
IWP | iShares Russell Mid-Cap Growth ETF | 34.5 | 24 | 5 | 2.6 | -4.6 |
FAD | First Trust Multi Cap Growth AlphaDEX Fund | 34.2 | 66 | -37 | 1.8 | -5.5 |
VTI | Vanguard Total Stock Market Index Fund | 34.0 | 3 | 26 | 4.4 | -2.8 |
PRF | Invesco FTSE RAFI US 1000 ETF | 33.9 | 39 | -10 | 5.8 | -1.5 |
PBUS | Invesco PureBeta MSCI USA ETF | 33.6 | 4 | 25 | 4.6 | -2.7 |
TILT | Flexshares Morningstar US Market Factors Tilt Index Fund | 33.5 | 25 | 4 | 4.9 | -2.4 |
SCHV | Schwab U.S. Large-Cap Value ETF | 33.2 | 4 | 25 | 6.1 | -1.2 |
SZNE | Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF | 33.1 | 60 | -31 | 4.6 | -2.6 |
FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 32.4 | 25 | 4 | 5.7 | -1.6 |
RESP | WisdomTree US ESG Fund of Benef Interest | 32.4 | 28 | 1 | 5.1 | -2.2 |
BFOR | Barron's 400 ETF | 32.2 | 65 | -36 | 5.5 | -1.7 |
BBUS | JP Morgan Betabuilders U.S. Equity ETF | 32.2 | 2 | 27 | 4.6 | -2.6 |
FNDX | Schwab Fundamental U.S. Large Co. Index ETF | 32.1 | 25 | 4 | 5.8 | -1.5 |
RBUS | Nationwide Risk-Based U.S. Equity ETF | 32.0 | 30 | -1 | 4.6 | -2.7 |
IUS | Invesco Strategic US ETF | 31.9 | 19 | 10 | 5.5 | -1.8 |
AFLG | First Trust Active Factor Large Cap ETF | 31.8 | 55 | -26 | 4.7 | -2.6 |
VFMF | Vanguard U.S. Multifactor ETF | 31.7 | 19 | 10 | 6.1 | -1.2 |
VV | Vanguard Large-Cap Index Fund | 31.4 | 4 | 25 | 4.6 | -2.7 |
VLU | SPDR S&P 1500 Value Tilt ETF | 31.4 | 12 | 17 | 6.1 | -1.1 |
SPTM | SPDR Portfolio Total Stock Market ETF | 31.3 | 3 | 26 | 4.8 | -2.4 |
EPS | WisdomTree U.S. Earnings 500 Fund | 31.2 | 8 | 21 | 5.9 | -1.3 |
GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 31.1 | 7 | 22 | 4.5 | -2.7 |
CATH | Global X S&P 500 Catholic Values Custom ETF | 30.9 | 29 | 0 | 4.6 | -2.7 |
VFMO | Vanguard U.S. Momentum Factor ETF | 30.9 | 13 | 16 | 1.4 | -5.9 |
USXF | iShares ESG Advanced MSCI USA ETF | 30.9 | 10 | 19 | 4.5 | -2.7 |
MMTM | SPDR S&P 1500 Momentum Tilt ETF | 30.7 | 12 | 17 | 4.0 | -3.2 |
JVAL | JPMorgan U.S. Value Factor ETF | 30.3 | 12 | 17 | 7.1 | -0.1 |
IUSV | iShares Core S&P U.S. Value ETF | 30.2 | 4 | 25 | 6.4 | -0.8 |
VOOV | Vanguard S&P 500 Value ETF | 30.1 | 10 | 19 | 6.6 | -0.6 |
FAB | First Trust Multi Cap Value AlphaDEX Fund | 30.0 | 71 | -42 | 7.5 | +0.3 |
PBP | Invesco S&P 500 BuyWrite ETF | 30.0 | 49 | -20 | 4.3 | -2.9 |
SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 29.9 | 20 | 9 | 4.8 | -2.5 |
QUS | SPDR MSCI USA StrategicFactors ETF | 29.9 | 15 | 14 | 5.3 | -2.0 |
RWL | Invesco S&P 500 Revenue ETF | 29.8 | 39 | -10 | 6.2 | -1.0 |
SMMD | iShares Russell 2500 ETF | 29.7 | 15 | 14 | 4.7 | -2.6 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 29.7 | 60 | -31 | 4.4 | -2.8 |
SPLG | SPDR Portfolio Large Cap ETF | 29.5 | 3 | 26 | 4.7 | -2.5 |
USMF | WisdomTree U.S. Multifactor Fund | 29.4 | 28 | 1 | 5.4 | -1.9 |
SPY | SPDR S&P 500 ETF Trust | 29.4 | 9 | 20 | 4.7 | -2.6 |
IVV | iShares Core S&P 500 ETF | 29.3 | 3 | 26 | 4.7 | -2.5 |
SFY | SoFi Select 500 ETF | 29.2 | 0 | 29 | 4.6 | -2.7 |
XVV | iShares ESG Screened S&P 500 ETF | 29.2 | 8 | 21 | 4.9 | -2.4 |
MXDU | Nationwide Maximum Diversification US Core Equity ETF | 29.1 | 34 | -5 | 4.3 | -3.0 |
SPXE | ProShares S&P 500 Ex-Energy ETF | 29.0 | 27 | 2 | 4.6 | -2.6 |
VOO | VANGUARD S&P 500 ETF | 28.9 | 3 | 26 | 4.8 | -2.4 |
VXF | Vanguard Extended Market Index Fund | 28.9 | 6 | 23 | 2.5 | -4.8 |
ESGU | iShares MSCI USA ESG Optimized ETF | 28.8 | 15 | 14 | 4.4 | -2.8 |
SPXT | ProShares S&P 500 Ex-Technology ETF | 28.6 | 27 | 2 | 4.9 | -2.4 |
VB | Vanguard Small-Cap ETF | 28.2 | 5 | 24 | 4.4 | -2.9 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2015 | 2016 | 2017 | 2018 | 2019 | 2020E | 2021E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2019 | 2020E | 2021E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
Invesco Russell 1000 Dynamic Multifactor ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
SPECULATIVE |
Deeply undervalued but risky. A rating of SPECULATIVE is assigned to ETFs with ALTAR Scores in the top quintile (the top 20%) of their category, indicating exceptional appreciation potential. However, often these are narrowly-focused funds or in industries with structural issues, which may also make them very risky. Nonetheless they may still be useful as part of a well-diversified portfolio. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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