OMFL Performance — Invesco Russell 1000 Dynamic Multifactor ETF
Data updated: 2026-07-28
OMFL returned +12.39% year to date and +22.71% over one year to May 2026. Annualised returns are +15.17% over 3 years and +9.29% over 5 years. Against its US Large Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $153, against $165 for the category, and to $123 over one year, against $122. Volatility over the past three years was 14.47% a year. In the 12 months to May 2026 the fund lost a net $990.4M, and assets reached $4.74B.
OMFL Growth of $100
What $100 invested in Invesco Russell 1000 Dynamic Multifactor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | OMFL | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $123 | $122 |
| 3 years (Jun 2023 – May 2026) | $153 | $165 |
| 5 years (Jun 2021 – May 2026) | $156 | $164 |
| Since data start (Sep 2019 – May 2026) | $253 | $229 |
OMFL Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +12.39% |
| 1 year | +22.71% |
| 3 years (annualised) | +15.17% |
| 5 years (annualised) | +9.29% |
OMFL Annual Returns
Calendar-year total returns of Invesco Russell 1000 Dynamic Multifactor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +12.39% |
| 2025 | +13.65% |
| 2024 | +6.87% |
| 2023 | +21.44% |
| 2022 | −13.85% |
| 2021 | +28.93% |
| 2020 | +20.77% |
| 2019 (Sep–Dec) | +13.64% |
OMFL Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.7% | +0.3% | −4.3% | +9.4% | +4.1% | — | — | — | — | — | — | — |
| 2025 | +3.9% | −0.1% | −5.1% | +0.6% | +5.1% | +2.8% | +0.7% | +1.8% | +1.9% | −0.2% | +0.7% | +1.1% |
| 2024 | −2.8% | +4.4% | +6.5% | −6.1% | +4.3% | −2.5% | −3.9% | +3.5% | +1.6% | −0.8% | +5.7% | −2.2% |
| 2023 | +10.3% | −2.9% | +1.6% | +2.8% | −2.9% | +5.9% | +3.3% | −3.2% | −6.0% | −4.3% | +9.6% | +7.1% |
| 2022 | −5.9% | −4.0% | +4.2% | −4.9% | +1.5% | −9.9% | +5.8% | −3.2% | −7.1% | +9.9% | +5.4% | −4.6% |
| 2021 | +2.2% | +4.3% | +4.4% | +5.2% | +0.9% | +0.2% | +0.1% | +3.1% | −3.8% | +5.7% | −2.5% | +6.4% |
| 2020 | −5.0% | −7.6% | −11.1% | +13.4% | +6.5% | −5.0% | +2.3% | +5.9% | −3.6% | +1.7% | +19.7% | +6.0% |
| 2019 | — | — | — | — | — | — | — | — | +4.6% | +0.7% | +4.1% | +3.6% |
OMFL Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 14.47%
- 3-year Sharpe ratio: 0.74 (vs 4.5% risk-free rate)
- Best month: +9.62% (Nov 2023)
- Worst month: −6.14% (Apr 2024)
OMFL Fund Flows
Monthly money in and out of Invesco Russell 1000 Dynamic Multifactor ETF, from SEC Form N-PORT.
- 12-month net flow: −$990.4M
- 12-month gross sales (incl. reinvestments): $2.8B
- Sales ÷ redemptions: 0.74×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $12.0M | $15.7M | −$3.7M |
| Apr 2026 | $1.2B | $1.3B | −$28.5M |
| Mar 2026 | $48.3M | $90.2M | −$41.9M |
| Feb 2026 | $0 | $220.3M | −$220.3M |
| Jan 2026 | $0 | $132.0M | −$132.0M |
| Dec 2025 | $0 | $287.6M | −$287.6M |
| Nov 2025 | $1.4B | $1.5B | −$50.0M |
| Oct 2025 | $0 | $96.4M | −$96.4M |
| Sep 2025 | −$16K | $53.7M | −$53.7M |
| Aug 2025 | $0 | $50.4M | −$50.4M |
| Jul 2025 | $2.3M | $51.7M | −$49.3M |
| Jun 2025 | $36.8M | $13.5M | $23.3M |
OMFL Assets Under Management
Net assets of Invesco Russell 1000 Dynamic Multifactor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $4.74B |
| 2026-02-28 | $4.43B |
| 2025-11-30 | $4.88B |
| 2025-08-31 | $4.98B |
| 2025-05-31 | $4.80B |
| 2025-02-28 | $4.91B |
| 2024-11-30 | $5.30B |
| 2024-08-31 | $5.33B |
| 2024-05-31 | $6.27B |
| 2024-02-29 | $5.98B |
| 2023-11-30 | $4.96B |
| 2023-08-31 | $4.77B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.