OMFS Performance — Invesco Russell 2000 Dynamic Multifactor ETF
Data updated: 2026-07-30
OMFS returned +15.03% year to date and +30.41% over one year to May 2026. Annualised returns are +16.38% over 3 years and +5.97% over 5 years. The fund trailed its US Small Blend category average: $100 invested three years ago grew to $158, against $160 for the category, and to $130 over one year, against $132. Volatility over the past three years was 18.52% a year. In the 12 months to May 2026 the fund lost a net $16.9M, and assets reached $283.35M.
OMFS Growth of $100
What $100 invested in Invesco Russell 2000 Dynamic Multifactor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | OMFS | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $130 | $132 |
| 3 years (Jun 2023 – May 2026) | $158 | $160 |
| 5 years (Jun 2021 – May 2026) | $134 | $135 |
| Since data start (Sep 2019 – May 2026) | $218 | $206 |
OMFS Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +15.03% |
| 1 year | +30.41% |
| 3 years (annualised) | +16.38% |
| 5 years (annualised) | +5.97% |
OMFS Annual Returns
Calendar-year total returns of Invesco Russell 2000 Dynamic Multifactor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +15.03% |
| 2025 | +13.04% |
| 2024 | +3.97% |
| 2023 | +15.28% |
| 2022 | −17.30% |
| 2021 | +28.78% |
| 2020 | +14.69% |
| 2019 (Sep–Dec) | +14.47% |
OMFS 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 | +5.7% | +1.5% | −4.5% | +9.8% | +2.3% | — | — | — | — | — | — | — |
| 2025 | +3.1% | −3.0% | −4.1% | −1.4% | +5.5% | +2.1% | +0.5% | +6.9% | +2.2% | −1.0% | +1.9% | +0.2% |
| 2024 | −6.1% | +0.7% | +3.3% | −6.4% | +5.8% | −2.5% | +8.1% | 0.0% | +1.3% | −0.6% | +11.3% | −8.9% |
| 2023 | +9.9% | −1.3% | −5.0% | −2.2% | −2.0% | +7.8% | +5.4% | −5.0% | −6.0% | −5.1% | +8.4% | +11.7% |
| 2022 | −7.7% | −0.3% | +1.0% | −6.6% | +1.7% | −9.3% | +8.0% | −4.0% | −8.2% | +12.0% | +4.0% | −6.9% |
| 2021 | +9.1% | +6.2% | +3.2% | +1.8% | +2.0% | +1.6% | −4.5% | +2.5% | −2.0% | +5.3% | −2.1% | +3.1% |
| 2020 | −8.0% | −9.7% | −19.5% | +10.9% | +5.5% | +1.5% | +0.3% | +8.5% | −4.3% | +3.9% | +23.8% | +8.0% |
| 2019 | — | — | — | — | — | — | — | — | +5.4% | +1.0% | +3.3% | +4.1% |
OMFS Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 18.52%
- 3-year Sharpe ratio: 0.64 (vs 4.5% risk-free rate)
- Best month: +11.67% (Dec 2023)
- Worst month: −8.91% (Dec 2024)
OMFS Fund Flows
Monthly money in and out of Invesco Russell 2000 Dynamic Multifactor ETF, from SEC Form N-PORT.
- 12-month net flow: −$16.9M
- 12-month gross sales (incl. reinvestments): $156.8M
- Sales ÷ redemptions: 0.90×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $2.0M | $0 | $2.0M |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $12.0M | −$12.0M |
| Feb 2026 | $0 | $474K | −$474K |
| Jan 2026 | $0 | $3.3M | −$3.3M |
| Dec 2025 | $2.7M | $0 | $2.7M |
| Nov 2025 | $82.9M | $78.9M | $3.9M |
| Oct 2025 | $2.2M | $4.4M | −$2.2M |
| Sep 2025 | −$319K | $3.5M | −$3.8M |
| Aug 2025 | $2.9M | $0 | $2.9M |
| Jul 2025 | $0 | $5.7M | −$5.7M |
| Jun 2025 | $64.4M | $65.5M | −$1.1M |
OMFS Assets Under Management
Net assets of Invesco Russell 2000 Dynamic Multifactor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $283.35M |
| 2026-02-28 | $275.62M |
| 2025-11-30 | $257.86M |
| 2025-08-31 | $252.63M |
| 2025-05-31 | $233.34M |
| 2025-02-28 | $241.78M |
| 2024-11-30 | $269.87M |
| 2024-08-31 | $278.56M |
| 2024-05-31 | $336.18M |
| 2024-02-29 | $368.35M |
| 2023-11-30 | $352.95M |
| 2023-08-31 | $352.63M |
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.