INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF
Symbol: OMFL
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 08/11/2017
Latest date: 20/07/2026
Current price: $68.49
Expense ratio: 0.29%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.47%
Ann. -33.66% (Sharpe / Sortino numerator)
Volatility
17.96%
Sharpe ratio
-2.076
VaR 95%
-1.73%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.58%
Ann. -5.67% (Sharpe / Sortino numerator)
Volatility
15.84%
Sharpe ratio
-0.587
VaR 95%
-1.73%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.66%
Ann. 2.54% (Sharpe / Sortino numerator)
Volatility
14.34%
Sharpe ratio
-0.076
VaR 95%
-1.72%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
19.29%
Ann. 13.74% (Sharpe / Sortino numerator)
Volatility
16.69%
Sharpe ratio
0.606
VaR 95%
-1.62%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
36.66%
Ann. 6.81% (Sharpe / Sortino numerator)
Volatility
15.56%
Sharpe ratio
0.204
VaR 95%
-1.65%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
41.25%
Ann. 10.54% (Sharpe / Sortino numerator)
Volatility
14.80%
Sharpe ratio
0.467
VaR 95%
-1.58%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.074%
Best day
2.576%
Worst day
-2.118%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $68.92 | $69.01 | $68.47 | $68.49 | 88,400 |
| 17/07/2026 | $68.55 | $68.96 | $68.55 | $68.67 | 173,400 |
| 16/07/2026 | $69.09 | $69.46 | $69.09 | $69.33 | 97,600 |
| 15/07/2026 | $69.03 | $69.21 | $68.89 | $69.16 | 157,400 |
| 14/07/2026 | $69.21 | $69.21 | $68.82 | $68.90 | 89,600 |
| 13/07/2026 | $68.89 | $69.26 | $68.81 | $68.91 | 124,500 |
| 10/07/2026 | $68.74 | $69.20 | $68.55 | $69.17 | 87,700 |
| 09/07/2026 | $68.63 | $68.94 | $68.58 | $68.94 | 56,700 |
| 08/07/2026 | $68.46 | $68.58 | $68.12 | $68.51 | 122,700 |
| 07/07/2026 | $68.90 | $69.02 | $68.68 | $68.79 | 182,800 |