INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF
Symbol: OMFL
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 08/11/2017
Latest date: 03/06/2026
Current price: $68.54
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
4.53%
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
10.35%
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
12.90%
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
21.98%
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
29.78%
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
49.33%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.082%
Best day
2.576%
Worst day
-2.035%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $68.47 | $68.68 | $68.42 | $68.54 | 140,800 |
| 02/06/2026 | $68.34 | $68.67 | $68.27 | $68.61 | 161,200 |
| 01/06/2026 | $68.39 | $68.69 | $68.32 | $68.58 | 169,800 |
| 29/05/2026 | $68.70 | $68.87 | $68.52 | $68.52 | 119,300 |
| 28/05/2026 | $68.42 | $68.77 | $68.27 | $68.67 | 102,400 |
| 27/05/2026 | $68.57 | $68.78 | $68.41 | $68.47 | 76,000 |
| 26/05/2026 | $68.47 | $68.70 | $68.33 | $68.58 | 187,200 |
| 22/05/2026 | $67.90 | $68.32 | $67.90 | $68.11 | 271,800 |
| 21/05/2026 | $67.17 | $67.82 | $67.04 | $67.67 | 118,200 |
| 20/05/2026 | $67.05 | $67.56 | $66.89 | $67.56 | 107,400 |