INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF
Symbol: OMFL
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 08/11/2017
Latest date: 15/10/2026
Current price: $71.53
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
3.20%
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
3.63%
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
11.91%
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
20.73%
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
35.63%
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
60.49%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.078%
Best day
2.576%
Worst day
-2.118%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $71.03 | $71.64 | $71.03 | $71.53 | 238,500 |
| 14/10/2026 | $71.26 | $71.61 | $70.90 | $71.11 | 129,700 |
| 13/10/2026 | $71.64 | $71.73 | $71.37 | $71.55 | 173,600 |
| 12/10/2026 | $71.51 | $71.73 | $71.51 | $71.62 | 77,800 |
| 09/10/2026 | $71.13 | $71.54 | $71.12 | $71.47 | 194,300 |
| 08/10/2026 | $70.79 | $71.11 | $70.75 | $71.03 | 190,000 |
| 07/10/2026 | $70.95 | $71.14 | $70.74 | $71.01 | 329,300 |
| 06/10/2026 | $71.04 | $71.31 | $71.02 | $71.19 | 367,600 |
| 05/10/2026 | $70.25 | $70.97 | $70.25 | $70.81 | 171,000 |
| 02/10/2026 | $70.41 | $70.48 | $70.15 | $70.31 | 142,100 |