OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
Invesco Exchange-Traded Self-Indexed Fund Trust
ETFIndex fund

Average annual returns

Through 2025 · incl. N-PORT-derived 2025
1 year
13.65%
3 year
13.83%
5 year
10.38%
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

2025 onward derived from N-PORT monthly returns

Risk statistics

78 months through Feb. 28, 2026
Volatility (ann.)
13.40%
Sharpe
0.93
Sortino
1.64
Max drawdown
-22.05%
Best month
19.73%
Worst month
-11.08%
Beta vs VTSAX
0.96
Correlation
0.86

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.