Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OMFS (Invesco Russell 2000 Dynamic Multifactor ETF) | 15.39% | 30.72% | 15.32% | 5.89% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 11/10/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMFS (Invesco Russell 2000 Dynamic Multifactor ETF) | 11/10/2017 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 30.72 | 15.32 | 5.89 | NA | NA | NA | … | … | 15.39 | 13.36 | 3.97 | 15.15 | -17.29 | 28.63 | 15.05 | 27.12 | -9.04 | 3.36 |
| Sharpe Ratio | NA | 1.57 | 0.60 | 0.16 | NA | NA | NA | … | … | 2.04 | 0.50 | 0.02 | 0.60 | -0.77 | 1.18 | 0.32 | 1.65 | -0.73 | 2.77 |
| Standard Deviation(%) | NA | 17.56 | 20.49 | 21.45 | NA | NA | NA | … | … | 18.42 | 21.07 | 21.43 | 19.42 | 24.32 | 24.32 | 46.05 | 15.57 | 14.41 | 10.02 |
| Draw Down(%) | NA | 9.38 | 22.35 | 29.20 | NA | NA | NA | … | … | 9.38 | 18.49 | 10.75 | 17.08 | 24.57 | 11.79 | 42.40 | 8.43 | 22.93 | 2.96 |
| Yield(%) | 0.00 | 1.17 | 1.55 | 1.25 | 1.49 | 0.99 | 0.74 | … | … | 0.33 | 0.90 | 1.92 | 1.45 | 1.49 | 0.86 | 1.22 | 1.60 | 1.35 | 0.00 |
Data as of 06/04/2026, Common starting date is 11/10/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMFS (Invesco Russell 2000 Dynamic Multifactor ETF) |
-2.94%
Jun 2021 – Jun 2024 |
4.24%
Mar 2021 – Mar 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMFS (Invesco Russell 2000 Dynamic Multifactor ETF) |
23.72%
Mar 2020 – Mar 2023 |
16.13%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart