Performance analysis of OMFL (INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF)
Annual Return
Over the past 3 years, OMFL has had an average annual return of +12.55%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, OMFL has had an average annual return of +9.78%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Nov 10, 2017, OMFL has had an average annual return of +13.90%, underperforming the benchmark SPY, which returned +14.80% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +13.05% | +13.67% | +6.81% | +21.52% | -13.97% | +28.95% | +20.96% | +35.58% | -2.57% | +4.95% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.73% | +0.31% | -4.33% | +9.53% | +4.06% | +0.25% | +0.36% | +13.05% | |||||
| 2025 | +3.78% | -0.04% | -5.04% | +0.49% | +5.08% | +2.84% | +0.74% | +1.87% | +1.80% | -0.19% | +0.73% | +1.15% | +13.67% |
| 2024 | -2.88% | +4.31% | +6.55% | -6.16% | +4.45% | -2.62% | -3.85% | +3.51% | +1.64% | -0.87% | +5.77% | -2.25% | +6.81% |
| 2023 | +10.29% | -2.87% | +1.55% | +2.90% | -3.01% | +5.93% | +3.31% | -3.22% | -5.98% | -4.32% | +9.71% | +7.08% | +21.52% |
| 2022 | -6.11% | -3.97% | +4.40% | -5.04% | +1.59% | -9.93% | +5.87% | -3.21% | -7.07% | +9.93% | +5.31% | -4.59% | -13.97% |
| 2021 | +2.27% | +4.19% | +4.50% | +5.06% | +0.93% | +0.23% | +0.09% | +3.12% | -3.76% | +5.72% | -2.45% | +6.38% | +28.95% |
| 2020 | -4.88% | -8.22% | -10.57% | +13.79% | +6.42% | -5.26% | +2.35% | +5.95% | -3.57% | +1.62% | +19.80% | +6.07% | +20.96% |
| 2019 | +6.97% | +4.66% | +2.63% | +2.96% | -5.30% | +6.29% | +1.55% | -1.23% | +4.61% | +0.65% | +4.29% | +3.36% | +35.58% |
| 2018 | +3.56% | -3.20% | -1.50% | +0.27% | +2.19% | +1.48% | +3.59% | +3.09% | +1.59% | -4.36% | +1.40% | -9.81% | -2.57% |
| 2017 | +2.61% | +2.28% | +4.95% |
Drawdown analysis of OMFL (INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF)
The maximum drawdown for the OMFL was -33.23%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current OMFL drawdown is -0.78%.
Since Nov 10, 2017 OMFL has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 7 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.23% | Jan 16, 2020 | 45 | Mar 23, 2020 | 53 | Jun 8, 2020 | 98 |
| -22.45% | Dec 29, 2021 | 190 | Sep 30, 2022 | 198 | Jul 18, 2023 | 388 |
| -18.19% | Oct 3, 2018 | 56 | Dec 24, 2018 | 66 | Apr 1, 2019 | 122 |
| -17.18% | Jun 8, 2020 | 22 | Jul 9, 2020 | 86 | Nov 9, 2020 | 108 |
| -15.52% | Feb 13, 2025 | 37 | Apr 8, 2025 | 55 | Jun 27, 2025 | 92 |
| -14.23% | Jul 31, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -13.35% | Mar 28, 2024 | 88 | Aug 5, 2024 | 67 | Nov 7, 2024 | 155 |
| -9.60% | Jan 26, 2018 | 10 | Feb 9, 2018 | 105 | Jul 12, 2018 | 115 |
| -7.87% | Sep 16, 2019 | 16 | Oct 8, 2019 | 18 | Nov 1, 2019 | 34 |
| -7.58% | Feb 25, 2026 | 23 | Mar 30, 2026 | 10 | Apr 14, 2026 | 33 |
| -7.51% | Nov 16, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
| -6.17% | Oct 27, 2025 | 18 | Nov 20, 2025 | 9 | Dec 4, 2025 | 27 |
| -6.01% | May 7, 2021 | 49 | Jul 19, 2021 | 11 | Aug 3, 2021 | 60 |
| -5.85% | Feb 12, 2021 | 13 | Mar 4, 2021 | 6 | Mar 12, 2021 | 19 |
| -5.63% | Apr 24, 2019 | 27 | Jun 3, 2019 | 11 | Jun 18, 2019 | 38 |
| -5.61% | Jul 26, 2019 | 6 | Aug 5, 2019 | 24 | Sep 9, 2019 | 30 |
| -5.32% | Dec 27, 2023 | 13 | Jan 17, 2024 | 26 | Feb 23, 2024 | 39 |
| -5.29% | Aug 27, 2021 | 16 | Sep 21, 2021 | 19 | Oct 18, 2021 | 35 |
| -4.71% | Dec 16, 2024 | 17 | Jan 13, 2025 | 15 | Feb 4, 2025 | 32 |
| -4.65% | Jan 20, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -4.29% | Aug 12, 2021 | 5 | Aug 19, 2021 | 6 | Aug 27, 2021 | 11 |
| -3.66% | Nov 24, 2020 | 3 | Nov 30, 2020 | 4 | Dec 4, 2020 | 7 |
| -3.41% | Nov 10, 2020 | 2 | Nov 12, 2020 | 2 | Nov 16, 2020 | 4 |
| -3.36% | Mar 15, 2021 | 7 | Mar 24, 2021 | 6 | Apr 1, 2021 | 13 |
| -3.29% | Jun 4, 2026 | 4 | Jun 10, 2026 | 3 | Jun 15, 2026 | 7 |