OMFS Invesco Russell 2000 Dynamic Multifactor ETF
- Last close
- 49.11
- 504-day return
- +27.74%
- Median $/day
- $428k
- Significant pairs
- 4454
OMFS vs SEIS
Both indexed to 100 at 2026-05-11.
Moves with OMFS
Same-day co-movement.
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| SEIS SEI Exchange Traded Funds SEI Select Small Cap ETF | $1.0M | 0d | +0.95 | +0.94 | 100% | <1e-15 | robust |
| IWM iShares Russell 2000 ETF | $7.1B | 0d | +0.94 | +0.95 | 100% | <1e-15 | robust |
| VIOG Vanguard S&P Small-Cap 600 Growth ETF | $2.6M | 0d | +0.94 | +0.95 | 100% | <1e-15 | robust |
| AFSM First Trust Active Factor Small Cap ETF | $321k | 0d | +0.93 | +0.92 | 100% | <1e-15 | robust |
| PSC Principal Exchange-Traded Funds Principal U.S. Small-Cap ETF | $4.8M | 0d | +0.93 | +0.93 | 100% | <1e-15 | robust |
| IJR iShares Core S&P Small-Cap ETF | $508.2M | 0d | +0.93 | +0.94 | 100% | <1e-15 | robust |
| FSCC Federated Hermes MDT Small Cap Core ETF | $302k | 0d | +0.93 | +0.93 | 100% | <1e-15 | robust |
| JPSE JPMorgan Diversified Return US Small Cap Equity ETF | $914k | 0d | +0.93 | +0.93 | 100% | <1e-15 | robust |
| STXK EA Series Trust Strive Small-Cap ETF | $206k | 0d | +0.93 | +0.93 | 100% | <1e-15 | robust |
| NUSC Nuveen ESG Small-Cap ETF | $2.9M | 0d | +0.93 | +0.93 | 100% | <1e-15 | robust |
| IWN iShares Russell 2000 Value ETF | $130.8M | 0d | +0.93 | +0.92 | 100% | <1e-15 | robust |
| BFOR Barron's 400 ETF | $315k | 0d | +0.93 | +0.90 | 100% | <1e-15 | robust |
| USVM Victory Portfolios II VictoryShares US Small Mid Cap Value Momentum ETF | $3.6M | 0d | +0.93 | +0.92 | 100% | <1e-15 | robust |
| FNX First Trust Mid Cap Core AlphaDEX Fund | $2.0M | 0d | +0.93 | +0.92 | 100% | <1e-15 | robust |
| FYX First Trust Small Cap Core AlphaDEX Fund | $2.3M | 0d | +0.92 | +0.91 | 100% | <1e-15 | robust |
Moves against OMFS
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| HDGE AdvisorShares Active Bear ETF | $1.1M | 0d | -0.67 | -0.53 | 100% | <1e-15 | robust |
| VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | $222.2M | 0d | -0.64 | -0.58 | 100% | <1e-15 | robust |
| BTAL AGF U.S. Market Neutral Anti-Beta Fund | $8.6M | 0d | -0.63 | -0.65 | 100% | <1e-15 | robust |
| YQQQ Tidal Trust II YieldMax Short N100 Option Income Strategy ETF | $353k | 0d | -0.60 | -0.62 | 100% | <1e-15 | robust |
| VXZ iPath Series B S&P 500 VIX Mid-Term Futures ETN | $572k | 0d | -0.56 | -0.45 | 100% | <1e-15 | robust |
| DWSH AdvisorShares Trust AdvisorShares Dorsey Wright Short ETF | $195k | 0d | -0.56 | -0.35 | 100% | <1e-15 | robust |
| VIXM ProShares VIX Mid-Term Futures ETF | $2.7M | 0d | -0.56 | -0.47 | 100% | <1e-15 | robust |
| CRSH YieldMax Short TSLA Option Income Strategy ETF | $455k | 0d | -0.45 | -0.51 | 100% | <1e-15 | robust |
| TAIL Cambria Tail Risk ETF | $1.9M | 0d | -0.48 | -0.26 | 88% | <1e-15 | moderate |
| DIPS YieldMax Short NVDA Option Income Strategy ETF | $211k | 0d | -0.33 | -0.38 | 100% | 1e-13 | robust |
| QBER TrueShares Quarterly Bear Hedge ETF | $424k | 0d | -0.31 | -0.24 | 75% | 6e-12 | robust |