OMFS
Invesco Russell 2000 Dynamic Multifactor ETF
SMB
Adj. R2
0.941
Rel. Sharpe
0.914
Mkt beta
0.93
AUM
US$269M
MER
0.39%
Valuation
161
ETF comparison
Verified factor-similar pair
OMFS vs QVMM
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
83
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
QVMM
Invesco S&P MidCap 400 QVM Multi-factor ETF
SMB
Adj. R2
0.943
Rel. Sharpe
0.943
Mkt beta
1.01
AUM
US$392M
MER
0.15%
Valuation
117
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.28
HML
diff +0.00
RMW
diff -0.21
CMA
diff +0.08
UMD
diff -0.04
Why This Pair Matches
Exposure level
79
Exposure shape
97
Mkt beta diff
0.08
Rel. Sharpe diff
0.029
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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