OMFL

OMFL is a rules-based US large-cap equity ETF that starts with the Russell 1000 universe and then re-weights stocks using a dynamic multi-factor score.

It blends five factors—value, size, momentum, quality, and low volatility—and tilts toward the ones that historically tend to work better in the current part of the economic cycle (expansion, slowdown, contraction, recovery).

The result is a large-cap portfolio that aims to be more “factor-aware” than a plain market-cap-weighted index.