Invesco Indexing Announces Launch of Two New Multi-Factor Fixed Income Indexes

On August 31, 2018 Invesco Indexing LLC launched two new multi-factor fixed income indexes: the Invesco Multi-Factor Income Index and Invesco Multi-Factor Defensive Core Index.  The launch of the two indexes further expands Invesco Indexing’s fixed income factor offerings after having launched eight single-factor and two multi-factor fixed income indexes in April. The two new Indexes are an “index-of-indexes” design, comprising allocations to existing single-factor and market exposure fixed income indexes. 

The Invesco Multi-Factor Defensive Core Index seeks to provide strong capital preservation with some additional income.  The Index is comprised of the following underlying Indexes:

Index Weight
Invesco Investment Grade Defensive Index 15%
Invesco Emerging Markets Debt Defensive Index 10%
Invesco U.S. Treasury 1-3 Years Index 55%
Invesco U.S. Fixed Rate 30 Year MBS Index 20%

 

The Invesco Multi-Factor Income Index seeks to provide a risk / reward tradeoff similar to a defensive investment grade index, with an attractive level of additional income.  The Invesco Multi-Factor Income Index is comprised of the following underlying Indexes:

Index Weight
Invesco Emerging Markets Debt Value Index 15%
Invesco Emerging Markets Debt Defensive Index 10%
Invesco High Yield Value Index 10%
Invesco High Yield Defensive Index 15%
Invesco Investment Grade Value Index 15%
Invesco Investment Grade Defensive Index 10%
Invesco U.S. Fixed Rate 30 Year MBS Index 25%

With the launch of these Indexes, Invesco Indexing expands its range of options for investors to track a variety of unique outcomes through single- and multi-factor exposure within the fixed income space. 

For any questions, please contact indexsupport@invesco.com