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Due to a rapidly aging global population, osteoporosis and the associated risk of bone fractures have become a wide-spread public health problem. However, osteoporosis is very heterogeneous, and the existing standard diagnostic measure is not sufficient to accurately identify all patients at risk of osteoporotic fractures and to guide therapy. Here, we constructed the first prospective multi-omics atlas of the largest osteoporosis cohort to date (longitudinal data from 366 participants at three time points), and also implemented an explainable data-intensive analysis framework (DLSF: Deep Latent Space Fusion) for an omnigenic model based on a multi-modal approach that can capture the multi-modal molecular signatures (M3S) as explicit functional representations of hidden genotypes. Accordingly, through DLSF, we identified two subtypes of the osteoporosis population in Chinese individuals with corresponding molecular phenotypes, i.e., clinical intervention relevant subtypes (CISs), in which bone mineral density benefits response to calcium supplements in 2-year follow-up samples. Many snpGenes associated with these molecular phenotypes reveal diverse candidate biological mechanisms underlying osteoporosis, with xQTL preferences of osteoporosis and its subtypes indicating an omnigenic effect on different biological domains. Finally, these two subtypes were found to have different relevance to prior fracture and different fracture risk according to 4-year follow-up data. Thus, in clinical application, M3S could help us further develop improved diagnostic and treatment strategies for osteoporosis and identify a new composite index for fracture prediction, which were remarkably validated in an independent cohort (166 participants).