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Under the hood – Vanguard US stock index funds in 2017

Vanguard issues annual reports for the firm’s international and global index funds on October 31 of each year. The reports provide information that can highlight some of the underlying conditions affecting a fund’s future capital gains distribution outlook; an indication of a fund’s foreign tax credit; the level of security lending in each fund, and […]

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Posted in indexing, Market statistics, Vanguard

Vanguard stock index fund turnover in 2017

  Vanguard’s suite of U.S. stock index funds are benchmarked to CRSP indexes. In addition, Vanguard offers sets of U.S. exchange-traded funds benchmarked to Russell and S&P indexes. In 2015 the CRSP index funds had lower turnover rates  in most style categories when compared to the Russell and S&P funds. This continues a trend established […]

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Posted in indexing

US index returns – 2017

The table below provides US stock market returns for 2017 as measured by major index providers. For the year, large cap stocks provided superior returns over mid cap and small cap stocks, and growth stocks outperformed value stocks.

Posted in indexing

FTSE index tickers

Vanguard international index funds track FTSE indexes. These indexes are described in the wiki.  In response to a request for index tickers, we have added an external link in these pages to a spreadsheet providing ticker information. We expand this

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Posted in indexing, Investing

Vanguard stock index fund turnover in 2016

  Vanguard’s suite of U.S. stock index funds are benchmarked to CRSP indexes. In addition, Vanguard offers sets of U.S. exchange-traded funds benchmarked to Russell and S&P indexes. In 2015 the CRSP index funds had lower turnover rates  in most style categories when compared to the Russell and S&P funds. This continues a trend established […]

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Posted in indexing

Vanguard bond index fund tracking error

The following tables provide tracking error data for Vanguard bond index funds. Tracking error is the ultimate measure of judging an index fund manager’s performance. Since bond indexes can include huge numbers of illiquid bonds, replicating an index is often

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Posted in Bonds, indexing, Vanguard

Under the hood – Vanguard US stock index funds

Vanguard issues annual reports for the firm’s international and global index funds on October 31 of each year. The reports provide information that can highlight some of the underlying conditions affecting a fund’s future capital gains distribution outlook; an indication of a fund’s foreign tax credit; the level of security lending in each fund, and […]

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Posted in indexing, Market statistics, Vanguard

Vanguard US ETFs: a growth story

Vanguard introduced its first exchange-traded funds (ETFs) in 2001. As the first quarter of 2017 nears completion Vanguard has amassed 670 billion dollars in ETF assets, becoming the second largest ETF provider in the United States. While this growth is

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Posted in indexing, Vanguard

Exchange-traded fund AUM in 2016

Exchange-traded funds (ETFs)  continued a long-term trend of asset growth in 2016. As most ETFs are passively managed, this growth has made a considerable contribution to the influx of investor assets into passively managed index funds over the past few

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Posted in indexing, Market statistics

2016 US stock market index returns

The table below provides US stock market returns for 2016 as measured by major index providers. For the year, small cap stocks provided superior returns over large cap and mid cap stocks, and value stocks outperformed growth stocks.

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Posted in indexing, Market statistics
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