Thursday, March 12, 2020

Reading a paper comparing the performances of actively managed funds and index funds (Part I)


Hi friends,

I was encouraged to see so many of us are interested in the Monte Carlo simulations of the different portfolios using market indexes. I have also received requests from readers to talk about other financial topics (Don’t worry, I am working on those at the moment. There is just too much to write about and I want to make sure that the stuff I write are as factually correct as possible). For those that are eager to learn about your personal finance, I would recommend you guys to visit Seedly.sg – a comprehensive website that breaks down personal finance topics into easily understandable chunks for you.

I have learnt my basics from there and built up my knowledge from personal research. It is important to tell you guys that I do not have any affiliations or receive benefits with them. I just find that the materials are unbiased and objective. Also, I will definitely make it clear if some of the posts that I write in the future are sponsored (I’m not sure when will that happen though.) as I want you to make your own judgment on my content.


For this week’s topic; I will be talking about active investing vs passive investing. More specifically, managed-mutual funds/ unit trusts vs index funds/ etfs. These are the definitions for the both of them from Investopedia.com:

Managed-Mutual Funds:
A mutual fund is a type of financial vehicle made up of a pool of money collected from many investors to invest in securities like stocks, bonds, money market instruments, and other assets. Managed-Mutual funds are operated by professional money managers, who allocate the fund's assets and attempt to produce capital gains or income for the fund's investors. A mutual fund's portfolio is structured and maintained to match the investment objectives stated in its prospectus.

ETFs:
An exchange-traded fund (ETF) is a type of security that involves a collection of securities—such as stocks—that often tracks an underlying index, although they can invest in any number of industry sectors or use various strategies. ETFs are in many ways similar to managed-mutual funds; however, they are listed on exchanges and ETF shares trade throughout the day just like ordinary stock.
Here, some of you might assume that the two funds are the same; investing in stocks, bonds etc from the pool of money that they receive. However, the key difference is that the objective of the mutual fund is to beat the index, while the objective of the ETF is to track the index (The index is a way to gauge the market as a whole. Example the STI, S&P 500, Hang Seng etc.).

In my previous post, I have discussed the results of simulations using the etfs as a part or our whole portfolio. Notice that I have continued to invest the same amount of money during my simulation? This is an example of passive investment, where the investor does not spend a lot of time or energy to monitor the market or try to find the “best” stock to invest. We can see that majority of the time, the investor would earn a decent return on his/her money.

Hence, some of you might start to wonder: “If not doing anything other than buying and holding can earn me a decent return on my money. Why don’t I learn how to invest, put some effort into selecting the best stocks and try to beat the market?” This brings us to managed-mutual funds, where the managed-mutual funds managers would try to beat the market by selecting stocks using fundamental/ technical analysis. Generally, the people working for the funds are compensated extremely well for their expertise and their effort in trying to deliver stellar returns to the money that they receive from their investors (Similar to hedge funds, but hedge funds are a different topics, but they belong in the same category to active investment).

You would expect that the managers of the funds would beat the market right? As they have all the conditions to make them succeed. Years of experience, qualification, time spent to analyse the stock market, the latest technology to predict the movements of the charts etc.

Friends, no. From a research paper that I am currently reading, I have to inform you about the advantages and disadvantages of investing your money through managed-mutual funds. Especially from the point of view of past statistics, on how just sticking to the market works best for you in the long run. Now that I have explained the context of the research paper, in my next post, I will look into the data on the returns of managed-mutual funds (Actively-managed funds) vs their respective indexes.(S&P 500, S&P smallcap 600, S&P midcap 400 etc.)




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