Category: Indexing

Fidelity stock index funds earn additional income by lending securities to qualified institutional borrowers.A fund’s expenses are paid out of fund earnings. Given that the US tax code gives a tax preference to dividends that qualify for lower tax rates, …

Fidelity index fund security lending in 2018 Read More »

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Episode 2 of Bogleheads on Investing features an insightful interview with Dr. David Blitzer, Managing Director and Chairman of the Index Committee at S&P Dow Jones Indices (S&P DJI) with overall responsibility for index security selection, as well as index analysis …

Bogleheads On Investing: Episode 002 – Special Guest Dr. David Blitzer, hosted by Rick Ferri Read More »

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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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  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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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.

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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 information …

FTSE index tickers Read More »

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  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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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 …

Vanguard bond index fund tracking error Read More »

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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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Vanguard introduced its first exchange-traded funds (ETFs) in 2001. Vanguard subsequently has grown into the second largest ETF provider in the United States. While this growth is interesting in and of itself, a look at how ETF asset growth compares …

Vanguard US ETFs: a growth story Read More »

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