Quantitative Fund Discussion

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gtwhitegold
Posts: 269
Joined: Fri Sep 21, 2012 1:55 pm

Quantitative Fund Discussion

Post by gtwhitegold » Sun Nov 04, 2018 1:56 pm

Hello, I am opening this topic with the intention of having a discussion on various Quantitative or "Smart Beta" funds. The reason for bringing this about is that there have been many products released in the past few years that fall into this category and it may be difficult to compare one from another.

Personally, most of my investments outside of the TSP are in quantitative funds. Those that aren't are in areas that don't have many options (such as Frontier Market Equities.)

Quantitative funds that I currently hold:
US:
DFA U.S. Small Cap DFSTX
International Developed:
AQR International Multi-Style QICNX
Segall Bryant & Hamill International Small Cap SBHSX
Emerging Markets:
AQR Emerging Multi-Style Fund QEELX
First Trust Emerging Markets Small Cap AlphaDEX FEMS
WisdomTree Emerging Markets SmallCap Dividend DGS

I'm personally looking at new options to increase factor loads and reduce costs. When I started, it seemed like there were fewer options than there are now and it may not have been easy to put a portfolio together, but with Vanguard making all unleveraged ETFs commission free and more products available, it seems like a great time to make a more Larry Swedroe like portfolio for less costs.

In general the funds that I have been looking at are:
PIMCO Dynamic Multi-factor Funds
Franklin LibertyQ Funds
iShares Edge Multifactor Funds

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