SPIVA: Passive Reigns As Of First-Half 2012

October 01, 2012

 

Meanwhile, only 44 percent of managers were beaten by their mortgage-backed securities benchmark in the past year.

 

Average Performance Of Selected US Fixed-Income Funds On Asset-Weighted Basis

Category

1-Year %

3-Year %

5-Year %

Barclays Long Govt.

31.4

13.51

11.92

Govt. Long Funds

8.98

7.17

7.14

 

 

 

 

Barclays 1-3 Yr. Govt.

0.86

1.69

3.40

Govt. Short Funds

4.97

5.09

5.36

 

 

 

 

Barclays Int. Govt.

5.01

4.43

5.76

Govt. Int. Funds

6.35

5.96

6.13

 

 

 

 

Barclays High Yield

7.28

16.28

8.44

High Yield Funds

4.90

14.07

5.76

Source: S&P Dow Jones Indices

 

Percentage Of US Equity And Fixed-Income Funds Outperformed By Their Benchmarks*

Category

Comparison Index

1 Year

3 Year

5 Year

All Large Cap Funds

S&P 500

85.51

85.16

65.44

All Mid Cap Funds

S&P MidCap 400

70.83

85.63

81.57

All Small Cap Funds

S&P SmallCap 600

90.95

83.89

77.73

All Domestic Equity Funds

S&P Composite 1500

89.84

73.24

67.72

Government Long Funds

Barclays Long Government

95.56

96.47

93.62

Govt. Int. Funds

Barclays Int. Government

55.00

58.54

65.22

Government Short Funds

Barclays 1-3 Year Government

41.46

41.86

62.22

High Yield Funds

Barclays High Yield

83.10

90.50

94.78

Source: S&P Dow Jones Indices; *Based on equal-weighted fund counts


 

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