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Tag Archives: small cap factor

Jan 8, 2018

Big Things Come In Small Packages – Part 4

Though the large-caps continue to rally more than the small-caps on the back of their biggest annual outperformance since 1999, small-caps persistently outperform mid and large-caps over longer periods of time, as shown below in the chart and in part 2 of this blog series. This has been shown by many researchers, most notably by…

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Jan 4, 2018

Big Things Come In Small Packages – Part 2

Not all indices are created equally, especially those representing US small-cap equities.  Many investors are surprised to learn that the S&P SmallCap 600 has outperformed the Russell 2000 by 2% annualized since inception (Dec. 31, 1994.)  This outperformance is persistent through different time periods, bull and bear market cycles, and with less risk.  The performance…

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Jan 3, 2018

Big Things Come In Small Packages – Part 1

Sometimes first isn’t better, and sometimes bigger isn’t better.  In this case, first and bigger are mostly worse.  Here’s some background behind the launch timing of the Russell 2000 versus the S&P SmallCap 600.  The timing and business around the Russell 2000 launch really helped the popularity of the index, but with an extra decade’s…

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