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Mar 21, 2024

The S&P 500 Low Volatility Index: Currently Valued at the 99th Percentile of Cheapness Relative to the S&P 500

Investor enthusiasm for AI and mega-cap technology stocks has propelled the S&P 500® to a gain of more than 30% over the past 12 months. As the S&P 500 has been reaching new highs on a regular basis, it is understandable if low volatility stocks have not been at the top of investors’ minds. This…

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Mar 20, 2024

Diversification, Equity & Indices

The results of S&P DJI’s latest SPIVA U.S. Scorecard are in: Most large-cap active managers underperformed the S&P 500® for the 14th consecutive year in a row. 60% of active large-cap funds underperformed the S&P 500 in 2023, slightly better than the long-term average of 64%, and a relatively benign result considering the dominance of…

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Mar 15, 2024

Balancing Defense with Growth (Part II): The S&P Quality Developed Ex-U.S. LargeMidCap

As investments in artificial intelligence continue to boom, major indices in the U.S., Europe and Japan have hit all-time highs. In our previous blog, we reviewed how the S&P U.S. Quality Indices outperformed their corresponding benchmarks over both the short and the long term. Similarly, a quality premium also exists in developed ex-U.S. equity markets….

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Mar 7, 2024

The February 2024 Rebalance of the S&P 500 Low Volatility Index

Since the previous rebalance for the S&P 500® Low Volatility Index on Nov. 17, 2023, and its most recent on Feb. 16, 2024, the S&P 500 delivered a stunning 11.3% return. During this period, the S&P 500 Low Volatility Index was up 5.3%, strong by historical standards, albeit underperforming the S&P 500. As has been the…

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Feb 1, 2024

S&P High Yield Dividend Aristocrats Rebalance: Let’s Welcome the 18 Newest Members

The S&P High Yield Dividend Aristocrats® includes large-, mid-, and small-cap companies in the U.S. that have raised their dividends for at least 20 consecutive years. The index recently concluded its annual reconstitution on Jan. 31, 2024, which brought 18 new members into this accomplished group. Accounting for the three deletions, the index’s total count…

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Feb 1, 2024

S&P 500 Dividend Aristocrats Rebalance: Fastenal in, Walgreens out

The S&P 500® Dividend Aristocrats® seeks to track an elite group of companies that have raised their dividends for a minimum of 25 consecutive years. This index has just concluded its annual reconstitution, which was effective at the market close on Jan. 31, 2024. Fastenal has been added, while Walgreens is out, which keeps the…

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Jan 29, 2024

The S&P Dividend Aristocrats Remain Benchmark Beaters in Pan Asia

While most dividend strategies underperformed their respective benchmarks in 2023, the S&P Pan Asia Dividend Aristocrats® impressively outperformed the S&P Pan Asia BMI by approximately 3.50% (see Exhibit 1). Furthermore, despite the outperformance, the S&P Pan Asia Dividend Aristocrats’ valuations and dividend yield remained favorable relative to the benchmark (see Exhibits 3 and 4). This…

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Jan 25, 2024

Financial Planning Using Indices: From Taxes to Factors

How are advisors putting SPIVA data and factors to work as they build long-term plans to help clients achieve objectives? Delta Wealth Advisors’ Dino Efthimiou and Niko Finnigan join S&P DJI’s Brent Kopp for a practical look at the importance of tax management and the role of indexing in building a comprehensive plan for clients….

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Jan 10, 2024

The Relative Value of Insights

Many investors use the start of the year to make predictions for the upcoming year and to think about ways to express views on these themes. This undertaking is not guaranteed to add value: predicting the future is incredibly difficult and success requires correctly predicting both the drivers of future performance and the upcoming impact…

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Dec 13, 2023

Looking into the Future of Dividend Growth: The S&P 500 High Dividend Growth Index

As the leading dividend index provider, S&P DJI is constantly looking for new approaches and methodologies to bring novel ideas to the market. Our recently launched S&P 500® High Dividend Growth Index is a prime example of this innovative thinking, as it incorporates a forward-looking assessment into its methodology. This index tracks companies in the…

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