Tag Archives: indexing
The S&P GARP Index Series Expands to Include S&P MidCap 400 and S&P SmallCap 600 Versions
The S&P 500® GARP (Growth at a Reasonable Price) Index was launched in February 2019 to strike a balance between pure growth and pure valuation. Due to its popularity among market participants, this index series has recently been expanded to include the S&P MidCap 400® GARP Index and the S&P SmallCap 600 GARP® Index. The…
Lessons from 20 Years of Equal Weight
How has equal-weight compared with cap-weight historically? S&P DJI’s Hamish Preston and Invesco’s Nick Kalivas explore how differences in index construction have influenced index performance, sector and factor composition, and results in the latest SPIVA Scorecards.
Exploring Two Decades of Fixed Income Innovation
Take a closer look at the latest SPIVA results as S&P DJI’s Brian Luke and BlackRock’s Stephen Laipply discuss how indexing works for fixed income, the iBoxx liquidity ecosystem, and what a growing range of passive tools could mean for yield seekers as income returns to fixed income.
- Categories Fixed Income
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Active vs. Passive, Bond ETFs, bond yields, Brian Luke, credit risk management, Derivatives, duration risk management, fixed income, Fixed Income ETFs, fixed income mutual funds, futures, high yield corporates, iBoxx, income generation, interest rate management, investment grade corporates, iTraxx, liquidity, options, rising rates, S&P Indices vs. Active, SPIVA, total return swaps
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- Fixed Income
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- Active vs. Passive, Bond ETFs, bond yields, Brian Luke, credit risk management, Derivatives, duration risk management, fixed income, Fixed Income ETFs, fixed income mutual funds, futures, high yield corporates, iBoxx, income generation, interest rate management, investment grade corporates, iTraxx, liquidity, options, rising rates, S&P Indices vs. Active, SPIVA, total return swaps
SPIVA and the Challenges of Active Outperformance
What are the three main reasons it’s hard for most active managers to beat their benchmarks? Explore findings from the SPIVA and Persistence Scorecards with S&P DJI’s Craig Lazzara including an allegorical look at what might happen if Craig challenged Michael Jordan to a free-throw shooting contest.
- Categories Equities
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Examining Passive Performance at the Core
How does indexing work for large-cap equities? S&P DJI’s Hamish Preston and State Street Global Advisor’s Michael Arone take a closer look at lessons from 20 years of SPIVA, including fee savings, outperformance, and what the latest GICS® changes mean for sectors and industries moving forward.
- Categories Equities
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A Dynamic Approach to Volatility Management
How can indices seek to maintain a pre-defined level of implied volatility? Look inside the S&P 500 Futures Defined Volatility Indices, a dynamic, rules-based approach to volatility management helping market participants align investments with risk appetites systematically.
- Categories Strategy
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Active Performance Shortfalls and the Rise of Passive
Why did indexing take root and how has it grown so far so fast? S&P DJI’s Craig Lazzara and Anu Ganti take a closer look at why indexing works, the size of the passive market today, and the historical savings linked to indexing.
- Categories Equities
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- Categories
- Equities
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Why Indexing Can Be Applied to Thematics
Index funds, which hardly existed 50 years ago, now play a prominent role in global financial markets. But passive investing does not dominate in every market segment. Recently, we have seen exponential growth in so-called “thematic” investing, with a proliferation of themes in areas like cybersecurity, robotics and electric vehicles. This more granular space is…
- Categories Thematics
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Surveying Style Indices
How can index construction inform style selection? S&P DJI’s Craig Lazzara takes a closer look at the S&P Style and S&P Pure Style Indices and how these different approaches to indexing Growth and Value are designed to help advisors align strategies with client objectives.
- Categories Equities, Factors
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2023, Craig Lazzara, equities, factors, Financial Advisors, growth investing, growth vs. value, pure growth, pure style, pure value, S&P 500 Growth, S&P 500 Pure Growth, S&P 500 Pure Value, S&P 500 Value, S&P Pure Style, S&P Pure Style Indices, S&P Style, Style, style bias, U.S. style, US FA, value investing
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- 2023, Craig Lazzara, equities, factors, Financial Advisors, growth investing, growth vs. value, pure growth, pure style, pure value, S&P 500 Growth, S&P 500 Pure Growth, S&P 500 Pure Value, S&P 500 Value, S&P Pure Style, S&P Pure Style Indices, S&P Style, Style, style bias, U.S. style, US FA, value investing
Examining a Broad-Based Approach to ESG
Take a closer look at the index design and data powering S&P DJI’s headline ESG indices with Maggie Dorn and DWS’ Taylor Anderson.
- Categories ESG
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