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Can You Really Game Index Funds?

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31–40 of 49 posts

Re: Can You Really Game Index Funds?

#31
post #4

Order-handling companies pay for "dumb" flow. Vanguard can reduce their outright trading costs to negative by being as dumb about it as possible, and then use these negative costs to artificially lower their reported fees. Just because Vanguard claims to be smart about it, doesn't mean necessarily they actually are incentivized to be smart about it or actually are in practice. People can still judge them by how close…

The company managing the Vanguard fund is owned by the fund holders themselves. It's a closed system and the incentives are aligned.

There is a principal agent problem between managers and shareholders. Managers get paid out of shareholders' pockets. If the shareholders are over-focused on fees as a metric, which they often are, managers have some potential tools (which I went into) to launder part of the fees into poor fund performance. I'm just throwing it out there, I'm not saying it is actually going on.

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As for proxy voters choosing the management, proxy vote research usually doesn't make sense. You see strategies amongst large hedgefunds like this: keep their valuable proxy vote research private, make a vote based on the most predictable-to-them-but-not-to-you outcome based on the research (positive or negative for the company, doesn't matter unless it will be picked up by others immediately, even then they can do things like exiting their position through an obscure hedge), and then hold or sell their shares based on the overall vote outcome and its implications in the research.

Researching and making proxy votes out of naive benign interest of the company is often just doing altruistic work for a greater collective, something markets frown on and usually punish.

Re: Can You Really Game Index Funds?

#33
post #31

Earlier quoted context omitted.

The company managing the Vanguard fund is owned by the fund holders themselves. It's a closed system and the incentives are aligned.

There is a principal agent problem between managers and shareholders. Managers get paid out of shareholders' pockets. If the shareholders are over-focused on fees as a metric, which they often are, managers have some potential tools (which I went into) to launder part of the fees into poor fund performance. I'm just throwing it out there, I'm not saying it is actually going on. --- As for proxy voters choosing the ma…

Sure, but it still makes it harder for managers to screw the shareholders, especially when compared to funds like ishares where there is no accountability.

Re: Can You Really Game Index Funds?

#35
post #3

A finance writer that actually knows what he's talking about, and it's here on HN. This is nice.

There should be a bot that posts everything that Matt Levine writes to HN -- It's such great quality writing from someone deeply knowledgeable in finance.

Another good article where he discusses the Goldman software developer who 'stole' company code:

http://www.bloombergview.com/articles/2015-07-07/goldman-cod...

Re: Can You Really Game Index Funds?

#37

Are there any index funds that track the entire market? Wouldn’t investing in all companies solve the problem of index tracking?

Yes, it's called a Total Stock Market Index Fund, and they are quite popular. There's really no reason to invest in the S&P500 anymore.

Re: Can You Really Game Index Funds?

#38
post #37

Are there any index funds that track the entire market? Wouldn’t investing in all companies solve the problem of index tracking?

Yes, it's called a Total Stock Market Index Fund, and they are quite popular. There's really no reason to invest in the S&P500 anymore.

That makes sense. I am surprised why anyone would want to choose S&P500 in this case.

Re: Can You Really Game Index Funds?

#39

Are there any index funds that track the entire market? Wouldn’t investing in all companies solve the problem of index tracking?

> Are there any index funds that track the entire market? Wouldn’t investing in all companies solve the problem of index tracking?

Yes, there are funds that try to match the entire market. Vanguard runs a couple "total market" indices (VT and VTI, for example), and there are more.

But that's not to say that they actually invest in the entire market. They don't; they use sampling to try to match the performance of the thing they index. (Vanguard, at least, gets very very close to this...)

Disclosure: I am invested in in VTI.

Re: Can You Really Game Index Funds?

#40
post #11

If it were 20+ basis points a year it should show up in the returns and as a failure to track the index. I am not an expert, but that isn't what I see eyeballing a chart of VFIAX over 35 years. It doesn't track perfectly by an amount that does matter, but not .20 basis points a year. Also by this logic total market funds should outperform other indexes by a healthy amount over time. Also maybe not what we are seeing.…

No, the 20+ basis points is considering how the index itself underperforms, because stock prices get bid up just before they get added to the index and then drop back down as the liquidity crisis settles. The index, not just the etfs, take a hit. Vanguard claims to soften this by trading more deliberately and not buying or selling it all at the opening auction on the day a stock gets added or removed, respectively. S…

Thanks that is very enlightening as to how this front running manifests.

Still makes me wonder if that means I am going to get an extra 20 basis points for free out of VTSAX.

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