FE Research and News

FE Trustnet Passive Fund Ratings prove that not all trackers are equal

Wed 22 Apr, 2015 / by FE Trustnet

New levels of transparency in the passive fund industry.  FE Trustnet Passive Fund Ratings prove that not all trackers are equal. 

Following today’s launch of its new FE Trustnet Passive Fund Rating system, FE Trustnet can reveal that of the overall 229 funds which were evaluated, 55 (24%) scored the highest possible 5 Crowns.

At launch 229 retail focused funds were evaluated and Passive Crowns* were awarded on a scale of 1-5, ranked threefold in terms of their tracking difference, tracking error and fund size as FE Trustnet looks to move away from investors solely focusing on costs when it comes to picking tracker funds. The number of Crowns a fund receives is determined by an absolute score across the three components, with tracking difference ranking highest in terms of importance and fund size having the lowest impact.

At the other end of the scale 32 funds (14%) were awarded the lowest possible 1 Passive Crown, highlighting the quality difference on offer to retail investors.

Topping the rankings from an absolute group perspective was iShares. Of its 34 passive funds available for being rated, 13 scooped 5 Passive Crowns, however six only scored 1 Passive Crown. Meanwhile seven of Vanguard’s 12 funds rated were given 5 Passive Crowns, with only one scoring the lowest possible Crown rating. 

Michael Holland

Michael Holland, Managing Director says:

“The high number of funds which have been awarded five Passive crowns is testament to the professionalism and quality of service provided by a number of passive fund providers. The ratings also show that the difference between the best and worst trackers/ETFs is large and can make a significant impact on the value of your investment.”

To back this up some 36% (82 funds) of the 229 funds rated at launch scored either four or five Crowns. Lyxor for example had 10 of its 14 funds scored in the top two categories, with none sitting in the 1 Passive Crown grouping.

The 229 funds include in the ratings are split into nine broad asset classes and from a regional perspective UK equities housed the most number of 5 Passive Crown funds with 18 funds being awarded the top honour. However it was also the region with the most 1 Passive Crown funds, with 14 UK index trackers being awarded the lower possible rating.

Looking at the difference in quality, the top rated 5 Passive Crown rated fund - the Scottish Mutual UK All Share Index - had a tracking difference with the FTSE All-Share of 0.06%, compared with the 1 Passive Crown rated Virgin UK Index Tracking fund which had a tracking difference of 1.29%. A difference of over 1% per annum.

Index funds tracking the US stockmarket also fared well with 15 funds being awarded 5 Passive Crowns, while nine European trackers were awarded the same honour.

Holland says: “This a great step forward for the rapidly growing passives fund industry - With this rating we are aiming to improve transparency and help investors and advisers make a better investment decision. It is worth noting that some of the worst underperformers are amongst the oldest vehicles on offer which proves the positive impact that new technology and best practices are having on the industry.  FE Trustnet will be investigating these in due course.”

A new section dedicated to passives is now available on www.trustnet.com, and FE Analytics, which includes a more detailed breakdown of the methodology and a complete guide to investing in passive funds. 

Topics: FE Research and Opinions, FE News

FE Trustnet

Written by FE Trustnet