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Mining for Alpha with Index Funds

Exploring the benefits and risks of index funds

The landscape of index funds has evolved significantly over the past 25 years, with modern funds showcasing fewer holdings and employing diverse weighting methods compared to their predecessors. While these funds track specific indexes passively, they exhibit active characteristics in the risks they assume and the returns they pursue.


Investors have access to a wide selection of index funds, comprising over 1,600 equity funds and almost 400 fixed-income funds on Morningstar Direct as of 2022. The trend shows a decrease in the median number of stocks held in equity funds, signaling a move towards more concentrated portfolios and adding to the active risk profile of index funds.


Download this report now to continue learning about how index funds have changed over time and how these changes can inform your investment decisions.

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What's Inside:

  • An in-depth analysis of the evolution of index funds and their increasing diversity 
  • An examination of the risk/reward trade-offs inherent in an index fund’s underlying index 

  • A comprehensive look at index fund performance prior to and after fund launch 

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