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After Rate Hike, Low-Volatility Funds Fall Short

FYI: (Click On Article Title At Top Of Google Search)

Funds designed to provide investors with a smoother ride than the rest of the market didn’t quite work after the Fed raised interest rates this week.
Regards,
Ted
https://www.google.com/#q=After+Rate+Hike,+Low-Volatility+Funds+Fall+Short+wsj

Comments

  • Not a subscriber so can't read. Pray someone tell me what did not "work". I'm looking at BLAVX and BGAQX and rueing why I didn't buy them in recent sell off. I also thought the "volatility play" was over.

    I continue to own VMVFX and I think it will "work" just fine for me regardless of what the interest rate is.
  • edited December 2016
    VF The link work here & I'm not a subscriber.
    Derf
  • edited December 2016

    Not a subscriber so can't read.

    I'm not sure it requires reading. The headline statement seems like a logical deduction based on (1) bonds tumbling and (2) stocks soaring during the past 6 weeks.

    What's a bit surprising though is how well equities have performed in the face of sharply rising interest rates. Maybe some saw that coming. I sure didn't. And there's no guarantee that divergence will continue.

    As far as Wednesday's quarter point hiccup by the Fed - that was a non-event. Everybody, including the kid on our paper route, saw that coming weeks in advance. (At one point a week ahead of the FOMC meet Bloomberg reported a 120% chance of a hike based on an investor survey.)
  • edited December 2016
    Au contraire !!

    About one week after the election, we shifted funds to XSLV, which has worked over the past month and since inception. XMLV has not done as well in the short-term, but still has performed well since inception.

    CHART

    Kevin
  • Once again, WTF is not working with these funds? And should I wait for another article perhaps once again from the same paper, in another 2 years that could either say, "has not worked", "has worked out"?

    Bah!. If anyone wants to make case for these funds not being appropriate then they can make it. Trump or no trump. Or may be I'm being unrealistic. Any "observation" passes for page-filler news. Not sure why I'm expecting something more from WSJ. A wise man once said "don't expect anything and you will not be disappointed". That might even have been me. Now, that's news!
  • edited December 2016
    So far I've managed to say nothing in many words. It's complicated. The way volatility is reduced is by owning offsetting assets. But when the off-sets don't work as anticipated that spells trouble for the hedgers. I wasn't referring to being surprised by the Trump victory (though I was). Nor did I mean to infer I didn't think stocks could go higher after November (I did). And the Fed move was of course a no-brainer.

    The surprises which probably upset the hedges were: (1) Rather than money fleeing to the perceived safety of government bonds and gold after the Trump upset (as many seers expected) money moved in the opposite direction towards equities. The traditional safe havens fell hard. (2) Rather than stocks falling in the face of sharply rising interest rates (usually bearish for equities) stocks advanced. (3) As the Dollar strengthened (predictable in light of the interest rate moves) commodities should have fallen in response (a stronger dollar makes commodities less valuable in nominal terms.) They didn't. Instead, oil, copper and many other commodities rose right along with the dollar. Additionally, the EM markets, which normally befefit from higher commodity prices, instead fell sharply in response to other factors. A hedgie's nightmare.

    So if you set up programmed hedges based on expected relationships among interest rates, equities, commodities and the foreign exchange markets (Dollar vs other curtencies) your hedges wouldn't have worked very well post-election. I do think that should rates continue upward at this rate for a few more months it would spell trouble for equities. Heck, at some point some of us retirees will decide to vacate equities in favor of bonds. If you're 70 or 80 how much interest on short/intermediate duration bonds do you need to earn to entice you to move some money there?

    PS: I couldn't read Ted's linked article either. But I'm sure it was a fine one.:)
  • I have no problem reading the article from Ted's google link.

    I continue to hold Vanguard Global Min Volatility, VMNVX Adm share even though YTD return (8.32%) is slightly trailing the global index fund, Vanguard Total World Stock Index, VTWSX (YTD return, 8.89%). Again, VMNVX holds sizable mid- and small-cap stocks and it is actively managed. Thus the comparison may not a true apple-to-apple case.
  • @hanK &VF: Suggest you try Firefox or Chrome browsers.
    Regards,
    Ted
  • Safari browser also works fine.
  • As kevindow said, there's no reason to sell XMLV. It has slightly underperformed the Russell mid-cap index since the election, but it's no cause for changing horses.
  • I really need to wait for my princess to decide which college she is going to before putting more money to work anyways. Good luck to all with their choices.
  • This article is using a very brief moment in investing time to make any assumptions on low volatility funds. Smart investors will stay the course if these funds fit their portfolio needs.
  • I would not abandon low volatility as it has been working since 1968:

    Swedroe Article

    Kevin
  • I own BLVAX and AUEIX. I'm very happy with both.
  • @kevindow, Concur. Thank you for Larry Swedroe's article.
  • edited December 2016
    In the low volatility space, SPHD continues to work and the underlying index has had excellent backtested returns:

    S&P 500 LOW VOLATILITY HIGH DIVIDEND

    Kevin

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