MFOHome About Commentary Discussions Funds The Best Resources Support Us!

Howdy, Stranger!

It looks like you're new here. If you want to get involved, click one of these buttons!

Sign In Register

Categories

In this Discussion

Here's a statement of the obvious: The opinions expressed here are those of the participants, not those of the Mutual Fund Observer. We cannot vouch for the accuracy or appropriateness of any of it, though we do encourage civility and good humor.

    Support MFO

  • Donate through PayPal

M*: The Case For Multifactor Funds

TedTed
in Fund Discussions
FYI: The case for multifactor funds is essentially the case for diversification, which Nobel Prize winning economist Harry Markowitz has described as the only “free lunch” in investing. Investors shouldn’t put all their “eggs” in one factor. But just because the argument for factor diversification is simple doesn’t mean that selecting and sticking with a multifactor strategy is easy. In fact, in light of the proliferation of multifactor funds, choosing from the now-expansive menu is becoming more difficult by the day.
Regards,
Ted
https://www.morningstar.com/articles/879106/the-case-for-multifactor-funds.html

Comments

  • Sven
    A new Vanguard multi-factor ETF, VFMF, was introduced in Feb 2018. It is an all cap domestic fund with a low ER at 0.18%.
Sign In or Register to comment.