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S&P 500? More Like The S&P 50

FYI: I must admit, with all that I write about the S&P 500 Index, it looks weird to see it without the last zero, as it is in the title of this article. But that is not as weird as the sustained predicament with that index regarding its “concentration.” That is, the index which holds approximately 500 stocks is essentially ignoring half of them. You see, the S&P 500 is like many indexes (and thus the ETFs and mutual funds that track them) in that its holdings are allocated by the size of the stock (“market capitalization”). That means that as big companies get bigger, as the market as a whole moves higher, and as a few high-flyers emerge into “hot stocks,” the S&P 500 becomes far less democratic.
Regards,
Ted
https://www.forbes.com/sites/robisbitts2/2019/02/14/sp-500-more-like-the-sp-50/#47859ce2136e
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Comments

  • edited February 2019
    Because the S&P 500 Index is a cap weighted index Old_Skeet uses an equally weighted S&P 500 Index fund (VADAX) for equity ballast, when warranted, and also for a special investment (spiff) position when desired. The fund rebalances quarterly.

    To view the fund's fact sheet click on the link below and then VADAX Fact Sheet PDF.

    https://www.google.com/search?q=vadax+fund+fact+sheet&oq=VADAX+Fact&aqs=chrome.1.69i57j0.3802j0j7&client=tablet-android-alco&sourceid=chrome-mobile&ie=UTF-8
  • @OS, just curious, why not RSP instead?
  • edited February 2019
    @davidmoran: If I buy ETF's I have to hold them in a wrap fee based account. For now, I'm staying away from wrap fee accounts plus I can buy at discount in a good number of mutual fund families, Invesco being one of them. The fund's prospectus will explain in more detail how to buy at discounts.
  • If anyone can provide a white paper on which has better risk adjusted returns Equal Weight vs Mkt Cap Weight please post it. I was satisfied for a long time that the answer was equal Sharpe Ratios explained it...but of late that premise does not hold. Use the above VADAX as an example. GFC of 2008 showed a Max Draw of within 5% on the downside for each but there was substantial outperformance in CAGR on the upside for VADAX vs SPY since 1998. I would like to know Vanguards opinion. The main argument against EW was that higher costs to rebalance doesn't hold because costs are included in the CAGR. VADAX rebalances 4x yearly. I really cannot find an answer out there. I do not want an explanation as to why (smaller caps). I want to know which is better risk adjusted long term.
  • You might enjoy examining IVV vs RSP at MFOPremium, similarities and differences, the former with higher UI (yet less volatility in some senses) but also GO and HR ratings.
  • edited February 2019
    @shipwreckedandalone: The below link just might be what your looking for about the pros, cons and benefits of an equally weighted index fund along with the performance details you seek. The reason I favor an equally weighted S&P 500 Index fund is because it provides good exposure to both large and mid cap stocks. I do not use VADAX for a complete investment strategy but I use it when I feel equity ballast is warranted on the equity side of my portfolio along with also using it as a special investment position (spiff) from time-to-time.

    https://www.lynalden.com/equal-weighted-index-funds/

    From the link here is a recap of the Pros & Cons of Equal Weighted Indices

    Although equal weighted ones may or may not have truly better performance, especially when you stick to the broad market or the S&P 500, there are definitely some trade-offs.

    Pros:

    Under the largest sample sizes, their long-term performance appears to be superior.
    They’re more diversified, rather than heavily concentrated into just the largest companies of the index.
    They naturally take a value-approach, which some investors prefer.

    Cons:

    They have higher turnover, which leads to higher expense ratios and generally higher capital gains taxes.
    They’re more volatile, and can fall more sharply during recessions.
    They’re only available for certain indices, because they’re not as popular yet.
    There are some interesting anomalies. For example if Apple were to split into two companies, a cap-weighted index would still have the same amount in it because the two parts would have about the same market cap when added together, while an equal-weighted one would double its exposure to it because it’s now two names and would invest in each equally.

    Neutral:

    Changing the way the index is weighted changes the sector balance.
  • Old_Skeet said:

    @davidmoran: If I buy ETF's I have to hold them in a wrap fee based account. For now, I'm staying away from wrap fee accounts plus I can buy at discount in a good number of mutual fund families, Invesco being one of them. The fund's prospectus will explain in more detail how to buy at discounts.

    Are you saying you actually get to buy-in at a discount to NAV? If so, how much of a discount?
  • Thanks for inputs. If Max Drawdown is/was almost equal, but long term since inception VADAX has outperformed SPY 363% vs 225% total return (since around Jan 1999), why hasn't the industry AUM seen more migration to EW? What am I missing? Each one of Old Skeets "cons" is already baked into the total return.
  • Well, if people looked at the really long term for performance, which they don't, even 30y, FLPSX would be the size of, you know, FCNTX, instead of half the size of DODGX. LC has so dominated the last decade-plus.
  • JoJo26 said:

    Old_Skeet said:

    @davidmoran: If I buy ETF's I have to hold them in a wrap fee based account. For now, I'm staying away from wrap fee accounts plus I can buy at discount in a good number of mutual fund families, Invesco being one of them. The fund's prospectus will explain in more detail how to buy at discounts.

    Are you saying you actually get to buy-in at a discount to NAV? If so, how much of a discount?
    ..... Good talk.....
  • edited February 2019
    @JoJo26, Did you read the prospectus? I wrote nothing about buying back of nav. I wrote ... "The fund's prospectus will explain in more detail how to buy at discounts." Again ... Did you read the prospectus? If you did then you'd know how to buy at discounts.
  • You know how it work. I'm not going to read through the prospectus to understand nuances when you have the knowledge to simply answer the question.

    If you are buying at a discount to NAV, then there is something compelling there, but I don't think that's possible with an open-ended fund. If you're simply getting a discount on a load, that is not really a discount IMO. Paying any load, is actually paying a premium to NAV.
  • edited February 2019
    If I buy ETF's I have to hold them in a wrap fee based account. For now, I'm staying away from wrap fee accounts plus I can buy at discount in a good number of mutual fund families, Invesco being one of them.
    I guess I'm also pretty lost on this comment too. I don't know what a wrap fee has to do with buying individual ETFs. A wrap fee as I understand it is when a broker or advisor puts together a package of investments and you are basically paying a fee for that service, like someone putting together a portfolio of investments together for you. At least that is my understanding of a wrap product where you pay fees. I admit there may be some reasons to pay a fee that I'm not familiar with, broker fees, advisor fees, just never heard it called wrap fee to buy an ETF.

    I've also never heard of buying a mutual fund at a discount unless like @JoJo26 implied, you are saying you don't have to pay loads on A-shares for certain families. If so, that is not unique. A share loads are waved at many brokerages like Schwab, probably Fidelity and probably others.

    If you don't mind @Old_skeet, can you explain these terms, wrap fee on an ETF and discounted mutual funds?
  • edited February 2019
    Hi guys ... My last comment on this subject is below.

    Below is by definition what a wrap fee is. It comes from investopedia and is linked below for easy access.

    https://www.investopedia.com/terms/w/wrap-fee.asp

    On the topic of discount purchases and buying at nav under certain circumstance load funds can be purchased at discounts; and, in some cases at nav. You will have to read the prospectus for these details as they vary from one fund family to another.

    In my case in some fund families I can buy at discount and in some at nav. Again, you will have to consult the fund's prospectus for these details.
  • From your link:
    A wrap fee is a comprehensive charge levied by an investment manager or investment advisor to a client for providing a bundle of services. Such services can include investment advice, investment research and brokerage services.
    Exactly, wraps have nothing to do with buying an ETF, just like the definition implies! What is the bundled service in buying an ETF? Is your broker telling you something different then this definition, that you have to pay him a fee to buy an ETF? @Old_skeet, if that's the case, you may be getting bad advice.

    Not going to read a perspective. If you don't want to explain your "discount " on buying a mutual fund you don't need to.
  • edited February 2019
    Keep reading ... on down and through ... to you come to the part on ETF Wrap.

    Breaking Down Wrap Fee
    Wrap fees are generally set up to be a percentage of the assets under management and can cover both retirement and non-retirement assets. The wrap fee is intended to provide payment for all the direct services the customer receives, as well as cover the administrative costs incurred by the investment firm, which tend to be a full-service brokerage or affiliated or unaffiliated broker/dealer firms. One advantage of a wrap fee is that a customer can be assured that a broker isn't trying to excessively churn trades to generate commissions. Wrap fee accounts are expected to more than double to $1.1 trillion in the next five years, according to Tiburon Strategic Advisors.

    Wrap Fee Criticisms
    Wrap fees can be expensive. They can range from around 0.75% to as high as 3%. And certain actions could incur other fees, such as if a broker for a wrap fee client were to purchase a mutual fund that charges an expense ratio. Such high fees can quickly erode returns. Accordingly, wrap fee arrangements have attracted a greater level of scrutiny from regulators as of late.

    Wrap fee programs can have a variety of names, such as asset allocation programs, investment management programs, asset management programs, separately managed accounts and mini-accounts. Whatever the name, such an account can be subject to additional disclosure under Rule 204-3(f) of the Investment Advisers Act of 1940. That rule defines a wrap fee as a “program under which any client is charged a specified fee or fees not based directly on transactions in a client’s account for investment advisory services (which may include portfolio management or advice concerning the selection of other advisers) and execution of client transactions.” In December 2017, the Securities and Exchange Commission released an Investor Bulletin that provides basic information about wrap fee programs and some questions to consider asking an investment advisor before choosing to open an account in a wrap fee program.

    Who Is A Wrap Fee Right For?
    Paying a wrap fee can be advantageous for investors who intend to utilize their broker's full line of services. For anyone else, it might be cheaper to pay an investment professional for individual services in an unbundled arrangement.


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    ETF Wrap
    An ETF wrap is an investment portfolio in which an investor, with or without the aid of an investment advisor, invests solely in exchange-traded funds. more
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    A fulcrum fee is a performance-based fee that adjusts up or down based on outperforming or underperforming a benchmark. more
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  • Old_Skeet said:

    Hi guys ... My last comment on this subject is below.

    Below is by definition what a wrap fee is. It comes from investopedia and is linked below for easy access.

    https://www.investopedia.com/terms/w/wrap-fee.asp

    On the topic of discount purchases and buying at nav under certain circumstance load funds can be purchased at discounts; and, in some cases at nav. You will have to read the prospectus for these details as they vary from one fund family to another.

    In my case in some fund families I can buy at discount and in some at nav. Again, you will have to consult the fund's prospectus for these details.

    Sorry to tell you, but you are getting the shaft and being sold on services that are ubiquitous.
  • @Old_Skeet, I'd be interested to know what your total fees are as a % of assets. By total fees I mean everything, advisor fees, brokerage commissions, loads, fund expenses.
  • edited February 2019
    ETF Wrap
    An ETF wrap is an investment portfolio in which an investor, with or without the aid of an investment advisor, invests solely in exchange-traded funds. more
    Yes @Old_skeet, I'm reading the Ivestopedia definition again and I see nothing to defend what you said about wrap fees and buying an ETF. Why can everyone else on this board buy without the fee and you can't? That to me is strange.

    I'm hoping your broker isn't giving you incorrect or misguided information for his own gain. Anyone who says there will be "wrap" fees for buying an ETF within your account should be asked why. Again, wrap fees are for pre-set or adviser constructed portfolios, whether using mutual funds, ETFs or individual stocks and bonds. It has nothing to do with purchasing a single ETF on your own. That is what your linked definition is saying also. Maybe you have some contractual fees with your broker that won't allow ETFs without them charging you(?)



  • Like MikeM, I don't understand what's to prevent anyone from just going to Schwab (or any broker of choice) and simply buying an ETF directly?
  • Old_Joe said:

    Like MikeM, I don't understand what's to prevent anyone from just going to Schwab (or any broker of choice) and simply buying an ETF directly?

    Absolutely nothing. @Old_Skeet is essentially getting pick pocketed by whoever he's working through.
  • MikeM said:

    I've also never heard of buying a mutual fund at a discount unless like @JoJo26 implied, you are saying you don't have to pay loads on A-shares for certain families. If so, that is not unique. A share loads are waved at many brokerages like Schwab, probably Fidelity and probably others.

    Yep, Fidelity too. Just from my experience, frequently looking up A shares there, I'd rough-guesstimate something like 3/4 of commonly held/traded A shares are load waived. As far as ETFs go, there's a long list that don't even charge the usual $4.95 commission on exchange-traded products.

    OS's note that "under certain circumstance load funds can be purchased at discounts; and, in some cases at nav" apparently refers to partial to fully waived loads on load shares. Unless there are some very rare outliers, there's no such thing as a partial load waiver on A shares at Fidelity, and I assume Schwab.

    Whatever broker Skeet's working with now, it sounds like a migration to Fidelity or Schwab would do him a world of good. That's the takeaway I get from this thread.
  • AndyJ said:

    MikeM said:

    I've also never heard of buying a mutual fund at a discount unless like @JoJo26 implied, you are saying you don't have to pay loads on A-shares for certain families. If so, that is not unique. A share loads are waved at many brokerages like Schwab, probably Fidelity and probably others.

    Yep, Fidelity too. Just from my experience, frequently looking up A shares there, I'd rough-guesstimate something like 3/4 of commonly held/traded A shares are load waived. As far as ETFs go, there's a long list that don't even charge the usual $4.95 commission on exchange-traded products.

    OS's note that "under certain circumstance load funds can be purchased at discounts; and, in some cases at nav" apparently refers to partial to fully waived loads on load shares. Unless there are some very rare outliers, there's no such thing as a partial load waiver on A shares at Fidelity, and I assume Schwab.

    Whatever broker Skeet's working with now, it sounds like a migration to Fidelity or Schwab would do him a world of good. That's the takeaway I get from this thread.
    We're just looking out for you @Old_Skeet. It seriously sounds like you're paying a lot of fees that are not necessary whether it be wraps, loads, advisory, etc. IMO, if you can't simply determine what you're paying in total fees, then you're likely paying too much.
  • edited February 2019
    Hi guys: Thank you for your comments and your expression of concern.

    However, please know that I am an accredited investor and my account(s) have been with my current broker for better than twenty five years. In my taxable mutual fund account I hold a good number of funds from a number of fund families with the biggest being in American Funds and Franklin/Templeton. I pay nothing directly to my broker to hold all of these funds in this consolidated account as this is covered by the 12b1 fees that the funds pay to the broker. Morningstar estimates my expense ratio on this account at 0.76%. Now for me to hold etf's I'd have to open a fee based account that has a fee associated with it based upon the assets held within this account. Thus, I have elected not to hold etfs. I refer to this as a etf wrap account. It is defined in Investopedia by the following description. "An ETF wrap is an investment portfolio in which an investor, with or without the aid of an investment advisor, invests solely in exchange-traded funds." From my perspective, a portfolio can be comprised of one or more funds.

    My self directed ira account is set up much the same way as my taxable account as I pay no direct fees to the broker as it's covered by the 12b1 fees paid to the broker form the mutual fund companies. Like the other account it has an estimated expense ratio of 0.76%.

    Because of the size of these accounts I can purchase some funds at nav depending on the fund family and others at discounts to their pop based upon how much I and my family collectively hold with the subject fund family.

    Also, know that, I am most happy with my arrangement as I can do nav exchanges from one fund to another (within the same family of funds) through a nav exchange program at no direct expense to me.

    So, let's not get hung up on how I buy and what I pay because my situation is most likely much different than yours. That is why I suggested you consult the fund's prospectus as how to buy and for purchase discounts, etc.

    Thanks again @JoJo26 for your expression of concern. It is much appreciated.

    Have a good weekend.

    Old_Skeet
  • Old_Skeet said:

    Hi guys: Thank you for your comments and your expression of concern.

    However, please know that I am an accredited investor and my account(s) have been with my current broker for better than twenty five years. In my taxable mutual fund account I hold a good number of funds from a number of fund families with the biggest being in American Funds and Franklin/Templeton. I pay nothing directly to my broker to hold all of these funds in this consolidated account as this is covered by the 12b1 fees that the funds pay to the broker. Morningstar estimates my expense ratio on this account at 0.76%. Now for me to hold etf's I'd have to open a fee based account that has a fee associated with it based upon the assets held within this account. Thus, I have elected not to hold etfs. I refer to this as a etf wrap account. It is defined in Investopedia by the following description. "An ETF wrap is an investment portfolio in which an investor, with or without the aid of an investment advisor, invests solely in exchange-traded funds." From my perspective, a portfolio can be comprised of one or more funds.

    My self directed ira account is set up much the same way as my taxable account as I pay no direct fees to the broker as it's covered by the 12b1 fees paid to the broker form the mutual fund companies. Like the other account it has an estimated expense ratio of 0.76%.

    Because of the size of these accounts I can purchase some funds at nav depending on the fund family and others at discounts to their pop based upon how much I and my family collectively hold with the subject fund family.

    Also, know that, I am most happy with my arrangement as I can do nav exchanges from one fund to another (within the same family of funds) through a nav exchange program at no direct expense to me.

    So, let's not get hung up on how I buy and what I pay because my situation is most likely much different than yours. That is why is why I suggested you consult the fund's prospectus as how to buy and for purchase discounts, etc.

    Thanks again @JoJo26 for your expression of concern. It is much appreciated.

    Have a good weekend.

    Old_Skeet

    I'd encourage you to double check all that.
  • edited February 2019
    Hi @JoJo26: Now that I steped forward and responded to your question(s) ... How about you steping forward and detiling your expenses associated with your portfolio and positions held along with telling us how you invest. I'll make this an open ended question so feel free to respond accordingly. I'll be interested in hearing how your new school way compares to the old school way.
  • Sounds to me like @Old_Skeet has simply got an old fashioned, "traditional" full service account. Which can be a good deal if you've got enough money invested.

    "Small fry" pay loads that go largely to brokers for sales and service. But for larger investors, fund families pay for those services out of their own pockets - not from loads. This is common industry practice. In a sense, not only is Skeet getting shares at NAV, but he's getting a kickback in the form of a payment from the fund family to his broker for services.

    As Skeet mentioned, ongoing servicing is paid for by trailing fees that come from the ER. So that part of the servicing isn't free. Though when he buys say, TEDIX, in theory at least he gets some service for his ¼% 12b-1 fee. What value does one get for that fee when buying at Schwab or Fidelity? Personally, I'd open an MDISX account directly and save the 12b-1 fee. (I can do that; I'm grandfathered.)

    It's nice that people are concerned about DIY's paying a 1% wrap fee to do their own investing. I often wonder, though, where the concern is for DIY's buying class C shares? These shares tack on a 1% annual 12b-1 fee (load) just as surely as wrap accounts tack on a 1% fee for owning a no-load share class.

    Just today, someone posted a message in another thread speaking favorably about having owned C class shares of a fund. (The praise was for the fund; ownership of class C was incidental; in other instances people have posted about buying C class shares without paying a front end load.)
  • "But for larger investors, fund families pay for those services out of their own pockets - not from loads. This is common industry practice. In a sense, not only is Skeet getting shares at NAV, but he's getting a kickback in the form of a payment from the fund family to his broker for services."

    This is the setup we have at American Funds. Like Skeet, some of their funds have worked very well for us over the years. The ER at American Funds is typically quite low compared to similar competitive funds, so if you can buy at NAV without a load it's a good deal.
  • edited February 2019
    @MFS and @Old_Joe: Thanks for making comment.

    I'm very thankful that my grandparents and parents had the wisdom to become investors many years ago. They we just average working and farming families who decided to put some back from their wages into the stock market. In addition, they sold off some of the family farm land to raise capital for investment purposes. And, as a grandchild I was provided a cut of the land sales which I invested pursuant to their wishes over spending. My first fund was Franklin Income Fund which I still own today.

    This early wisdom has now made my life so much easier for me and my family. One of my cousins and I attend the same church that our parents were raised in asked me the other Sunday. He said ... "I know I made more in my working days than you as I was the smarter and made better grades." But, now you seem to have so much more than me. How'd you do it? My answer. The wisdom of our grandparents. Some of us followed it and some did not. I was one of the ones that did. Plus, I live below my means.

    Thanks again MFS and Old_Joe for making comment. It is much appreciated.
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