Index Series

Interactive Tools

RAFI Indices is built with the research, insights, and strategies of our sister company:

research affiliates

Selected Insights from Research Affiliates

APRIL 2017

Unlocking the Performance Potential in ESG Investing

By combining a tilt toward companies that display financial discipline and that embrace corporate diversity with the return engine of a fundamentally weighted portfolio, we believe investors in environmental, social, and governance (ESG)–related strategies have the opportunity to earn superior long-term risk-adjusted returns.

JULY 2017

A Smart Beta for Sustainable Growth

We demonstrate a smart beta that produces positive excess returns from sustainably faster growth in EPS. This simple, systematic strategy represents a significant improvement from today’s growth indices that fail to produce faster growth in EPS and have provided negative excess returns.

JANUARY 2017

A Smoother Path to Outperformance with Multi-Factor Smart Beta Investing

You can outperform the market with substantially lower relative risk by diversifying across simple smart beta strategies based on a half dozen robust factors. Dynamically rebalancing these factor-based smart betas significantly improves returns.

MARCH 2005

Fundamental Indexation

A trillion-dollar industry is based on investing in or benchmarking to capitalization-weighted indices, even though the finance literature rejects the mean–variance efficiency of such indices. This study investigates whether stock market indices based on an array of cap-indifferent measures of company size are more mean–variance efficient than those based on market cap.

NOVEMBER 2016

Chasing Performance with ETFs

ETF providers respond to investors’ preference for strong recent performance by launching new funds with hot strategies. Our research reveals a striking pattern of post-launch performance.

Performance

RAFI Fundamental Index Series

Source: FactSet | Data: As of 12/31/2017 in USD | Inception Date: 01/31/2017

Note: Portfolio characteristics derived from FactSet. Data prior to launch is simulated.

*Inception to Date (ITD) uses the first full month of returns after inception date. All returns prior to inception are simulated. Please see disclosures for important information regarding simulated performance.

RAFI Dynamic Multi-Factor Indices

Source: FactSet | Data: As of 12/31/2017 in USD | Inception Date: 01/31/2017

Note: Portfolio characteristics derived from FactSet. Data prior to launch is simulated.

*Inception to Date (ITD) uses the first full month of returns after inception date. All returns prior to inception are simulated. Please see disclosures for important information regarding simulated performance.

RAFI Multi-Factor Indices

Source: FactSet | Data: As of 12/31/2017 in USD | Inception Date: 01/31/2017

Note: Portfolio characteristics derived from FactSet. Data prior to launch is simulated.

*Inception to Date (ITD) uses the first full month of returns after inception date. All returns prior to inception are simulated. Please see disclosures for important information regarding simulated performance.

RAFI Single-Factor Indices

Source: FactSet | Data: As of 12/31/2017 in USD | Inception Date: 01/31/2017

Note: Portfolio characteristics derived from FactSet. Data prior to launch is simulated.

*Inception to Date (ITD) uses the first full month of returns after inception date. All returns prior to inception are simulated. Please see disclosures for important information regarding simulated performance.

RAFI Indices is built with the research, insights, and strategies of our sister company: Research Affiliates, LLC