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Comparative Analysis of ETFs and Index Funds

Journal: International Journal of Mechanical and Production Engineering Research and Development (IJMPERD ) (Vol.10, No. 3)

Publication Date:

Authors : ; ;

Page : 6413-6420

Keywords : ETFs; Index Funds; Return; Risk; Sharpe Ratio; Beta; and Jensen’s Alpha;

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Exchange Traded Funds (ETFs) and Index Funds both are innovative products. ETFs are baskets of securities that are traded on the stock exchange. ETF bears the twin facets of a stock and a mutual fund whereas Index Funds are mutual funds which replicate the overall performance of the large market index but can be bought or redeemed solely at the end of the day at NAV. The proposed study aims to cover the overall performance assessment of IndianETF's and index funds which track the identical benchmark. Five different Exchange traded funds alongside with ten distinct Index funds are regarded in the study. The learn about is primarily based on secondary data and covers five years i.e. from 2015-19 to consider the relative performance of selected ETFs and Index Funds. The parameters used for evaluating the performance are Return, Risk, Sharpe Ratio, Beta, and Jensen's Alpha. This study will enable to recognize the difference in the performance of two significant similar passive investmentstrategies.

Last modified: 2020-12-02 13:50:18