Low Turnover in the S&P 500 Low Volatility Index Reflects Broader Market Dynamics

It’s been almost a year since the COVID-19 pandemic hit the U.S., but despite the disruption it brought to daily life, the U.S. equity market has performed remarkably well—rallying powerfully after a sharp decline in March 2020.

Through Feb. 18, 2021, the S&P 500® was up 24% since the end of 2019. In the same period, the S&P 500 Low Volatility Index was flat.

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