All Large cap articles
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White papersSPIVA® Around the World
Percentage of active funds outperformed by benchmarks over 1, 3 and 5-year periods
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White papers
Global Choice Index Series overview
The FTSE Global Choice Index Series is a market-capitalization-weighted index series employing a transparent rules-based methodology. The series is designed to help investors align their investment choices with their values by applying screens in three Product categories and two Conduct categories related to how companies affect society and the environment.
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White papers
Blog | US stocks meander in May but small-cap Value bias persists
Like most major indexes, US large- and small-cap stocks wobbled in May, ending the month with modest gains. The Russell 1000 rose 0.5%, barely ahead of the Russell 2000’s 0.2% gain ‒ snapping the latter’s winning streak since the global reflation rally began last November.
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White papers
Blog | US valuations are high — but it may be justified
Based on most traditional metrics and their own history, US valuations look elevated — both on their face and relative to their global peers. But there are some solid reasons why investors may be partial to US stocks now.
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White papers
Climate Scenario Alignment, Net-Zero, and Uncertainty
Both the Net Zero Asset Owners Alliance and Net Zero Asset Managers initiative have signed up to target net-zero GHG emissions by 2050 or sooner, binding trillions of dollars to be decarbonized. This raises the question, how can we grasp these climate targets and practically implement them?
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White papers
Blog | What’s behind recent Russell 2000 underperformance?
Among this year’s notable twists and turns, the recent giveback of Russell 2000 outperformance to its large-cap counterpart has been particularly striking. What happened?
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White papers
A year in microcaps: COVID panic, euphoria and Reddit frenzy
When US equity markets reached the bottom one year ago at the onset of the pandemic, US microcap stocks were dealt a particularly sharp blow. They subsequently rebounded alongside all US equity market cap segments, but their performance continued to lag their larger size segment counterparts—until the events of early 2021 when US microcaps soared above the rest.
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White papers
Risk-Adjusted SPIVA Scorecard Year-End 2020
Since 2002, SPIVA scorecards have shown that active funds typically underperform their benchmarks on an absolute return basis. However, active funds could compare favorably to passive investments after adjusting for volatility, if lower active returns were a consequence of risk reduction.
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White papers
Exploring Equal Weight’s Impact on Risk/Return
What are the potential risk/return benefits of the S&P 500 Equal Weight Index? S&P DJI’s Hamish Preston and Tim Edwards explore what’s driving the mega-cap trend, multi-decade highs in S&P 500 concentration, and potential applications for the S&P 500 EWI.
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White papers
SPIVA and Style
Last week S&P Dow Jones Indices released its SPIVA® U.S. Year-End 2020 Scorecard. As has been the case for 17 of the past 20 calendar years, the majority of active large-cap managers underperformed the S&P 500®. Performance was better for mid- and small-cap managers, as Exhibit 1 shows. What caused the advantage for smaller-capitalization strategies?
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White papers
Blog | Bitcoin blends can help smooth the digital asset ride
At a time when an increasing number of investors and financial advisors are considering adding Bitcoin to investment portfolios, FTSE Russell has examined how it has behaved within a blended index portfolio.
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White papers
S&P PACT Indices Sector Weight Explanation in Developed and U.S. Markets
In April 2020, we launched the S&P PACTTM (Paris-Aligned & Climate Transition) Indices. The indices aim to align with a 1.5oC climate scenario, the EU’s minimum standards for EU Climate Transition Benchmarks and EU Paris-Aligned Benchmarks, and the recommendations of the Task Force on Climate-related Financial Disclosures (TCFD), while maintaining a broad, diversified exposure.
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White papers
From Large Cap to All Cap: Introducing the S&P MidCap 400 ESG and S&P SmallCap 600 ESG Indices
Whoever said size doesn’t matter, wasn’t talking about ESG. For years, we’ve known that larger companies tend to fare better when it comes to sustainability.1 But thanks to the launch of the S&P MidCap 400® ESG Index and S&P SmallCap 600® ESG Index, that may be about to change.
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White papers
Blog | The smallest of the small “go big” in January; Microcap Index leads US caps
Small is the new big so far in 2021, with the Russell Microcap® Index, comprised of the smallest 1,000 stocks in the US small-cap Russell 2000® Index, up more than 14%, trailed by steadily lower January returns for the Russell 2000® Index (+5.0%), Russell Midcap® Index (-0.3%) and the US large-cap Russell 1000® Index (-0.8%).
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White papers
Red, blue & green: FTSE Russell looks back on US political parties and markets
With a Democratic US President now in office and a Democratic Congressional majority, investors may be tempted to predict where US equity markets go in the coming months based on which political party is in power. Our suggests that investors may want to use a more nuanced lens when constructing go-forward investment strategy.
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White papers
Oscillations in Opportunity
2020 was a year of two reversals for the market. First, equities recovered from the depths of March to finish the year strongly, and second, smaller-cap and value stocks staged a roaring comeback in the final quarter.
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White papers
Podcast: Making the Case for Value
Over the past decade, we have seen that growth investing has had a tremendous run and was considered the first choice in approach for investing in stocks. However, for the last several months and for the first time in quite a few years, market conditions seem to suggest that now value has started to become the more popular option.
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White papers
Blog | Will value resurgence drive a Santa Claus rally? Insights from global index provider FTSE Russell
US equity markets have continued their Q4 surge, with market watchers hoping for a traditional Santa Claus rally as we approach the end of a tumultuous year. Although, one untraditional factor, value stocks, has played a more influential role in the recent market rise.
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White papers
Digital transformation: think beyond the tech mega caps
2020 has seen the world’s largest tech companies get bigger and the global digital transformation grow wider, but what does the future have in store?
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White papers
Blog | Sector differences explain “cap-gap” for Malaysian equities in the year of the global pandemic
Sector weightings have been a key driver of the performance difference between mid- and large-cap Malaysian stocks in 2020, according to new insight from global index provider FTSE Russell and Bursa Malaysia.
