Tracking difference and error indicate how well an index fund follows its intended path. Here's how to avoid common analytical mistakes. Download the report now.

SPDR Barclays Capital High Yield Bond ETF (JNK): ETFs tracking high-yield debt are often viewed as fertile ground for elevated tracking error, and that scenario is not limited to corporate debt.

As the ETF industry has grown by leaps and bounds in recent years, advisors are finding themselves with more options than ever before.

The largest driver of basis, or tracking error, is how closely the underlying financial instrument’s trading price tracks the performance of the reference bond index.

The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management ...

Investors may bristle at the mere mention of tracking error—but that’s what helps them keep more of their money while maximizing their after-tax returns.

An example based on actual market data indicates that imposing fairly large tactical asset allocation ranges produces surprisingly small tracking errors. We also found that TAA restrictions should ...

When investors evaluate passive funds, they often zero in on one number: the expense ratio. It’s tempting to think that a lower fee logically leads to better returns. But this is only part of ...

Important Examples of factors considered when selecting an appropriate benchmark include the region, industry, volatility, market capitalization, and liquidity of the securities in question.