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Is the passive investing dream waning?

There's no doubt that Australians are big fans of passive investing. Over the last year, the country's ETF market grew approximately 37% to a value of $206 billion. A mere decade ago, it totalled just $12 billion.

According to a recent VanEck survey, more than half of Australian investors claimed that ETFs are their favourite investment vehicle. To put that in perspective, only 3% chose unlisted managed funds or actively managed funds, while less than 2% selected LICs.

Overall, 84% of Australians would recommend ETFs to their fellow investors.

These figures don't come as much of a surprise to me. I've spent a large portion of my career flying the flag for passive investing. I got my first financial services job in 2000, which was around the time that ETFs began gaining momentum.

And it's not hard to see why they're so popular. Australian investors save approximately half a billion dollars a year in fees when they choose ETFs over actively managed funds.

What's more, 85% of active managers don't appear to provide much value for the extra fees they charge.

Armed with this damning data, you might think active management is down for the count. The evidence in support of ETFs would seem insurmountable.

However, passive investing might not be the magic bullet that everyone thinks it is. In fact, I would argue there are signs it is already struggling to keep up in a world that's rapidly passing it by.

To understand why, we need to talk about how the alternatives space - in particular, private equity - has revolutionised the investment landscape.

The rise of private equity

A generation ago, public markets were the only place that companies could typically go to raise large amounts of equity capital. Fast-forward to today, however, and much of that public market capital has been replaced by the private equity industry. This has particularly been the case for new and fast-growing businesses, typically the more exciting parts of the equity investing landscape.

Take the US, for example. In 1996, there were more than 8,000 listed companies in the country, according to the World Bank. This figure had almost halved to 4,600 by 2022. Over roughly the same period, the number of US companies backed by private equity firms has increased more than five-fold from 1,900 to 11,200.

Globally, participation in private markets stood at US$600 billion in AUM in 2000. By 2022, it had reached US$9.7 trillion.

Figure 1: Private Equity dominates markets today

Clearly, private equity is booming. As a result, the lifecycle of companies is far different now to what it was at the turn of the millennium.

Many excellent businesses never make it into the public domain – they are funded, acquired and sold entirely within the private arena. Today, public markets are not only less relevant, but also less representative of the global economy.

What does all this have to do with ETFs, you may be wondering? Well, let's start by defining passive investing and what it's trying to do.

A slice of the economy

Passive investing refers to an investment strategy that tries to track an index. When the first index ETF popped up in the mid-1970s, the thinking behind it was simple but elegant: if the Efficient Market Hypothesis holds true, then stock prices already accurately reflect all publicly available information.

So, rather than incur the costs and time of doing proprietary analysis, why not construct a portfolio that simply replicates the market?

The appeal was obvious. A precisely weighted portfolio could mimic the market and give investors a low-cost slice of the economy as a whole, with attractive returns to match. And that's certainly been the case with passive investing for many years.

But as we've seen, the business landscape and financial markets have evolved considerably over the last two decades. With private equity currently holding such a large piece of the pie, how can index trackers still claim to offer the well-diversified basket of stocks they once did?

The New York Stock Exchange is a good example. The 'Magnificent Seven' tech companies – Alphabet, Amazon, Apple, Meta, Microsoft, Nvidia and Tesla – comprise nearly a third of the S&P 500's market capitalisation.

Does that seem balanced? How many financial advisers would sensibly suggest that putting a third of one's wealth into a handful of high-risk, high-return stocks is a suitable strategy for all investors?

If the current direction of travel continues, public markets will only continue to shrink and become even less relevant over time. It's likely that many of the future Microsofts, Googles and Amazons won't even make it onto the public markets in the first place.

The upshot is that the average retail investor isn't getting a representative slice of the economy through passive investing anymore, and they risk missing out on superior returns as a result. Indeed, research shows that private equity returns have significantly outperformed public markets over almost every time horizon as illustrated below:

Figure 2: Private Equity outperforms public markets

Coming full circle

The world has clearly moved on since passive investing first hit the scene, so can the industry evolve to keep up with modern markets?

Unfortunately, the academic theory that underpins traditional index funds doesn't provide much leeway for product innovation. There's only so much you can do if you're faithfully tracking an index.

This has not stopped the industry from creating a multitude of different passive investment products that focus on specific sectors, markets, themes or trends.

Thematic ETFs, for instance, have experienced steady growth in Australia over the last few years, with a total of $5.4 billion currently invested in them, Global X figures show.

But if passive managers are picking and choosing specific stocks to put in their products, they are straying far from the original philosophy behind passive investing. I'd even argue they've come full circle back to being active managers.

As ever, financial markets continue to adapt and evolve – and so must we. Yes, passive investing can serve an important purpose in portfolios, but favouring it to the exclusion of everything else would be a mistake.

While many active managers don't outperform their benchmarks over the long term, it's worth remembering that the best ones do. On the other hand, all passive managers – by definition – lag the markets they track once fees are deducted.

Ultimately, it would seem to be a mistake to believe that one type of investment strategy is suitable for all people, all of the time. Sensible portfolio diversification should include not just investment diversification, but also product diversification. So don't just buy ETFs; look more widely at high-quality active funds and LICs that give you access beyond just the listed equity space.

 

Emma Davidson is Head of Corporate Affairs at London-based Staude Capital, manager of the Global Value Fund (ASX:GVF). This article is the opinion of the writer and does not consider the circumstances of any individual.

 

37 Comments
John White
September 15, 2024

Good article and the last few lines in your article is good information. Congratulations on your ASX:GVF reaching 10 years and a great record of growth and dividends.

Emma Davidson
September 16, 2024

Thanks John! I apprciate that and yes, a decade and a proud one at that.

Percy Allan
September 15, 2024

My experience with investing in early-stage private equity is that for every five, one went broke, three lost value and only one excelled leaving a low or no net return overall. Hence mature private equity especially through a diversified fund makes more sense since it has an established track record. But high fees (typically 2% FUM plus 20% performance above a modest hurdle rate) skim off the cream compared to ETFs, LICs and direct shares with low or no fund management fees. To me the main attraction of an actively managed fund is if it achieves lower price volatility than a comparable market indexed fund thereby producing a better risk adjusted return. That's why I'm invested in GVF.

Emma Davidson
September 16, 2024

Hey Percy, thank you for your comment. And you are right, early stage anything, those stats look spot on. Hence why we diversify I guess and as you say, maybe only invest into the mature part of the market if we want lower risk. And again, you are right on the fees but as you say, it's a trade off between a) doing it yourself and taking the odds of picking the right ones or pay for a specialist to ensure good portfolio management and diversification across risks, asset classes, geography etc. No one said it was an easy choice :-) Thank you for being a GVF investor as well, your support is much appreciated.

Jen
September 15, 2024

Very timely article. Thank you. It seems all my “good ideas” investments on asx and nasdaq get swallowed up by private equity. With the exception of picking GVF, which was a smart move if I do say so myself.

I will check out the two securities you mentioned though. Thank you

Emma Davidson
September 16, 2024

Thanks for sharing that Jen and yes, that is exactly the point, the PE markets are swalling up all the future stars which is what worries me. And thank you for being a GVF investor, we appreciate your belief in us.

Re WMA and PE1, just to confirm that I have not looked at their performance and cannot make any recommendations, rather that I was pointing out 2 listed investment companies that offer access to this PE alternative world. I'll leave you to do your own research and make your own choices.

Patrick
September 14, 2024

Great article, thanks Emma. Unfortunately all of the ASX listings you mentioned (GVF, WMA, and PE1) materially underperform the long term returns of, say for example, IVV.ASX or VOO.NYSE both being listed ETF's.

Emma Davidson
September 16, 2024

Thanks Patrick, I appreciate your reading it.

I cannot comment on PE1 or WMA but I will contact their people and let them respond on those.

On GVF however, I respectfully disagree. The S&P 500 has annualised at 12.5% over the last 10 financial years (FY2014-FY2024 inclusive) and run with volatility in the mid teens. GVF, over the same period has annualised at 11% with HALF the volatility of the S&P. To me, that is a much better risk adjusted result.

Looking at GVF on the ASX can be confusing because the company pays all of its returns out to shareholders as franked dividends. Some of our investors elect to reinvest their returns but the majority of our investors want to get the semi-annual income.

Anyway, I hope we can still be friends even if we have different opinions :-)

Longquest
September 01, 2024

Interesting article. But skirts the question, how does the retail investor gain exposure to a diverse shopping basket of PE investments? What funds are out there for Everyman & Everywoman (that don’t talk up a storm and rip you off)? At least in public markets the small buy-&-hold investor has a chance to buy and sell on equal terms with the institutional investors.

Emma Davidson
September 07, 2024

I agree with you Longquest, we have a way to go with getting easy access to PE for the ever-man/woman. That is why I like Listed Investment Companies because they are vehicles that often provide access to asset classes like PE. ASX: GVF has a large PE exposure and ASX: WMA or ASX: PE1 which can give you access to this asset class but with the comforted of listing on the ASX.

Sue
September 01, 2024

Hi
I personally have been able to access private equity via word of month but how does the average investor?

Emma Davidson
September 07, 2024

That is great Sue.
Start by looking at ASX: WMA, PE1 and GVF also has an allocation to global PE.

Adrian
September 01, 2024

I'd say passive investing is now a reality, the active investing dream is waning. And private markets is a natural place for the industry to migrate to collect big fees with not much transparency.

Emma Davidson
September 12, 2024

Hi Adrian,
I agree that the active investing dream has waned/changed dramatically over the last couple decades. What is more interesting though is how passive has changed at the same time and also how as you say, a lot of the companies of the future will go private and probably stay private.

Ramon Vasquez
August 31, 2024

Hello .
So l have not been cursing in vain !
l had collected , sporadically when opportunity presented itself , to what l had thought to be " ironclad " stocks , namely

Perth Airport , Sydney Airport , TNT , Toll , ASB etcetera . Now l am led to worry about the remainder of my Buffetolian

portfolio .

Thanks for your article , Emma . Respects to Henry Jennings . Take care . Ramon Vasquez .

Emma Davidson
September 12, 2024

You have not Ramon! I always love a bit of infrastructure in a portfolio so I'd say you have nailed it with those. And thanks for the comment, it means a lot.

Barry
August 31, 2024

Index ETFs are not truly passive with no human decisions being made.

A committee of humans at Standard and Poors decides which companies to include in the S&P 500 index and which ones to remove and when.

So in a way, these indices are active, because you have a bunch of humans deciding what companies to put in and which ones to remove and their weightings. This is the same as what happens with an activate fund manager.

We have seen a few debacles recently where they have picked some speculative but recently high-flying companies to join the ASX/200 index and those companies have crashed in price very soon after inclusion.

SMSF Trustee
September 01, 2024

Too nuanced by half, Barry. Passive investing means aligning your portfolio with those indices..The fact that there are rules driving the stocks in and out of them doesn't render an aligned portfolio as "active".
And the humans today are just following age-old rules, not exercising discretion.

Emma Davidson
September 13, 2024

Indeed you are right Barry.

SMSF Trustee
September 15, 2024

Have to beg to differ Emma. Passive by definition means aligned with a benchmark. However that benchmark is determined, a passive fund measures itself against it to track its performance. Active management measures itself against a benchmark but explicitly seeks to outperform by making decisions to vary the portfolios holdings or structure. What Barry said about benchmarks being structured by humans does not render a tracking portfolio active. That just defies the language!
And I might add he totally overblows that human element because 99% of the changes in benchmark weights of individual stocks or bonds in the benchmark is because of the market, which causes price changes that result in stock weightings change. Only when a weight falls below the index rules and an external stock replaces it is there a "human" decision, but it's a mathematical box-ticking exercise not an active, discretionary decision.
Barry is not right.

PCHS
August 30, 2024

Super article.

Emma Davidson
September 12, 2024

Thank you PCHS, I appreciate that a lot.

Emma Davidson
September 17, 2024

Hello SMSF Trustee, thank you for your comment and apologies for my tardy reply, I actually missed your response.

I can't speak for Barry but I think his and my point was that traditional Index ETFs are exactly as you describe above and yes, I dont think there is any discretion on these, it a rules based system which is easy to understand and there to give access to certain companies. The S&P 500 gives us access to the top 500 companies in the United States based on various criteria which are well defined upfront and make sense when it comes to getting access to the talent in the US. When they were introduced however, the public markets had a monopoly on the companies coming onto the exchanges because the entire 'talent pool' came to the listed markets. That talent pool then competed to make it into the relevant major indices and the best of the best made it giving us access to the creme de la creme.

Now, however, we have a huge unlisted private market because cmpanies dont want to go the listed route anymore. It's expensive, hugely regulated and will be copied by the passive industry as soon as it emerges. Therefore, the point is that the indices no longer have access to the entire pool of future talent.

Secondly, the world of passive has changed. We now have 'thematic ETFs' or sometimes called 'sector ETFs' where an ETF provider chooses a 'sure thing' theme (like 'emerging and disruptive technology') and creates an 'index' of companies that represent that theme. Who is defining the rules here and who is defining what makes it into emerging and disruptive technology.

Anyway, I like it when people disagree with me and I hope you wont mind me disagreeing back.


SMSF Trustee
September 19, 2024

So there's a growing non-passive offering list of private equity and thematic funds. Yep no denying that. But they're not passive. So yours and Barry's argument is a non-sequiture. Their existence doesn't mean that passive investing is dead or whatever it is your confusing argument is trying to say.

Lynda Reid
August 30, 2024

Great insights, thank you for sharing. The changes in recent years will continue to pose many challenges as markets shift private for so many reasons, not all of them great. Has public markets regulation pushed too far, contributing to the retreat behind closed doors?

Emma Davidson
August 30, 2024

Great question. As someone who remembers the London Citigroup trading floor in 2007/2008 to what we see now, I do wonder but that is what we do as humans, right? We push too hard, push back further and push hard again. As long as it's net net in the 'right' direction, we will be ok...? But yes, there has been a large shift away from public listed markets and when a big shift happens, we do have to question whether it's right and whether we need to revisit the status quo. Thanks for the comment Lynda!

Mark Ambrose
August 30, 2024

Great article Emma!

Emma Davidson
August 30, 2024

Thanks Mark, lots of your data in there as well so thanks :-)

SMSF Trustee
August 30, 2024

One of the reasons I have RQI (formerly RealIndex) in my fund, alongside more traditional index funds (Vanguard). Both domestic and global. The market cap weighted indices do produce some concentration risk that RQI mitigates, for a very reasonable fee.

Was passive investing ever a "dream"? I think this sets up a straw man argument. Passive investing has always been about fee budgets. I include them alongside very active managers to get the overall fee outcome that I want. It's not some "dream" to get exposure to the economy! Australia's listed market has NEVER looked like the economy and index funds have never been an option to get exposure to the whole economy. Small business - aka private equity - has always been more important in GDP than the listed market. I always knew I wasn't exposed to the local car mechanics or the new creative fashion designer. Not sure I want to be now!

Emma Davidson
August 30, 2024

You are right SMSF Trustee, tge heading was probably a bit click bate-y but I do remember thinking passive was a brilliant no brainer for cheap access to diversified financial markets. I guess my point is that it’s morphed so quickly that I didn’t keep up.

How does one get exposure to the economy if not through financial markets?

SMSF Trustee
August 30, 2024

It's never been about getting exposure to the whole economy. If anyone ever thought that then they needed to take a closer look at the composition of the national accounts (GDP data). The listed market's always been a special sub-set, but only a sub-set.
But in truth, it's equity returns have probably been better because most small businesses have been inefficient and paid not much more to their owners than decent wages. So why would anyone want exposure to all those sub-optimal investments?

Stephen E
August 30, 2024

Thanks Emma.

My question is: do you think that the trends toward private equity, driven by relatively cheap money, increase in debt, government deregulation (ie sale of govt assets), increased bank regulations decreasing loans to corps, etc are structural or cyclical? I think cyclical and that the cycle will turn, but am wondering your view.

Emma Davidson
August 30, 2024

I love this question Stephen and we’ll never know for sure but in my view, unless the public markets become a lot more attractive to list in, I see this as largely structural. Of course, as you articulate above, the cycle also has had a lot to answer for.

Will
August 29, 2024

Very interesting article Emma! I would also point out that after fees an ETF will underperform its passive benchmark 100% of the time…

Emma
August 30, 2024

Thanks Will and yes, you are absolutely right. I’d rather have a chance of outperforming…

Henry Jennings
August 29, 2024

Great article Emma, spot on.

Emma Davidson
August 30, 2024

Thanks man! High praise indeed.

 

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