Categories: Mutual Fund

Index Funds Tracking Error And Tracking Difference – Dec 2023

Find the latest data of all the Index Funds Tracking Error and Tracking Difference in Dec 2023. You will also find the AUM and Expense Ratio of regular and direct funds.

This data helps you in choosing the right Index Funds for your investment. However, I have excluded the ETFs from this list. It is a Google Sheet and you can’t download it. However, by scrolling, you can easily find all the data for Index Funds.

What is Tracking Error and Tracking Difference?

The tracking error is the annualized standard deviation of the difference in daily returns between the underlying equity index and the NAV of the ETF/ Index Fund based on past one-year rolling data. As per the recent SEBI regulation, such tracking errors must be within 2% levels.

The tracking difference is the annualized difference of daily returns between the index or goods and the NAV of the ETF/ Index Fund.

To know more, I have explained both concepts in detail and in a simple way in my earlier post “Tracking Difference Vs Tracking Error Of ETF And Index Funds“.

Ideally tracking error and tracking difference should be as low as possible. In case of tracking error, avoid the fund that outperformed the Index.

Index Funds Tracking Error And Tracking Difference – Dec 2023

This Google sheet contains data like Fund Name, current AUM, expense ratio, tracking error, and tracking difference for both regular and direct funds. Also, I have categorized them based on their market cap or theme.

Use the above sheet for shortlisting your Index Funds based on AUM, Expense Ratio, Tracking Error, and Tracking Difference. As I mentioned in my earlier posts, look for a fund with decent AUM, low expense ratio, and low tracking Error/Difference Fund.

If there are any errors in the above data, then let me know. However, I have done my best to collate all data at one place.

BasuNivesh

View Comments

  • Thanks for the very information sheet, diff to find all this info at one place. I wonder if people invest in the regular plans of Index funds, defeats the purpose of low cost investing. Personally I am invested in equity index plans of ICICI - they have a wide range basis market capitalization and error and costs seem acceptable. Motilal Oswal and Nippon also seem to have a good range.

  • KIndly give it in the form of an excel sheet for it to be useful. In this form very difficult to read and compare.

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