Tag Archives: capital-gains

QLC: Large-Cap ETF With High-Quality Stocks

Summary QLC is an equity fund focusing on large-cap companies that are financially strong, have low valuation, and have positive performance. I compare QLC’s portfolio to four categories of large-cap ETFs, with a total of 16 ETFs being compared. There are some interesting characteristics to be found in large-cap ETFs that may be of interest in trying to choose an effective investment. A serious all-ETF portfolio needs at least one fund that focuses on large-cap U.S. equities ; arguably, large-cap companies are the mainstay of the American economy and, as a result, large-cap holdings are arguably the mainstay of any portfolio. There are currently at least 118 ETFs that focus, in one way or another, on U.S. large caps. 1 There are a variety of ways of approaching such a target: sector, size, growth, value, dividend yield, earnings, fundamentals – what have you. For its part, Northern Trust Investments ‘ FlexShares Funds recently issued a new fund: the FlexShares U.S. Quality Large Cap Index Fund (NASDAQ: QLC ). As I looked into this fund I found some interesting things that lead me to believe this ETF may have tremendous potential. The Fund The index used to model the fund’s portfolio consists of the 600 largest companies among the companies listed in the Northern Trust 1250 Index . 2 Companies are selected on the basis of three criteria: “Companies that exhibit financial strength and stability relative to the broader universe of eligible securities.” “Securities trading at lower valuations .” Stock that is displaying ” positive momentum .” 3 The weighting applied to holdings is also determined by the three criteria listed above. The fund is rebalanced/reconstituted quarterly. 4 In view of the potential frequency of reconstitution, the ER of 0.32% seems reasonable. There would seem to be the likelihood of a high turnover rate. Distribution of dividends is planned to be quarterly; distribution of capital gains is planned to be made annually. 5 In the table above, my estimate of the fund’s income includes only dividends that may be realized from its holdings as of 6 October 2015. Expenses are my estimate based on NAV (as of 6 October) and ER. The calculation of a dividend yield of 1.80% is based solely on dividend income realized by the fund that would, in principle, be paid to shareholders. 6 ,7 In the course of selecting its holdings, FlexShares manages to maintain diversity in its portfolio: (click to enlarge) Performance As is the case with any new ETF, there is little to go by in terms of the fund’s actual performance. As a substitute, I have been taking the at-the-time current portfolio for the fund and running it back for five years, to give an indication of how that particular iteration of the fund’s index has paid off. I use the weighting for each holding as it is on the day I download the fund’s holding. This may not be exactly precise , but it would be practically impossible to accurately weigh the portfolio’s holdings as they would be weighted by the index over the past five years – particularly when the weighting system is a proprietary one, as it is for QLC . The test is done with an initial $25,000 in funding. The basic performance of QLC ‘s portfolio since 1 October 2010 is reflected in the following chart: (click to enlarge) The growth of the portfolio has been fairly steady, although it does reflect the poor market conditions of the past few months. The total performance over the five years has been 103.85%. By itself, of course, the performance of the portfolio – while attractive – does not give any indication of it compares to the market in general. The following chart compares QLC ‘s portfolio to three indices: the S&P 500 , the Dow Jones Industrial Average , and the Dow Jones U.S. Large-Cap Index . 8 (click to enlarge) The performance of QLC portfolio has been quite nice when compared to the performance of the three indices; it has outperformed the S&P and the Large-Cap Index by more than 300bps , and has nearly 500bps over the DJIA. This piqued my interest. If the QLC portfolio did well compared to relevant indices, how would it look compared to other large-cap-focused ETFs? To see how the performances would compare, I performed four trials: QLC versus Large-Cap ETFs that did not use specialized focus (“straight”). QLC versus “growth” oriented large-cap ETFs. QLC versus “value” oriented large-cap ETFs. QLC versus large-cap ETFs that based selection on specialized criteria (“alternative-factor”). In each case but one I compare QLC to four other ETFs; in the case of “alternative-factor” ETFs there are only three “competitors” – most of these funds are relatively new, with less than two or three years performance to consider. 9 The four straight large-cap ETFs are: iShares Russell 1000 ETF (NYSEARCA: IWB ) iShares Morningstar Large-Cap ETF (NYSEARCA: JKD ) SPDR S&P 500 ETF (NYSEARCA: SPY ) Vanguard Large-Cap ETF (NYSEARCA: VV ) (click to enlarge) The growth-oriented ETFs consist of: iShares Russell Top 200 Growth ETF (NYSEARCA: IWY ) SPDR S&P 500 Growth ETF (NYSEARCA: SPYG ) Vanguard Growth ETF (NYSEARCA: VUG ) Vanguard Russell 1000 Growth ETF (NASDAQ: VONG ) (click to enlarge) The value large-cap ETFs include: Guggenheim S&P 500 Pure Value ETF (NYSEARCA: RPV ) iShares Russell 1000 Value ETF (NYSEARCA: IWD ) SPDR S&P 500 Value ETF (NYSEARCA: SPYV ) Vanguard S&P 500 Value ETF (NYSEARCA: VOOV ) (click to enlarge) The three alternative-factor ETFs are: First Trust Capital Strength ETF (NASDAQ: FTCS ) Guggenheim S&P 500 Equal Weight ETF (NYSEARCA: RSP ) PowerShares S&P High Quality (NYSEARCA: SPHQ ) (click to enlarge) In all four trials, only one ETF was able to rise to the occasion: Guggenheim’s RPV , in the “value” category; indeed, until this year, RPV outperformed QLC’s portfolio, and did it quite handily. While 15 ETFs may not be a very large selection of the 117 (besides QLC ) large-cap ETFs, it would seem to constitute a representative sampling. To the extent that is true, there would seem to be very little to differentiate between the various funds out there. The overall range of 74.20% to 94.74% (( RPV )) belies the fact that (A) RPV exceeds the performance of all other ETFs (other than QLC ) by at least 600bps; (B) as a group, the growth-oriented ETFs outperformed the other groupings, clustering between 88.02% (( SPYG )) and 87.15% (( IWY )) – a spread of 87bps; (C) the ETFs in each grouping tend to cluster together, within a few hundred basis points of each other. In any event, the portfolio of companies currently held by QLC far outperforms the competition. Whether this will translate into outperformance in the future remains to be seen, and past performance can never be taken as an indication of future performance. That being said, however, there is more than passing cause for some optimism here. Assessment There are a couple of observations that can be made, but let’s start with QLC : the fund seems to have a lot going for it. If the success of QLC ‘s portfolio can be attributed to the formula used by Northern Trust’s indices, this is certainly an ETF to keep an eye on. It would definitely be a fund to put on one’s watchlist – it might bear watching until it has a year behind it, to get a better idea of turnover rate, ultimate distribution yield and trading volume/liquidity; it is simply too early to get a feeling for these. I have put QLC on my watchlist as a potential replacement for the PowerShares S&P 500 Low Volatility ETF (NYSEARCA: SPLV ), or to compliment it. What seems to be something of interest (at least, to me ) is RPV . This ETF outstripped it value-based brethren, and outperformed everything but QLC ; in general, however, each grouping had a tendency to cluster. It might be worth further investigation if one is interested in finding a large-cap ETF that has proven potential . The only real question I have is why it has experienced a drop this year that has been disproportionately worse than that experienced by other large-cap funds. As for the large-cap funds in general, it looks as if the growth-oriented funds are where the best performance (as a group) are to be found. There is a fairly large gap behind the growth cluster, with the alternative-factor cluster coming in next, straight cluster third and value ETFs bringing up the rear. Except for RPV . Disclaimers This article is for informational use only. It is not intended as a recommendation or inducement to purchase or sell any financial instrument issued by or pertaining to any company or fund mentioned or described herein. All data contained herein is accurate to the best of my ability to ascertain, and is drawn from the Company’s Prospectus, Statement of Additional Information, and fact sheets. All tables, charts and graphs are produced by me using data acquired from pertinent documents; historical price data from The Wall Street Journal . Data from any other sources (if used) is cited as such. All opinions contained herein are mine unless otherwise indicated. The opinions of others that may be included are identified as such and do not necessarily reflect my own views. Before investing, readers are reminded that they are responsible for performing their own due diligence; they are also reminded that it is possible to lose part or all of their invested money. Please invest carefully. ——————– 1 A recent search on the ETF.com screener shows 118 funds when U.S. large-cap funds are searched. 2 Which, as one might expect, consists of the 1250 largest companies (by market cap) in the U.S. 3 FlexShares Trust Prospectus, FlexShares US Quality Large Cap Index Fund (QLC), p. 1. My emphasis. Prospectus is available here . A company’s “financial strength and stability” is measured by proprietary formula. A stock’s momentum is calculated regularly by the index. 4 Prospectus, p. 1. 5 Prospectus, p. 15. 6 Investors are reminded that the income distributed by an ETF is not limited to dividends it has received from its holdings. ETFs also distribute capital gains, interest received, as well as income from other instrumentalities. My estimate is typically below the sum actually paid out by the fund. 7 I am trying out some new data. In addition to my “expense margin” (how much is left after expenses are taken out of gross income), I have added “income yield” (gross income divided by NAV) and “return on NAV” (RONAV) (net income divided by NAV). All of these are intended to reflect aspects of ETF performance the way certain data reflect the performance of a company (operating margin, sales to assets, ROA, respectively). Certainly, some of this data will be more meaningful once a fund has a year’s worth of activity behind it. 8 This is in no way intended to make any claim about the performance of QLC – which didn’t exist until September, 2015; nor is it intended to make any claim about the future performance of the fund. 9 I wanted to limit the comparisons to funds with 5 years of performance history, for sake of fairness.

How I Created My Portfolio Over A Lifetime – Part VII

Summary Introduction and series overview. What I put into my taxable accounts. What I put into my tax-deferred accounts. How I deal with foreign stock dividend withholding. Summary. Back to Part VI Introduction and Series Overview This series is meant to be an explanation of how I constructed my own portfolio. More importantly, it I hope to explain how I learned to invest over time, mostly through trial and error, learning from successes and failures. Each individual investor has different needs and a different level of risk tolerance. At 66, my tolerance is pretty low. The purpose of writing this series is to provide others with an example from which each one could, if they so choose, use as a guide to develop their own approach to investing. You may not choose to follow my methods but you may be able to understand how I developed mine and proceed from there. The first article in this series is worth the time to read based upon some of the many comments made by readers, as it provides what many would consider an overview of a unique approach to investing. Part II introduced readers to the questions that should be answered before determining assets to buy. I spent a good deal of that article explaining investing horizons, including an explanation of my own, to hopefully provoke readers to consider how they would answer those same questions. Once an individual or couple has determined the future needs for which they want to provide, he/she can quantify their goals. If the goals seem unreachable, then either the retirement age needs to be pushed further into the future or the goals need to become attainable. I then explained my approach to allocating between difference asset classes and summarized by listing my approximate percentage allocations as they currently stand in Parts III and III a. Part IV was an explanation of why I shy away from using ETFs and something akin to an anatomy of a flash crash. In Part V I explained the hardest lesson about investing that I have had to learn: why holding cash is not a bad thing at certain times. Part VI was an explanation of why and how I sell long-held positions. In this article I will address some of the decisions investors should consider that concern taxes on gains and dividends. I will admit that I am not an expert on taxes. Even though I am a CPA (retired), I was focused on the corporate side and financial statements. I avoided preparing taxes for anyone outside of family, so my experience in the area is more akin to that of an average investor. If readers have more advice or tips to include in the comment section, I encourage leaving comments to share sage advice with others. This is not intended to be a treatise on tax planning; rather some simple-to-follow advice that could help some investors avoid the occasional unnecessary tax bill or loss of irretrievable withheld taxes. What I put into my taxable accounts I start off with an investment I have absolutely no intention of selling ever, and that will have no capital gains: municipal bonds. These securities have long been a stalwart of retirees looking for federal tax-free income. These securities are also targeted by those in higher income brackets. Historically, municipal bonds have enjoyed a very low default rate averaging just 2.7 defaults per year from 1970-2009. During that 40-year span, only five general obligation [GO] bonds have defaulted amounting to only about seven percent of total municipal bond defaults. Most municipal bond defaults historically occurred in issues supporting healthcare and housing projects (73 percent of all defaults). How times have changed! Since the financial crisis, we need to do more homework on selecting municipal bonds. The total number of municipal bonds rated by Moody’s in 2011 was about 17,700. But, even then, the majority of municipal bonds were rated A3 or better by Moody’s. By the end of 2013, Moody’s was rating approximately 2,000 fewer municipal bond issues. The overall default rate has risen from .01 percent prior to 2007 to .03 percent since then; still a very low rate. But a trend is emerging according to Moody’s. Headlines have covered many of the concerns about major municipal bond defaults like Harrisburg, PA, Stockton, CA, Jefferson County, AL, and Detroit, MI. Puerto Rico is in trouble now and both Chicago and the State of Illinois are raising concerns in the headlines. I have some simple rules to avoid municipal bond defaults and I hope readers can add to my list in the comments. I avoid GO issues in cities, counties and states where the pensions are funded below 75 percent. Here is a list of states with underfunded pension plans from Bloomberg (as of December 31, 2013). Another site that appears to be more up-to-date and comprehensive (including funding by individual plan) can be found here . If you want to look up distressed pension plans of local governments you can easily “Google” (search) for what you want to know. I searched for Pennsylvania (because I know there are many problems in local pensions there) and got this link about 562 of the local municipality pension plans being underfunded by $7.7 billion. That equates to 46 percent of the locally administered pension plan in the state! This does not include all underfunded plan, just the ones considered in distress. The point is that we need to be very selective when buying GO bonds and do a little due diligence. I prefer revenue bonds backed by a sustainable stream of revenue such as a toll road or airport. But even then, I take a long, hard look at the financial history and projected financials to make sure that revenues have been covering debt service obligations fully after operating expenses as well as fully funding the required sinking fund for the eventual debt repayment. That information should be available in a prospectus for the issue. You should also be able to get research reports and a prospectus from your brokerage, usually online. I only buy municipal bonds rated “A3” (by Moody’s) or better and only when I can secure a yield of at least five percent per year to maturity. Those are my rules. Adjust them as you see fit to suit your needs or make your own. With all the talk about underfunding of public pensions and with the unspoken problem of underfunded post-retirement benefits (think health insurance) by many issuers of municipal bonds, I expect some more major defaults coming in the future. When a Chicago or State defaults on one or more issues we will see rates rise again giving the patient investor another opportunity to lock in above average rates. I do not plan on providing that much detail about each investment category in this article but felt that municipal bonds tend to get ignored so I thought it might be helpful to provide more information. I did not begin to buy municipal bonds until my early 60s as I began looking for solid yield with tax avoidance benefits. Next, I also hold some stocks in taxable accounts. It depends upon where I have cash available (taxable or tax-deferred accounts) and what type of equity I am buying as to which account I use for the purchase. This is important because you can let several percentage points slip away to taxes if you do not plan ahead. Foreign stocks will generally go into my taxable account so that I can get either a refund of withheld taxes or a tax credit on my tax return. It all depends on the bilateral agreement between the U.S. and the country where the company is based. I will get into this later on in the article.**** High quality domestic or foreign companies that tend to do better than the overall market in downturns and have a long history of increasing dividends with no dividend cuts can go in either account depending on where I have cash available. I do not worry so much about the capital gains tax on these holdings because I intend to keep them forever. Dividend income is taxed at a relatively low rate currently, but that could change. I tend to put more of these securities into my tax-deferred accounts because of the potential for the dividend and capital gains taxes to be increased in the future. One thing that most investors do not think about is that as long as one has some earned income he/she is usually able to contribute shares instead of cash to an IRA account (especially Roth IRA) each year. If the tax laws change and tax on dividends increases too much I plan on using this method to move some shares each year to tax-deferred accounts to lower my tax bill. For me, anything over a 20 percent tax rate on dividends will prompt some movement to my wife’s or my Roth IRA accounts. All rental real estate properties are held as taxable investments. One could put real estate into a Roth IRA, but the tax advantages are significant already without taking that step. The only time it can get expensive tax-wise is when one decides to sell a property. Well, it also gets somewhat expensive when the mortgage gets paid down and the property is fully depreciated, but there is a way around paying the taxes. Admittedly, I have not yet done this but one could enter into a like exchange to purchase another rental property of greater value and defer the capital gain. An example would be to trade a single family residential rental property for either a larger, more expensive single family property or for a multi-family property up to four units. More than four units may not be considered a like exchange, if I recall correctly when I was looking into this a few years ago. The value of exchange is limited to the equity in each property. If the equity held by each party is nearly equal, there would be little or no capital gain involved. One party is looking for current income while the other (buyer of the larger property) is looking for future income and, thus, more current leverage and tax deductions. This strategy is worthwhile for those who get started in real estate early in life and get to the point where too much positive income is being generated from a property. One can also trade one residential property for two or three single family residences, each with lower equity built up, so that the total of the equity on both sides of the trade is nearly equal. But this requires more time inspecting and verifying expenses for each property as well as more time to manage. But it is an option for those interested in sticking to single-family properties. Of course, I also hold all my precious metals in taxable form. It can be added to an IRA, but because there is no income, I do not choose to go that route. Finally, I also hold cash and VFIIX in both types of accounts. What I put into my tax-deferred accounts My tax-deferred account may hold some corporate bonds of companies that I expect to be around long after I am gone. Currently, I do not hold any bonds, corporate or government (other than VFIIX). When I do buy bonds (and I will again when interest rates are higher), I stick with investment grade bonds issued by companies that I know and understand. I prefer rates much higher than have been available since before 2008. My cut off is seven percent. I realize that such a high rate may seem crazy in the current interest rate environment, but that should explain why I do not have any right now. There is nothing available of quality anywhere near that rate at this time. Once again, I will be patient and pick up the bargains when availability improves. I do not expect that to occur unless there is a general financial crisis or inflation rears its head again. The reason I hold bonds, especially long-term bonds, in my tax-deferred accounts is that the income is taxed at my personal income tax rate. That rate is not very high currently, but I expect it to go up instead of down, so I am trying to do the prudent thing. When I was fully employed and earned an above average wage this was far more important. As to inflation relative to equity values, a little is good for stocks but too much is a killer. The same holds true for bonds. Sustained inflation above five percent will cause long-term interest rates to rise to levels where investors may be able to capture quality issues yielding eight percent or more. Locking in a long-term yield above eight percent is something which every investor needs to take advantage of. I do not expect such an environment for several more years here in the U.S. But I do believe we will see it again before too long as the deflationary pressures begin to lift as the millennial generation hits its earnings potential stride sometime in the mid-2020s. If I am still writing when the time comes, I will be sure to provide my viewpoint about when interest rates seem to be hitting a top. Basically, the Fed stops raising the discount rate and inflation begins to taper slightly when the top has been reached. I may not get the top but I will definitely be loading up shortly after it has been achieved. Even if rates go a little higher, I will refrain from crying tears of regret as I will have my eight percent or more each year to console me. Treasuries fit the same profile as corporate bonds but I prefer corporate bonds over Treasury bonds for the higher yield, assuming the relationship remains in the future. I doubt that we will see another period like the one we had in the 80s when 30-year Treasury bonds hit 15 percent. But with all the debt around, who knows? If Treasuries were to get near that level again, I would need to reconsider and weigh the options. Foreign sovereign bonds are an asset I would only hold in my tax-deferred account. The reason is two-fold: while I might be giving up some withholding of interest in some cases, the relative currency values [FX] and current income tax issue outweigh that consideration, in my opinion. Of course, I would want to do my due diligence on the withholding issue to make sure I was not stepping into something egregiously unfair first. But consider the impact on FX on Japanese bonds. As the US$ increases in value (over 100 percent in the last few years), the value of a yen-denominated bond fall precipitously on a US$ basis. The FX part of the equation can be the biggest benefit of investing in foreign bonds. I also do not like to pay income tax on interest if I can avoid it. Foreign sovereign bonds issued by creditworthy nations can be a boon to your portfolio for a couple of reasons. First, you may be able to earn a higher interest rate on the bonds as many countries generally hold interest rates higher than the U.S. That is because of the implied safety of the U.S. sovereign bonds relative to most other sovereign bonds. Another reason is that it adds more diversity to a portfolio since there is generally less correlation between US bonds and equities relative to foreign bonds. Finally, and this is my favorite part, the FX gains can be huge. Be careful, though, now is not the time to buy foreign sovereign bonds because the US$ is still gaining in strength relative to most other currencies. When the US$ hits a high and begins to fall again relative to other currencies, it behooves us to seek out the countries with both higher yields and faster growing economies (without high debt burdens) for potentially outsized future gains. If interest rates are high and beginning to fall in that country, then can earn three ways: gains from principal value of bonds rising as interest rates fall, locked in high interest rates and gains from changes in relative values of currencies. Such circumstances do not come often, but when it happens, you want to be in the mix with at least a small portion of your portfolio. Finally, I only hold these securities in my tax-deferred accounts because of the volatility of the FX. These are investments that may do well for several years at a time, but there is a cyclicality to investing in this area and one must be ready to sell when the environment begins to change. Because I expect to be taking gains and not holding to maturity I like to avoid taxes, especially on the gains which can be substantial. Stocks of companies that I plan to hold forever, those quality companies that have an established record of growing revenues, earnings and dividends (especially dividends) can usually go into my tax-deferred accounts. As I pointed out in the previous section, it depends on where I have the cash available when I spot a great bargain. I prefer to keep these issues in my tax-deferred accounts for tax reasons even though the tax rate on dividends is low now; the rate tends to move over time, so I prefer to keep the income out of reach of our dear uncle Sam. Some folks like to keep royalty trusts and limited partnership units in a taxable account to avoid going over the limit on “income earned from other than normal business.” There is a limit of $1,000 that can be earned in tax-deferred account per individual in a year without becoming taxable. An investor needs to keep this in mind and look at previous K-1 schedules from a company (usually limited partnership or trust) to get a sense of how much income is likely to be distributed for each share annually that falls into this category. It does not take long to make that investigation and do the math. The information can usually be found under the “investors” tab on the company website as “tax treatment of distributions.” I do not own any such shares/units presently but have in the past. I did very well owning Canadian royalty trusts before the government north of the border decided to change how distributions were taxed. I sold as soon as I read what was being proposed and did not wait for the law to be voted on. It hurt because my monthly distributions from those units were about $1,900. The nice part was that a portion of each distribution was considered return of capital and free from taxes. The distributions were also considered qualified dividends then, too. I held those units in my taxable account because the effective rate on the distributions was only about ten percent. But then, I do my own taxes, so I do not have to pay an accountant to file each K-1 for me. That can cost a pretty penny (or about $80 per K-1). So, if you only want to own a hundred units and you have your taxes prepared professionally, you may save money by either holding the units in a tax-deferred account or just telling the preparer to declare the full amount as taxable income instead of filing the K-1. Here is a link to an example of how the math can work depending on your incremental tax rate. The example is about half way down the page. If annual distributions from a single K-1 total less than $1,000, it might be cheaper to pay tax on the whole amount instead of paying your preparer. The blog I linked is not the definitive answer to the question of where should I hold this type of security. The answer lies in the answers to these questions: How much of the asset do you want to own? What is your tax rate? Do you pay a preparer to file your taxes? Then do the math. It seems complicated but it really is not. And the yields can be very good. The point is that an investor could conceivably own these types of securities in either taxable or tax-deferred accounts. It depends of the answers and the math as to which is better. How I deal with foreign stock dividend withholding In a nutshell: it depends upon the bilateral tax treaty between the U.S. and the nation in which the foreign company resides. Here is a link to the IRS page with links to all the current tax treaties with foreign governments. I apologize that the treaty language is in legal jargon and may be difficult to understand. When you click on a country it brings up the original treaty document. Scroll down to the articles list and find articles that cover dividends (usually article ten) or royalties (usually article 12) if you are considering a royalty trust). First, look for the rate at which the countries have agreed to tax dividends, often 15 percent, but may be higher. Then look within the section titled “relief from double taxation” for information about refunds and/or tax credits. Some developed countries have a form to apply for a refund of withheld taxes. Often, the best you can hope for is to report the withheld tax on your filed return and then receive a tax credit equal to the difference between what you paid and what you would have paid if the dividend had been paid and taxed in the U.S. When the tax withheld is below what our tax rate is, you may find you owe additional taxes to the U.S if held in a taxable account. What you want to be certain of is that you will be able to avoid being taxed at more than the prevailing U.S. rate. In the end, by holding such securities in a taxable account, you are able to keep the tax rate down to the dividend tax rate in the U.S. One thing to remember is that if the tax rate is lower than the U.S. tax rate, you can actually keep more of your dividend by owning it in a tax-deferred account. Do your homework and save some money from the tax man every year you hold the stock. If you are a long-term investor and buy a high quality dividend paying foreign stock the savings could add up over the decades to a very nice sum. Summary This article is intended as an explanation of what I have learned from my own experience and how I plan to avoid taxes. In some cases, I find that there is no clear-cut definition of what is best without doing a little homework. I am not a tax expert nor is any of the information included in this article meant to be advice other than to provide some perspective for other investors. If any readers have better source of information links, especially for the foreign tax treaty information (in plain English), please leave a comment with those links. Any reader that has a different perspective on how to avoid or defer taxes on investments and is willing to share that information is welcome and encouraged to do so. We can all learn from each other here on SA. For convenience to readers new to this series, I have created an instablog, ” How I Created My Own Portfolio Over A Lifetime ,” with links to all the articles of this series. I will usually add a link to the blog for each new article within a day of it being published. As always I welcome comments and questions and will do my best to provide details and answers. This is one of the best aspects of the SA community. We can learn from each other and share our perspectives so that other readers can benefit from the comprehensive knowledge and experience represented here.

EFA: How Do You Make A Mediocre ETF Sound Exciting?

Summary EFA is a mediocre ETF. The sector allocation is mediocre, the geographic diversification is mediocre and the expense ratio is mediocre. The top holdings make sense, but they don’t reflect the total portfolio. Despite having a heavy portfolio weight towards financials, there is only one in the top ten. There is nothing bad about the ETF to warrant taking a capital gains tax on sale, but if a loss could be taken with proceeds reallocated… that would be nice. There isn’t much to say to make this ETF sound exciting. There are so many international ETFs it can be difficult for investors to choose one. Hopefully I can help with that problem by highlighting some of them and shining a light inside their portfolio. One of the funds that I’m considering is the iShares MSCI EAFE ETF (NYSEARCA: EFA ). I’ll be performing a substantial portion of my analysis along the lines of modern portfolio theory, so my goal is to find ways to minimize costs while achieving diversification to reduce my risk level. Expense Ratio The expense ratio on the iShares MSCI EAFE ETF is .33%. I’d really prefer to see lower, but that isn’t high enough to remove the ETF from being worthy of further consideration. Geography The map above shows the top 10 countries by the market value of their allocations. This is certainly an international ETF, but the holdings seem more diversified from the list on the left side than from the list on the right side. I’d like to see even more diversification, but at least they have not assigned any single country a weighting higher than 25%. Sector Looking at the sector allocation is fairly interesting. Fortunately this is a fairly diversified group of sectors, but I think I would prefer a smaller allocation to financials. Perhaps I’m being too picky, but I’d rather see more consumer staples and foreign utilities mixed into the portfolio. I’d like to have the benefits of international diversification while overweighting the sectors that I expect to be less volatile. Largest Holdings (click to enlarge) Looking at the individual holdings, you wouldn’t expect that “Financials” would be so overweight. Only one financial company is in the top 10. The concern for me is that a heavy focus on financials in the lower parts of the portfolio suggests to me that the ETF may have a heavier weight on the companies that are easier to research or buy if markets are not sufficiently liquid in some countries. Building the Portfolio The sample portfolio I ran for this assessment is one that came out feeling a bit awkward. I’ve had some requests to include biotechnology ETFs and I decided it would be wise to also include a the related field of health care for a comparison. Since I wanted to create quite a bit of diversification, I put in 9 ETFs plus the S&P 500. The resulting portfolio is one that I think turned out to be too risky for most investors and certainly too risky for older investors. Despite that weakness, I opted to go with highlighting these ETFs in this manner because I think it is useful to show investors what it looks like when the allocations result in a suboptimal allocation. The weightings for each ETF in the portfolio are a simple 10% which results in 20% of the portfolio going to the combined Health Care and Biotechnology sectors. Outside of that we have one spot each for REITs, high yield bonds, TIPS, emerging market consumer staples, domestic consumer staples, foreign large capitalization firms, and long term bonds. The first thing I want to point out about these allocations are that for any older investor, running only 30% in bonds with 10% of that being high yield bonds is putting yourself in a fairly dangerous position. I will be highlighting the individual ETFs, but I would not endorse this portfolio as a whole. The portfolio assumes frequent rebalancing which would be a problem for short term trading outside of tax advantaged accounts unless the investor was going to rebalance by adding to their positions on a regular basis and allocating the majority of the capital towards whichever portions of the portfolio had been underperforming recently. Because a substantial portion of the yield from this portfolio comes from REITs and interest, I would favor this portfolio as a tax exempt strategy even if the investor was frequently rebalancing by adding new capital. The portfolio allocations can be seen below along with the dividend yields from each investment. Name Ticker Portfolio Weight Yield SPDR S&P 500 Trust ETF SPY 10.00% 2.11% Health Care Select Sect SPDR ETF XLV 10.00% 1.40% SPDR Biotech ETF XBI 10.00% 1.54% iShares U.S. Real Estate ETF IYR 10.00% 3.83% PowerShares Fundamental High Yield Corporate Bond Portfolio ETF PHB 10.00% 4.51% FlexShares iBoxx 3-Year Target Duration TIPS Index ETF TDTT 10.00% 0.16% EGShares Emerging Markets Consumer ETF ECON 10.00% 1.34% Fidelity MSCI Consumer Staples Index ETF FSTA 10.00% 2.99% iShares MSCI EAFE ETF EFA 10.00% 2.89% Vanguard Long-Term Bond ETF BLV 10.00% 4.02% Portfolio 100.00% 2.48% The next chart shows the annualized volatility and beta of the portfolio since October of 2013. (click to enlarge) Risk Contribution The risk contribution category demonstrates the amount of the portfolio’s volatility that can be attributed to that position. You can see immediately since this is a simple “equal weight” portfolio that XBI is by far the most risky ETF from the perspective of what it does to the portfolio’s volatility. You can also see that BLV has a negative total risk impact on the portfolio. When you see negative risk contributions in this kind of assessment it generally means that there will be significantly negative correlations with other asset classes in the portfolio. The position in TDTT is also unique for having a risk contribution of almost nothing. Unfortunately, it also provides a weak yield and weak return with little opportunity for that to change unless yields on TIPS improve substantially. If that happened, it would create a significant loss before the position would start generating meaningful levels of income. A quick rundown of the portfolio I put together the following chart that really simplifies the role of each investment: Name Ticker Role in Portfolio SPDR S&P 500 Trust ETF SPY Core of Portfolio Health Care Select Sect SPDR ETF XLV Hedge Risk of Higher Costs SPDR Biotech ETF XBI Increase Expected Return iShares U.S. Real Estate ETF IYR Diversify Domestic Risk PowerShares Fundamental High Yield Corporate Bond Portfolio ETF PHB Strong Yields on Bond Investments FlexShares iBoxx 3-Year Target Duration TIPS Index ETF TDTT Very Low Volatility EGShares Emerging Markets Consumer ETF ECON Enhance Foreign Exposure Fidelity MSCI Consumer Staples Index ETF FSTA Reduce Portfolio Risk iShares MSCI EAFE ETF EFA Enhance Foreign Exposure Vanguard Long-Term Bond ETF BLV Negative Correlation, Strong Yield Correlation The chart below shows the correlation of each ETF with each other ETF in the portfolio. Blue boxes indicate positive correlations and tan box indicate negative correlations. Generally speaking lower levels of correlation are highly desirable and high levels of correlation substantially reduce the benefits from diversification. (click to enlarge) Conclusion EFA certainly has some volatility, but the correlation over longer time periods has been significantly lower than the correlation levels created by measuring on a daily basis. All around, this is a decent but not spectacular ETF. The ETF has a respectable but not incredible diversification among countries. The holdings are concentrated on the financial sector, but only one financial firm was able to warrant a large enough allocation to end up in the top 10. When it comes down to the sheer volume of holdings, there are 934 companies in the portfolio. Of course, that could change at any point. I love having extreme levels of diversification like that in international equity allocations, but such high diversification indicates a passive indexing strategy. As you might imagine, I’d rather not pay the .33% expense ratio for a passive index fund. The problems within the ETF aren’t bad enough for investors to have any cause to sell it and incur a capital gains tax, but I’d rather place international equity allocations in other ETFs. If an investor is able to harvest a tax loss on selling, that would be a very solid reason to reallocate to a more appealing ETF. If you’re looking for more appealing options, I put together an article with three of them .