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Investing - Theory, News & General • Value premium - use a small cap value fund or a broad index?

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In this episode of rational reminder: https://rationalreminder.ca/podcast/306 it seems Wei Dai is advocating for a broad based index with value tilt to ensure you capture the premium instead of a small cap value strategy. The reason seems to be that the small cap value option is too narrowly focused and not diverse enough. You don’t know when the value premium shows up and it might not be captured if you’re cornered on a small segement of the market. I don’t know the Dimensional equivalents but for Avantis I believe there’s AVGE for global equity with a value tilt instead of AVUV+AVDV which is US SCV and Developed markets SCV.

What do people think of that approach?

Personally, I wonder if this is a way to help Dimensional get more fees. After all, portfolios with a SCV tilt usually have it as a small % of their total portfolio and these tilts have much higher expense ratios than market cap weighted index funds. If SCV at say 20% was replaced with a broad based value tilt at 90% thats a lot more fees for the ETF providers.
The majority of my portfolio is vanguard life strategy growth but I tilt using vanguard total value VTV and Avantis US and international small cap value funds.

Statistics: Posted by BitTooAggressive — Sat Jun 15, 2024 5:17 am — Replies 2 — Views 293



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