US mega cap index returns

US mega cap index returns chronicles the annual returns of US mega cap stocks as measured by stock indexes.

Fig.1. Index Strategy Box

The growing proliferation of indexes from index providers, along with a corresponding growing number of index funds and exchange-traded funds (ETFs), creates a number of issues for investors, since the index returns of the different providers result in a dispersion of both yearly and multi-period returns. Dispersion of returns is not as considerable an issue with total market indexes, but as we go into style and smaller size indexes, dispersion of return increases in magnitude. These return differences are mainly due to the differing methodologies index providers utilize in constructing their indexes. Different benchmarks cover varying ranges of stocks, have different selection criteria for growth versus value, and are even maintained and rebalanced differently.

Each index provider's suite of index funds occupies the highlighted segment of the Index Strategy Box.

Mega cap blend index returns

The following table provides returns for the U.S. mega cap stock indexes.

Table.

Indexes: CRSP Mega Cap Index; MSCI Large Cap 300 Index; Russell Top 200 Index; S&P 100 Index (View Google Spreadsheet in browser, then File --> Download as to download the file.) Note: If the spreadsheet is blank, select a different sheet, then back to that sheet. The image will be refreshed.

Mega cap growth index returns

The following table provides returns for the U.S. mega cap growth stock indexes.

Table.

Indexes: CRSP Mega Growth Index; MSCI Large Cap 300 Growth Index; Russell Top 200 Growth Index (View Google Spreadsheet in browser, then File --> Download as to download the file.) Note: If the spreadsheet is blank, select a different sheet, then back to that sheet. The image will be refreshed.

Mega cap value index returns

The following table provides returns for the U.S. mega cap value stock indexes.

Table.

Indexes: CRSP Mega Growth Index; MSCI Large Cap 300 Growth Index; Russell Top 200 Growth Index (View Google Spreadsheet in browser, then File --> Download as to download the file.) Note: If the spreadsheet is blank, select a different sheet, then back to that sheet. The image will be refreshed.

The following table provides the inception date of each index, and well as the initial date of backdated data.

Index Inception Dates

Index Provider	Inception	Backdate data
Russell	1984 (?)	1984 (?)
S&P	1994	1994
MSCI	1996	1992
CRSP	2012	2001

External links

• Determining the appropriate benchmark: A review of major market indexes Christopher B. Philips, C. William Cole and Francis M. Kinniry Jr.,Vanguard Research (April 10, 2010).
• The Case For Indexing, Christopher B. Philips and Frank J. Ambrosio, Vanguard Investment Counseling & Research (February, 2011).

Methodologies

• CRSP
• MSCI
• Russell
• S&P

Indexing Indexing CRSP equity indexes • Indexing • Indexing: theory & history • Bond market indexing • Stock market indexing US index returns US micro cap index returns • US small cap index returns • US mid cap index returns • US large cap index returns • US mega cap index returns • US total market index returns • US completion index returns • US equity REIT index returns Global index returns Global bond index returns • Global ex US market index returns • Global market index returns International index returns Developed market index returns • Emerging markets index returns • International REIT index returns • International small cap index returns Index performance Beta index returns • Low volatility index returns • Momentum index returns • Percentages of REITs present in Vanguard index funds • SPIVA scorecards • Survivorship bias US annual data US index returns - 2016 • US index returns - 2015 • US index returns - 2014 • US index returns - 2013 • US index returns - 2012 • US index returns - 2011 • US index returns - 2010

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