Rate of return
Mutual Funds and exchange-traded funds (ETFs) hold portfolios of various companies' stock shares. When the companies pay a dividend, and when the fund trades shares, dividends and capital gains are distributed to the mutual fund shareholders. Mutual funds trade at the net asset value of the stock shares.
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Total returns
Mutual funds report total returns based on reinvestment factors. Reinvestment factors are based on total distributions (dividends plus capital gains) during each period.
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Total Return = ((Final Price x Last Reinvestment Factor) - Beginning Price) / Beginning Price
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Average annual return (geometric)
Average Annual Return (geometric)
= ![\left[ {\left(1 + \frac{{\rm Cumulative\; Return}}{100}\right)}^{{\rm Time\; in\; years}^{-1}} - 1 \right] \times 100](../../../../math/8/5/9/8595aafd431caacb296ce47701e8f9c1.png)
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Example
| End of: | Year 1 | Year 2 | Year 3 | Year 4 | Year 5 |
|---|---|---|---|---|---|
| Dividend | $5 | $5 | $5 | $5 | $5 |
| Capital Gain Distribution | $2 | ||||
| Total Distribution | $5 | $5 | $7 | $5 | $5 |
| Share Price | $98 | $101 | $102 | $99 | $101 |
| Shares Purchased | 0.05102 | 0.04950 | 0.06863 | 0.05051 | 0.04950 |
| Shares Owned | 1.05102 | 1.10053 | 1.16915 | 1.21966 | 1.26916 |
| Reinvestment Factor | 1.05102 | 1.05203 | 1.07220 | 1.05415 | 1.05219 |
- Total Return = (($101 x 1.05219) - $100) / $100 = 6.27% (net of expenses)
- Average Annual Return (geometric) = (((28.19)/100)+1) ^ (1/5)) – 1) x 100 = 5.09%
Using a Holding Period Return calculation, after 5 years, an investor who reinvested owned 1.26916 share valued at $101 per share ($128.19 in value). ($128.19-$100)/$100/5 = 5.638% yield. An investor who did not reinvest received a total of $27 in dividends and $1 in capital gain. ($27+$1)/$100/5 = 5.600% return.
Mutual funds include capital gains as well as dividends in their return calculations. Since the market price of a mutual fund share is based on net asset value, a capital gain distribution is offset by an equal decrease in mutual fund share value/price. From the shareholder's perspective, a capital gain distribution is not a net gain in assets, but it is a realized capital gain.
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Summary: overall rate of return
Rate of Return and Return on Investment indicate cash flow from an investment to the investor over a specified period of time, usually a year.
ROI is a measure of investment profitability, not a measure of investment size. While compound interest and dividend reinvestment can increase the size of the investment (thus potentially yielding a higher dollar return to the investor), Return on Investment is a percentage return based on capital invested.
In general, the higher the investment risk, the greater the potential investment return, and the greater the potential investment loss.
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References
- ^ Damato,Karen. Doing the Math: Tech Investors' Road to Recovery is Long. Wall Street Journal, pp.C1-C19, May 18, 2001
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See also
- Average for a discussion of annualization of returns.
- Compound interest
- Capital budgeting
- Compound annual growth rate
- Expected return
- Internal rate of return
- Rate of profit
- Return on assets
- Return on capital
- Return of capital
- Value investing
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Further reading
- A. A. Groppelli and Ehsan Nikbakht. Barron’s Finance, 4th Edition. New York: Barron’s Educational Series, Inc., 2000. ISBN 0-7641-1275-9
- Zvi Bodie, Alex Kane and Alan J. Marcus. Essentials of Investments, 5th Edition. New York: McGraw-Hill/Irwin, 2004. ISBN 0-07-251077-3
- Richard A. Brealey, Stewart C. Myers and Franklin Allen. Principals of Corporate Finance, 8th Edition. McGraw-Hill/Irwin, 2006
- Walter B. Meigs and Robert F. Meigs. Financial Accounting, 4th Edition. New York: McGraw-Hill Book Company, 1970. ISBN 0-07-041534-X
- Bruce J. Feibel. Investment Performance Measurement. New York: Wiley, 2003. ISBN 0471268496
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