Updated
Updated · Morningstar · Aug 14
Morningstar Finds 57% of Bonds Held by 1 Manager, Giving Active Funds an Edge
Updated
Updated · Morningstar · Aug 14

Morningstar Finds 57% of Bonds Held by 1 Manager, Giving Active Funds an Edge

3 articles · Updated · Morningstar · Aug 14

Summary

  • Morningstar’s US Active/Passive Barometer found active bond funds post much higher long-term success rates than stock funds, arguing fixed income is a tougher market for passive strategies.
  • Most major bond indexes weight securities by market value, which gives bigger positions to the largest borrowers rather than the strongest issuers and can leave passive funds tilted toward lower-yielding government debt.
  • Bond trading also remains structurally harder to index: Morningstar’s 2021 study of 350,000 bonds found 57% were held by only one asset manager and just 23% by more than three, limiting ETF replication.
  • Active managers can exploit those inefficiencies through credit research and selective risk-taking, while passive approaches work better in highly liquid areas such as the US Treasury and TIPS markets.

Insights

Why does the golden rule of passive investing often fail when applied to the fragmented world of the bond market?
Will recent technological leaps in electronic bond trading eventually eliminate the pricing inefficiencies that active managers rely on?