We've added a new ETF & Mutual Fund Percentile Ranks which indicates how a fund compares to others within the same cohort based on characteristics like yield, turnover, expense ratio, and performance.
Percentile ranks range from 0-100, showing what percentage of funds in a cohort have lower or higher values for a given metric. For example, a fund with an expense ratio percentile rank of 80 has a higher fee than 80% of its peers.
Percentiles are available across four categories of data:
- Price & Performance
- Quantitative
- Valuation (US ETFs only)
- Characteristics
The percentile rank values are calculated vs. the fund’s country and vs. the fund’s country & classification. You can compare the fund’s percentiles relative to all funds (ETFs and Mutual Funds) or vs. the same instrument type. For example, a US Large Cap ETF vs. all other US Large Cap ETFs.
You can select different cohorts as the comparison including:
- Funds (All) Rank: Compares against all ETFs and Mutual Funds in the same country.
- ETFs (All) Rank: Compares against all ETFs in the same country.
- Mutual Funds (All) Rank: Compares against all Mutual Funds in the same country.
- Funds (Classification) Rank: Compares against all ETFs and Mutual Funds in the same country and fund classification.
- ETFs (Classification) Rank: Compares against all ETFs in the same country and fund classification.
- Mutual Funds (Classification) Rank: Compares against all Mutual Funds in the same country and fund classification.
Access this feature in three ways:
- Watchlist: Select 'Percentile Ranks (Funds)' in the data picker to show the percentile rank for each fund in your watchlist.
- Screener: Select 'Percentile Ranks (Funds)' in the data picker to filter and sort funds based on percentile ranks across various metrics to identify top-performing or undervalued funds.
- Snapshot: For US and Canadian funds, select 'Percentile Rank' in the left sidebar to quickly understand the fund’s relative performance, cost efficiency, volatility, and risk profile compared to similar funds, both within the same sector and across the broader market.
Technical Notes
Data Frequency
Percentile Rank values are calculated at the end of each trading day US markets time (EST). Percentile Ranks for live data fields like performance will be updated at the end of each day.
Excluded metrics
Percentile Rank is calculated for a select group of popular metrics, and some financial metrics will not have a percentile rank.
Coverage
Percentile Ranks are available for US and Canadian ETFs and Mutual Funds.
Valuation Percentile Ranks are only available for US ETFs.
Access
The Fund Percentile Rank dataset is available for Pro and Advisor Pro paid plans.
Free and Plus users will have access to popular ETFs such as SPY, QQQ, and IWM.
Watch our demo showcasing Fund Percentile Ranks functionality: