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ETFs Attract $58.9B in November, While Conventional Funds Hand Back $77.9B

Published 12/11/2022, 12:26 AM
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Despite the average equity, taxable bond, and tax-exempt bond funds chalking up eye-popping November performances, market volatility, rising interest rates, only minor declines in inflation figures—following four jumbo interest-rate hikes—and growing worries of a nascent recession pushed investors to make significant withdrawals from U.S. long-term funds for the month, using preliminary month-end numbers.

While the average equity fund posted a 6.89% return for November, investors were net redeemers of equity funds and ETFs, pulling out a net $27.7 billion for the month. However, as has been the case over the last few years, equity mutual funds (ex-ETFs) have been investors’ punching bag, handing back a net $58.8 billion for the month—their largest monthly net outflows since December 2020, while their ETF counterparts were the sweethearts of the group, taking in $31.1 billion.

On the conventional equity funds side of the business, large-cap funds (-$24.9 billion) suffered the largest net redemptions for November, followed by international equity funds (-$15.8 billion), equity income funds (-$3.6 billion), and global equity funds (-$3.5 billion). Meanwhile, only two equity macro-groups managed to attract net new money on the conventional funds' side, with gold and natural resources funds taking in $132 million and sector financial/banking funds attracting $81 million.

EQ Funds November 2022 ENFs by Macro Group

From a performance perspective, several of the fund classifications warehoused in the international equity funds macro-group (one of the flows pariahs), were the top performers for November. The China Region Funds (including ETFs) classification posted the strongest monthly returns (+23.66%)—lifted by news that more Chinese cities began easing their zero-COVID policy restrictions—followed by iShares MSCI Pacific ex Japan ETF (NYSE:EPP) (+19.79%), Precious Metals Equity Funds (+17.73%), Commodities Base Metals Funds (+17.05%), and Pacific Region Funds (+15.07%). Only three classifications in the equity universe posted losses for November: Dedicated Short Bias Funds (-12.57%), Alternative Managed Futures Funds (-4.41%), and the inverse and/or leveraged focused Commodities Specialty Funds (-0.18%).

EQ Fund and ETF November Returns by Macro Classification

On the equity ETF side, we saw the international equity ETF macro-group (+$11.4 billion) attract the largest amount of net new money for the month, followed by equity income ETFs (+$5.4 billion), small-cap ETFs (+$4.3 billion), global equity ETFs (+$2.6 billion), and sector-healthcare/biotechnology ETFs (+$2.2 billion). In contrast, the sector-technology ETFs macro-group witnessed the largest net redemptions in November but handed back just $574 million, bettered by sector-energy ETFs (-$49 million) and sector-utilities ETFs (-$3 million).

EQ ETFs November 2022 ENFs by Macro Group

The returns and flows for taxable fixed-income funds and ETFs mirrored those of equity funds, with the average taxable fixed-income fund posting a respectable 2.54% return for November. However, investors were net redeemers of taxable bond funds and ETFs, withdrawing a net $7.9 billion. But following the same trends seen above, taxable mutual funds (ex-ETFs) witnessed net outflows to the tune of $30.1 billion for the month while their ETFs cousins took in $22.2 billion.

On the conventional taxable fixed-income funds side of the business, international & global debt funds (+$1.3 billion) attracted the only net new money of the fixed-income funds macro-groups. In contrast, corporate investment-grade debt funds experienced the largest net redemptions, handing back $10.7 billion for November, bettered by flexible funds (-$8.0 billion), government-Treasury funds (-$4.9 billion), and balanced funds (-$4.7 billion).

TFI Funds November 2022 ENFs by Macro Group

From a performance perspective, many of the classifications housed in the taxable fixed-income macro-groups that suffered the largest net redemptions witnessed the strongest returns for November. However, much of that occurred in the month's latter half as interest rates at the long end of the curve declined as inflation pressures eased slightly and recessionary fears increased.

However, the international & global debt funds macro-group witnessed the only draw of net new money on the conventional fund's side. We saw that several of the fund classifications (including ETFs) warehoused in this group also posted the strongest plus-side returns for the month, with Emerging Markets Hard Currency Debt Funds (+7.49%) posting the strongest returns in November, followed by Emerging Markets Local Currency Debt Funds (+6.77%), International Income Funds (+5.12%), Corporate Debt A-Rated Funds (+4.78%), Corporate Debt BBB-Rated Funds (+4.58%), and GNMA Funds (+4.42%). Fund classifications at the long end of the curve benefitted from a 42-basis-point decline in the 10-year Treasury yield for the month to 3.68%.

TFI Fund and ETF November Returns by Macro Classification

On the taxable fixed income ETF side of the ledger, corporate investment-grade debt ETFs (+$7.8 billion) attracted the largest net draw of investor assets for the month, followed by corporate high-yield ETFs (+$5.4 billion), government-Treasury ETFs (+$4.2 billion), and government-Treasury & mortgage ETFs (+$1.7 billion). Balanced ETFs (+$33 million) witnessed the smallest net inflows (none of the taxable fixed-income ETF macro-groups experienced net outflows).

TFI ETFs November 2022 ENFs by Macro Group

While generally off many investors’ radars, it’s worth highlighting that the average tax-exempt debt fund (including ETFs) posted a very handsome 3.97% return in November, with the General Municipal Debt Funds macro-classification posting the strongest return (+5.15%), followed closely by the Single State Municipal Debt Funds (+4.67%) macro-classification. Nonetheless, they collectively handed back a net $4.9 billion for the month, with the conventional municipal bond funds macro-group handing back a net $10.5 billion for November, while their ETF counterparts took in $5.6 billion.

Year to date, the municipal bond funds (including ETFs) macro-group has handed back a net $114.9 billion—witnessing the largest net redemption thus far of any full year dating back to 1992 when Lipper began calculating weekly estimated net flows. And yes, the drubbing witnessed by conventional funds above is replicated in this space as well, with conventional municipal bond funds witnessing net outflows to the tune of $140.2 billion, while their ETF counterparts took in a net $25.3 billion year to date.

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