Return FAQs

4Why will compounded daily returns not always match monthly or custom returns?

The current methodology for calculating MTD, QTD, custom performance, and monthly (other) returns is such that we take the monthly dividend rate supplied to us by a mutual fund company and apply that monthly rate to calendar month change in NAV - assuming reinvestment and no liquidation.  For daily accrual funds, it is sometimes the case that the mutual fund company will report a monthly dividend rate that is accrued over a period of 30 days spanning two months.  For example in January, Fund A reports $.05 on Jan. 15.  This $.05 represents 30 days worth of daily accrual rates, but 15 of those days used are from December.  We will use only this $.05 when computing our other returns.  When trying to match the compounded daily return to the other returns for funds of this kind (Fund A), it is possible that the two values will differ as they contain different subsets of the fund�s daily dividends.

4Why are there small basis point differences when footing daily returns to monthly returns?

Morningstar collects dividends as of the dividend ex-date on a monthly basis.  For daily accrual funds, fund companies send the total ex-dividend either on the last day of the month or some time mid month.  If the dividend is sent mid month, it is likely that the total monthly rate is the sum of daily rates spanning portions of two months (plus interest).  Morningstar only uses the monthly rate reported by a fund company within a given month to calculate the calendar month return.  Therefore, compounding daily returns over a calendar month and comparing the calculation to the Morningstar monthly return calculation will not always yield concurrent results.

4Why do I see large basis point (15+) difference when footing daily returns to monthly returns?