NISM Professor

Tracking error

Also written Tracking difference

The gap between the return of a passive fund and the return of the index it is trying to replicate — the measure of how faithfully an index fund or ETF does its one job.

In plain language

An active fund promises to beat its benchmark. A passive fund promises only to be it — to hold every stock in the index, in the index's own weights, and to deliver whatever the index delivers.

A fund can fail at that. Not by much, but it can. The difference between what the passive fund returned and what the index returned is the tracking error, and the workbook's standard is unambiguous: it "ideally should be as close to zero as possible."

For a passive fund, tracking error is the only performance number that matters. Asking whether an index fund beat the Nifty is the wrong question. Asking how closely it kept up is the right one.

How it works

A passive fund replicates by construction: it buys all the constituents of the index in the same proportion as their index weights, sells any stock removed from the index, and buys whatever replaces it. No research team, no stock selection — which is why management fees on passive funds are lower than those of active funds.

The gap nonetheless opens up from four ordinary frictions:

  1. Expenses. The index is a calculation and costs nothing to run. The fund has a Total Expense Ratio, and it is deducted from the fund's NAV every single day. This is usually the largest single component.
  2. Cash drag. Money arriving from new investors is not invested the instant it lands, and a small cash buffer must be kept for redemptions. Cash does not earn the index return.
  3. Rebalancing cost. When the index committee swaps a constituent, the fund must sell one stock and buy another, paying brokerage, impact cost and taxes to do it.
  4. Dividend timing. The index assumes dividends are reinvested at a point in time; the fund actually receives the cash later and deploys it later.

The structure of the fund matters for the investor too. Index funds are bought and sold like any mutual fund, at the NAV determined by the applicable cut-off timing. ETFs trade on the exchange like stocks, at whatever price the market is quoting at that moment, so an ETF buyer faces a second gap — the difference between the traded price and the underlying value — on top of the fund's own tracking error.

A worked example

A Nifty 50 index fund with a Total Expense Ratio of 0.20 per cent a year.

Over the financial year the Nifty 50 Total Return Index gains 14.00 per cent. The fund's NAV rises 13.72 per cent.

Tracking error = 14.00% − 13.72% = 0.28% = 28 basis points

Where did the 28 basis points go?

SourceBasis points
Total Expense Ratio20
Cash held for redemptions and un-deployed inflows5
Index rebalancing — brokerage, impact cost, taxes3
Total gap28

On a holding of Rs 10,00,000, that is the difference between Rs 11,40,000 and Rs 11,37,200 — Rs 2,800 for the year.

Small, and worth putting beside the alternative. An actively managed large-cap fund charging 1.80 per cent starts each year 180 basis points behind the same index and has to out-select the market by that much merely to draw level. The workbook notes that in developed markets such as the United States, actively managed funds find it difficult to beat the returns of their benchmark — which is the argument for paying 28 basis points of tracking error instead.

Why NISM asks about it

Chapter 5, section 5.5 (Investment approaches — active and passive), where 5.5.2 introduces passive investing and names the gap: "The returns of the passive fund can differ marginally from that of its benchmark. This difference is known as the 'tracking error' and ideally should be as close to zero as possible." Expect a definitional question, a question on which fund type tracking error is relevant to (passive, not active), and comparison questions on active versus passive — higher fees and in-depth research on one side, lower fees and replication on the other. SEBI's May 2022 guidelines on the development of passive funds sit in the same section.

Common exam traps

  • Tracking error applies to passive funds, not active ones. An active fund is trying to differ from its benchmark; calling that difference tracking error misses the point of the section entirely.
  • Lower is better, always. Unlike alpha, there is no good direction. A passive fund that beat the index by 40 basis points has tracked it just as badly as one that lagged by 40.
  • Tracking error is not the expense ratio, even though the expense ratio is usually the biggest cause of it. TER is an input; tracking error is the outcome.
  • Strictly, statisticians call the plain return gap the tracking difference and reserve tracking error for the standard deviation of that gap. NISM defines it as the difference. Answer the workbook.
  • An ETF's market price is not its NAV. ETF units trade at whatever the exchange quotes, which can sit above or below the underlying value. That premium or discount is separate from the fund's tracking error.
  • Index funds and ETFs are both passive, but transact differently — index funds at the applicable cut-off NAV, ETFs at live traded prices, where an investor can place limit orders.

Where this is taught

Free preparation for NISM Series V-B

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