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Get the Latest U.S. Factor Returns Dive deep into factor performance in the U.S. market.
BY Craig Lazzara

• Every S&P 500 Factor index included in our report gained in the second quarter but, as the largest stocks outperformed their peers, few managed to outpace the benchmark’s returns.



• S&P 500 Low Volatility was a significant, and interesting exception – it has outperformed considerably over the past 12 months despite being accompanied by strong gains in the S&P 500.



• June completed a rough year for the “traditional” factors of market beta, size, and value; each associated factor index has underperformed. However, the end of the quarter brought a hint of a revival.

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