Historical Fund Data

[dakota79]

I was looking over the historical returns data on the TSP website and several questions came up.

One, the inception date for AGG is Sept 2003, what did the F Fund track prior to that?
Two, the inception date for EFA is Aug 2001, yet the 2001 returns for the I Fund show for the entire year. Does anyone know where the data came from for the first part of 2001?
And lastly, but not as important...when did the S fund stop tracking the Wilshire 4500?

Thanks,
Dakota

[TSPGains]

The I fund was added later on on the investing platform, it was on June so it wont show a full year when it started. I don't know about the F fund prior but can assume this wasn't an option prior the AGG. I think the original three amigos were G, C and S and then F was added and finally the I.

The S fund is still tracking the Wilshire 4500 but on the NYSE and not the NASDAQ where it originally listed. The switch happened during March 2016.

[cswift01]

The I fund was added later on on the investing platform, it was on June so it wont show a full year when it started. I don't know about the F fund prior but can assume this wasn't an option prior the AGG. I think the original three amigos were G, C and S and then F was added and finally the I.

The S fund is still tracking the Wilshire 4500 but on the NYSE and not the NASDAQ where it originally listed. The switch happened during March 2016.

Any difference between the NYSE and NASDAQ in terms of the Wilshire 4500? More volatility or better returns? Why the change?

Me

[Aitrus]

Sorry to contradict you, TSPGains, but the original three were the G, F and C Funds. S and I were both added in 2001. You can verify this by looking at the monthly Fund Performance page on tsp.gov. G, F and C have returns going back to 1988, while S and I have them back to 2001.

Originally, the F Fund invested in the Lehman Brothers Government/Corporate bond index. It moved to the Barclays Capital U.S. Aggregate Bond Index in 1990. This index is equivalent to the iShares Core Total U.S. Bond Market ETF (ticker: AGG). Even though the AGG didn't exist until 2003, it's currently the best comparison to the Barclays index (which doesn't have a ticker symbol).

The S Fund's goal originally was to track the performance of the Wilshire 4500 (Ticker: $emw). It switched to the Dow Jones U.S. Completion Total Stock Market Index ($dwcpf) in Feb 2012 (you can find it in the TSP board minutes). The Wilshire 4500 and DWCPF are virtually identical.

The C Fund has always followed the S&P 500 (ticker: $spx).

The I Fund has always invested in the Morgan Stanley Capital International EAFE Index, which doesn't have a ticker. It's goal is to match the returns of the iShares MSCI EAFE index (ticker: efa).

[dakota79]

Thanks for the helpful replies.

[TSPGains]

Sorry to contradict you, TSPGains, but the original three were the G, F and C Funds. S and I were both added in 2001. You can verify this by looking at the monthly Fund Performance page on tsp.gov. G, F and C have returns going back to 1988, while S and I have them back to 2001.

Originally, the F Fund invested in the Lehman Brothers Government/Corporate bond index. It moved to the Barclays Capital U.S. Aggregate Bond Index in 1990. This index is equivalent to the iShares Core Total U.S. Bond Market ETF (ticker: AGG). Even though the AGG didn't exist until 2003, it's currently the best comparison to the Barclays index (which doesn't have a ticker symbol).

The S Fund's goal originally was to track the performance of the Wilshire 4500 (Ticker: $emw). It switched to the Dow Jones U.S. Completion Total Stock Market Index ($dwcpf) in Feb 2012 (you can find it in the TSP board minutes). The Wilshire 4500 and DWCPF are virtually identical.

The C Fund has always followed the S&P 500 (ticker: $spx).

The I Fund has always invested in the Morgan Stanley Capital International EAFE Index, which doesn't have a ticker. It's goal is to match the returns of the iShares MSCI EAFE index (ticker: efa).

Thanks for the clarification Aitrus