Fund Screener — benchmark-relative fund research for advisors

Rank funds against the benchmark that actually matters.

Every screener sorts on return. This one sorts on information ratio, tracking error and correlation — against 5 investable benchmark ETFs, 22 index series, any individual fund you name, or a weighted blend you build. The comparison an allocator actually has to defend.

No card. Hypothetical analytics for information only — not investment advice.

Fund	Expense	Return	Std dev	IR	TE	Corr
Core equity index	0.03%	12.7%	15.9%	0.62	1.2%	1.00
Quality factor	0.15%	11.9%	14.8%	0.48	3.4%	0.97
Dividend growth	0.06%	10.4%	13.9%	0.21	4.1%	0.95
Managed futures	0.65%	7.1%	9.6%	0.11	16.8%	0.08
Core bond	0.03%	1.4%	5.1%	-0.97	14.1%	0.40

Fund

Expense

Return

Std dev

Corr

Core equity index

0.03%

12.7%

15.9%

0.62

1.2%

1.00

Quality factor

0.15%

11.9%

14.8%

0.48

3.4%

0.97

Dividend growth

0.06%

10.4%

13.9%

0.21

4.1%

0.95

Managed futures

0.65%

7.1%

9.6%

0.11

16.8%

0.08

Core bond

0.03%

1.4%

5.1%

-0.97

14.1%

0.40

What you get

Benchmark-relative screening

Sort 28,753 funds on IR, tracking error, excess return and correlation. Pick a built-in benchmark, type any ticker, or build a weighted blend — 60% large cap / 40% aggregate bond — and screen the whole universe against it.

Portfolios on a real timeline

Model a portfolio as dated rebalances, not a static weight vector. See allocation drift between trades, and what the trades themselves earned or cost against buy-and-hold.

Crisis replay

How a fund actually lived through 2008, the 2020 crash and 2022 — total return over each episode, against its benchmark, with the number of months it took to recover.

Exports that describe themselves

Every workbook carries a provenance sheet: the filters, the window, the benchmark and the as-of date it was built under. A file that leaves your firm can still say what it is.

It tells you what it doesn't know

Most screeners answer every question. A filter on expense ratio silently drops the funds whose fee isn't on file; a category comes from a vendor tag nobody checked; a rating arrives with no working shown.

Filters report what they couldn't evaluate. Screen on fee and the count line tells you how many funds were excluded for having no fee on file — not silently dropped.

Categories are checked against returns. A fund labelled conservative whose own history shows 18% volatility has that label rejected, not repeated.

Distribution artifacts are caught. A month that is extreme against both a fund's peers and its own history is flagged rather than published as performance.

The Outlook score shows its arithmetic. Four factors, published weights, a percentile for each within the fund's peer group — not a letter from a black box. Where the inputs are missing it says "not rated", and which input was missing. It is a description of what a fund has been, not a forecast.

Periods are labelled honestly. A fund younger than the window is marked, not annualised into a ten-year column as though it had been there.