Article Details
  • Published Online:
    October  2024
  • Product Name:
    The IUP Journal of Accounting Research & Audit Practices
  • Product Type:
    Article
  • Product Code:
    IJARAP251024
  • Author Name:
    Munawar Sayyad, Rajesh Kumar B and Shivam Arun Sharma
  • Availability:
    YES
  • Subject/Domain:
    Finance
  • Download Format:
    PDF
  • Pages:
    527-542
Determinants of Mutual Fund Returns in Selected Countries
Abstract

The study examines the performance of mutual funds and the determintants of mutual fund returns in selected countries, namely, India, the UK, Australia, Japan and the US. Using regression analysis, the study unveils a positive correlation between net expense ratio (NER) and one-year mutual fund returns in the Indian context. The findings from the UK indicate that mutual funds boasting larger assets under management (AUM) generally yield superior returns. Conversely, in the Australian context, mutual funds with higher AUM appear to be associated with lower returns. As for Japan, it becomes evident that larger-sized mutual funds, characterized by higher AUM, tend to exhibit diminished returns. In the US, it emerges that environmental, social and governance (ESG)-based mutual funds deliver enhanced returns.

Introduction

Mutual funds encompass professionally managed assortment of stocks, bonds and diverse securities. These funds gather capital from a multitude of investors and are overseen by a fund manager, who navigates the intricate realm of trading the underlying securities, reaping potential capital gains and accumulating dividends or interest income from the assets.