Explore how factors
behave over time

Compare factor performance across economic cycles and market shocks

Factors are broad, persistent drivers of returns which have been proven to add value over decades. These individual return drivers have generally had low correlations with each other and therefore tended to perform well at different parts of the economic cycle.

Factor performance chart


For Financial Professionals Only

Use this interactive chart to see how different types of factors have performed through economic cycles, market shocks and any other time period since 2000. Over the long-term, targeting single or multiple factors has helped investors achieve more consistent and often better results.1

1 Source: MSCI as of December 31, 2015.

Dive deeper into factors
What are they, why they've worked, and ways to get started
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Five key points