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The Black Box of Mutual Fund Fees

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Author Info
Javier Gil-Bazo () (Universidad Carlos III de Madrid)
Miguel Angel Martinez () (Universidad del País Vasco)

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Abstract

This paper re-examines the determinants of mutual fund fees paid by mutual fund shareholders for management costs and other expenses. There are two novelties with respect to previous studies. First, each type of fee is explained separately. Second, the paper employs a new dataset consisting of Spanish mutual funds, making it the second paper to study mutual fund fees outside the US market. Furthermore, the Spanish market has three interesting characteristics: (i) both distribution and management are highly dominated by banks and savings banks, which points towards potential conflicts of interest; (ii) Spanish mutual fund law imposes caps on all types of fees; and (iii) Spain ranks first in terms of average mutual fund fees among similar countries. We find significant differences in mutual fund fees not explained by the fund’s investment objective. For instance, management companies owned by banks and savings banks charge higher management fees and redemption fees to nonguaranteed funds. Also, investors in older non-guaranteed funds and non-guaranteed funds with a lower average investment are more likely to end up paying higher management fees. Moreover, there is clear evidence that some mutual funds enjoy better conditions from custodial institutions than others. In contrast to evidence from the US market, larger funds are not associated with lower fees, but with higher custody fees for guaranteed funds and higher redemption fees for both types of funds. Finally, fee-setting by mutual funds is not related to fund before-fee performance.

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Paper provided by University of the Basque Country - Department of Foundations of Economic Analysis II in its series DFAEII Working Papers with number 200401.

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Date of creation: 14 Jan 2004
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Handle: RePEc:ehu:dfaeii:200401

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Postal: Dpto. de Fundamentos del Análisis Económico II, Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain
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Related research
Keywords: Mutual fund; fee caps; censored data;

Find related papers by JEL classification:
G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
G23 - Financial Economics - - Financial Institutions and Services - - - Pension Funds; Other Private Financial Institutions
K22 - Law and Economics - - Regulation and Business Law - - - Corporation and Securities Law

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Berkowitz, Michael K. & Kotowitz, Yehuda, 2002. "Managerial quality and the structure of management expenses in the US mutual fund industry," International Review of Economics & Finance, Elsevier, vol. 11(3), pages 315-330. [Downloadable!] (restricted)
  2. Grinblatt, Mark & Titman, Sheridan D, 1989. "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings," Journal of Business, University of Chicago Press, vol. 62(3), pages 393-416, July. [Downloadable!] (restricted)
    Other versions:
  3. Susan E. K. Christoffersen, 2001. "Why Do Money Fund Managers Voluntarily Waive Their Fees?," Journal of Finance, American Finance Association, vol. 56(3), pages 1117-1140, 06. [Downloadable!] (restricted)
  4. Malhotra, D K & McLeod, Robert W, 1997. "An Empirical Analysis of Mutual Fund Expenses," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 20(2), pages 175-90, Summer.
  5. Erik R. Sirri & Peter Tufano, 1998. "Costly Search and Mutual Fund Flows," Journal of Finance, American Finance Association, vol. 53(5), pages 1589-1622, October. [Downloadable!] (restricted)
  6. Droms, William G. & Walker, David A., 1996. "Mutual fund investment performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(3), pages 347-363. [Downloadable!] (restricted)
  7. Cesari, Riccardo & Panetta, Fabio, 2002. "The performance of Italian equity funds," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 99-126, January. [Downloadable!] (restricted)
  8. Chordia, Tarun, 1996. "The structure of mutual fund charges," Journal of Financial Economics, Elsevier, vol. 41(1), pages 3-39, May. [Downloadable!] (restricted)
  9. Joseph Golec, 2003. "Regulation And The Rise In Asset-Based Mutual Fund Management Fees," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 26(1), pages 19-30. [Downloadable!] (restricted)
  10. Miguel Martínez Sedano, 2003. "Legal constraints, transaction costs and the evaluation of mutual funds," European Journal of Finance, Taylor and Francis Journals, vol. 9(3), pages 199-218, June. [Downloadable!] (restricted)
  11. Dellva, Wilfred L & Olson, Gerard T, 1998. "The Relationship between Mutual Fund Fees and Expenses and Their Effects on Performance," The Financial Review, Eastern Finance Association, vol. 33(1), pages 85-103, February.
  12. Frye, Melissa B, 2001. "The Performance of Bank-Managed Mutual Funds," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 24(3), pages 419-42, Fall.
  13. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 2002. "Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(5), pages 1465-1497.
  14. Ferris, Stephen P & Chance, Don M, 1987. " The Effect of 12b-1 Plans on Mutual Fund Expense Ratios: A Note," Journal of Finance, American Finance Association, vol. 42(4), pages 1077-82, September. [Downloadable!] (restricted)
  15. Vance P. Lesseig & D. Michael Long & Thomas I. Smythe, 2002. "Gains to Mutual Fund Sponsors Offering Multiple Share Class Funds," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 25(1), pages 81-98. [Downloadable!] (restricted)
  16. Mark Grinblatt & Sheridan Titman, . "Adverse Risk Incentives and the Design of Performance-Based Contracts," Rodney L. White Center for Financial Research Working Papers 21-88, Wharton School Rodney L. White Center for Financial Research.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Alfredo Ciriaco Fernández & Rafael Santamaría Aquilué, 2005. "Persistencia de resultados en los fondos de inversión españoles," Investigaciones Economicas, Fundación SEPI, vol. 29(3), pages 525-573, September. [Downloadable!]
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