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The Mutual Fund That Ate Wall Street – Based on an Index Few People Know About

  • News

“Vanguard’s Total Stock Market Fund, at $1.3 trillion in assets, is a market unto itself – powered by an unassuming index called CRSP.”

Read the full article at the Wall Street Journal. 

News & Updates

What “Owning the Market” Really Means

While the debate surrounding the merits of passive investing has long been settled—as more money continues to reside in index funds than actively managed ones—the argument over what it means [...]

ETFGI TV Interview: Paul Lohrey on Index Representation

As markets evolve, so too must the tools we use to measure them. In this exclusive segment with ETFGI TV, Paul Lohrey, Managing Director of Strategy and Analytics at CRSP, [...]

CRSP Market Indexes – Micro Cap Securities to be Removed from Sector Indexes

Beginning with the December 2025 ranking, the CRSP US Core Cap Index will replace the CRSP US Total Market Index as the parent index for all CRSP US Sector Indexes. [...]

CRSP Market Indexes Breakpoints for Q3 2025

CRSP Market Indexes (CRSPMI) announces the market cap breakpoints and effective ranking dates for its September 2025 quarterly index rebalancing. [...]

CRSP Count™ Quarterly Update – June 2025

Using CRSP Market Indexes Methodology, CRSP Count™ tracks changes in the number of securities by market cap segments - Mega, Mid, Small and Micro - through time. [...]

CRSP US Mid Cap Index Outperforms Peers

Why do some mid- and small-cap ETFs outperform others? A recent article from ETF.com highlights how benchmark index construction and methodology—especially market cap definitions—can significantly impact ETF performance. [...]

CRSP Market Indexes – PFICs to be Removed from Index Eligibility

Passive Foreign Investment Companies (PFICs), as defined by the IRS, will no longer be eligible for inclusion in the CRSP US Market Indexes. [...]

CRSP Market Indexes US Market Update – Q2 2025

Notable items with this release include: - Markets broadly rallied throughout Q2, with every Cap and Style Index posting gains over the previous 3 months. - Growth largely outperformed Value [...]

Comment on CRSP CIZ Monthly Return

We are delighted to invite Ph.D. students, faculty members, and friends to a WRDS webinar on the newly released CRSP CIZ (Version 2) data format. [...]
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