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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

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. [...]

CRSP Market Indexes Breakpoints for Q2 2025

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

CRSP Count™ Quarterly Update – March 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. [...]

WRDS Research Webinar Series – Flat File Format 2.0 (CIZ)

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. [...]

Important Notice: CRSP US Stock & Indexes Databases Flat File Format 2.0 (CIZ)

As communicated previously, CRSP is migrating to a new back office. This requires that subscribers migrate to the Stock & Indexes Flat File Format 2.0 (CIZ), which was made available [...]
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