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TBH, I trust vanguard more, even if their website is absolutely worse. There's a saying, 'if you're not the customer, you're the product'. I expect trades on those index funds are getting 'front run' much like robinhood is getting front run. You might have a lower ER but your nav might effectively be higher when buying and lower when selling.

Of course, I'm a 'buy and hold' investor so this doesn't really effect me much, but it's the principle of the matter.






Fidelity uses those funds as marketing, and they make up for it with all the other services and funds they offer. It's intentional, and it's working.

Vanguard is more and more becoming a group that just wants to run ETFs and if you want to use them, they're making it harder and harder. They recently dumped all their 401(k) and similar plans from being in-house to some other provider.

Saves costs, makes support annoying.

Of course, you can use a Fidelity account to own Vanguard ETFs if you wanted.


> Fidelity uses those funds as marketing, and they make up for it with all the other services and funds they offer. It's intentional, and it's working.

> Vanguard is more and more becoming a group that just wants to run ETFs and if you want to use them, they're making it harder and harder. They recently dumped all their 401(k) and similar plans from being in-house to some other provider.

If this is true, then it must for individuals.. My company moved a little over a year ago TO vanguard for 401ks


It was only for solo 401ks and small business with less than $20M in assets.

Thanks for the reminder to move some old IRA accounts they dumped onto some random provider to Fidelity.

Horrible move on their part, if I didn't want some provider diversification I'd just move everything over entirely at this point.


>Of course, you can use a Fidelity account to own Vanguard ETFs if you wanted.

Which I would highly recommend if you ever want to change brokers. the fidelity ZERO products are great but can only be held at fidelity while VOO shares can be transfered to any broker.


I presume the main advantage of transferring shares is to avoid taxation on realised gains. Secondary is to avoid transaction fees?

I sold and bought recently (because transfer looked like paperwork hassle to me): had a small transaction cost, and the main disbenefit was losing transaction history e.g. buy date was now reset; it was tax neutral for me either way.


Vanguard is still offering IRAs last I checked.

It's not clear to me exactly what they have moved, but two of my (very old) Simple IRA accounts got forcefully moved without my approval, and a 401k rollover into a self-managed IRA is still around. Not sure what the difference was exactly.

https://www.ascensus.com/about-us/press-room/news/ascensus-t...

This post was a reminder to get those moved out of Ascensus into Fidelity if possible.


There’s not really much money to be made front running someone’s deposit into an index fund that’s gonna sit there for the next 40 years. It works on RH because generally those users are transacting much more frequently and in much less liquid things like options.

Front running customer purchases is not the concern. In the running of an index fund there’s many levers you can pull to create revenue streams that don’t show up on expense ratios.

Funny business can absolutely be pulled during rebalancing.

Another big one is securities lending income. Vanguard pays that out to investors which effectively creates negative expense ratios in certain funds. Index funds from other issuers don’t necessarily share that securities lending income with customers.


I’m not disputing other funny business, I just don’t think they are making money front running passive index investors.

It's not about front-running investments _in_ passive index funds, it's about front-running investments _by_ passive index funds, which, of course, ultimately comes out of the investors' wallets.

As a practical matter, since dealing in mutual funds' shares is settled after market, "front running" these transactions would be problematic. (Impossible, I'd say?)


I trust Fidelity. I used to work there years ago. It is a conservatively run place, careful with changes, which is a good thing when managing large amount of money. The tech and web interface might not be the shiniest, but I'd rather have my money there than vanguard/schwab, etc...

How do you front run a mutual fund? The price is the price.

If you know the index rules, it's fairly simple to calculate the turnover it is going to generate when it rebalances and subsequently the impact the rebalance is going to have on prices. This is a fairly well known behavior and a lot of players have been doing this for a long time. Basically every index of any significance is already being monitored and rebalancing effects are "front-run" this way.

I put the word in quotes, because this is a perfectly legitimate way of front running. The major indices are all public, and anyone can take a crack at this. In other words, if I announce to the world a month in advance that on a specific day and a very specific time of the day (at the closing auction) I'm going to buy X amount of specific stocks and sell Y amount in other stocks, I can't blame people for using that information against me.


This is not what "front running" means.

Yeah duh. I was explaining to the parent.

No, you're still saying it's front running.

> Basically every index of any significance is already being monitored and rebalancing effects are "front-run" this way.

> I put the word in quotes, because this is a perfectly legitimate way of front running.

No; it is not "front running."


How do you front run a mutual fund?

as a "consumer" of the mutual fund, you can't.

but the mutual fund itself makes large trades: somebody downstream executing those trades or having access to that data could front run.


You mean an index fund?

An index fund is a type of mutual fund

Wouldn’t index ETFs be index funds that are not mutual funds?

Yes and they trade during market hours the same as stocks so I understand front running those trades.

Yeah but you can front run a (active) mutual fund

Predict or react to index changes faster than the funds that are compelled to follow the index.

But you can't front run shares of mutual funds; they always trade at close of business at NAV.

You could potentially front run ETFs, but if you're worried about that, you can use limit orders and get the price you want or not transact. As long as you use a competent broker that offers limit orders.


That’s not front running! Front running requires a fiduciary obligation to who you are trading on behalf of.

Investopedia disagrees:

> A form of front-running in index funds is common and isn't illegal.

> Index funds track a financial index by mirroring the index's portfolio. The composition of the index changes periodically to balance it accurately as the stocks that make it up change dramatically in price or as stocks are added or removed from the index. That forces the fund's managers to buy or sell some components of the index.

https://www.investopedia.com/terms/f/frontrunning.asp


Then investopedia is wrong. Front running is a very specific thing, a) it requires private information, b) requires trading on behalf of someone and c) requires a fiduciary duty to the person

If we use that expansive definition of "front running", is it "front running" if I buy stocks trying to squeeze short sellers? What about if I thought people would buy/sell telsa stocks because of musk's role in the culture wars, and tried to get ahead of that? Is "front running" just buying low and selling high?

Well, let's not call a short squeeze by another name.

Otherwise, I wouldn't call those things front running, as there's no indication of imminent activity.

If a material increase in lending rates on a heavily shorted stock was announced, and you bought because you were pretty sure the shorts would be buying to close, that could be front running, yeah.

I dunno about market moves based on Elon's role in the culture wars, but maybe if he did something in particular.

In general, buy on the rumor, sell on the news could qualify as front running under this definition, but I think I'd want to narrow it a bit to working to trade ahead of perceived imminent and definite trades. Most of the illegal front running is trading ahead of specific trades in response to seeing those orders.


>Most of the illegal front running is trading ahead of specific trades in response to seeing those orders.

Any evidence this is actually happening, rather than something like "this ETF rebalances every quarter, they're unbalanced, and are expected to rebalance in this way", or "this company is probably going to get included in the S&P 500 because it's doing really well"? What makes this sort of "front running" less acceptable than buying because "I like the stock", or trading on technical analysis?


Here's three SEC press releases that seem to indicate there's evidence of illegal front running:

https://www.sec.gov/newsroom/press-releases/2021-118

https://www.sec.gov/newsroom/press-releases/2021-186

https://www.sec.gov/newsroom/press-releases/2022-228

Trading ahead of index funds when an index change is announced is front running in my book, but it isn't illegal front running; but I don't consider it less acceptable than buying because the graph makes a funny shape.


All 3 examples you provided are for people trading on material nonpublic information. In other words, some guy working at an asset manger knew they were going to execute trades on behalf of a client, and then made his own trade ahead of that. That's textbook front running, no denying it, but that's not anywhere close to what's happening with "ETF rebalancing" or PFOF. It's perfectly legal, for instance to speculate on whether TSLA or whatever is going to make it into the S&P 500 and "front run" that. It's also not clear why such trades would be immoral or unfair.

>https://www.sec.gov/newsroom/press-releases/2021-118

>Wygovsky repeatedly traded in his family members’ accounts held at brokerage firms in the United States ahead of large trades that were executed on the same days in the accounts of his employer’s advisory clients.

>https://www.sec.gov/newsroom/press-releases/2021-186

>Polevikov had access to real-time, non-public information about the size and timing of his employers' securities orders and trades, and used that information to secretly trade on, and ahead of, his employers' trades.

>https://www.sec.gov/newsroom/press-releases/2022-228

>Billimek would inform Williams of the asset management firm’s market-moving trades prior to their execution


> but that's not anywhere close to what's happening with "ETF rebalancing" or PFOF. It's perfectly legal, for instance to speculate on whether TSLA or whatever is going to make it into the S&P 500 and "front run" that. It's also not clear why such trades would be immoral or unfair.

I never said trading a stock ahead of it being added or removed to the S&P 500, or between the announcement of it being added or removed and index funds actually purchasing it is illegal, immoral, or unfair, or less acceptable than any other trade.

Just that it's front running. And then you asked if there were examples of illegal front running, so I provided those --- which aren't examples of trading ahead of index funds, because trading ahead of index funds isn't illegal.

I'm not really sure what you're asking at this point.


Front running is illegal.

In finance, nothing is illegal if the profits outweigh the fines.

Citaldel paid handsomely for order-flow information from Robinhood. They made a lot of money off retail traders. They paid a fine IIRC equivalent to a few day's profits.


PFOF is neither front running nor illegal.

If you are curious about a brokers position on PFOF you can look up their disclosures. SEC Rule 605, 606 and 615 are the search terms you want when looking these up. Fidelity has a similar disclosure on this as Vsnguard, which is that they don’t engage in PFOF except for some options markets.

Robinhood got in trouble for false advertising about PFOF not because they engaged in it, because again, PFOF is not front running and not illegal.


PFOF isn't (typically) illegal, a better word might be "controversial". There's nothing free in this life: the zero commission brokers are making it up somehow.

While the studies on how PFOF effects execution quality are varied, this summary [1] from Wharton seems fairly balanced. It's not as simple as citing NBBO and moving on.

Personally I'm suspicious of the practice mostly because of the pretty clear conflicts of interest that it creates. Again, this is controversial, but the people arguing it's ok are for the most part making money from it.

[1] https://wifpr.wharton.upenn.edu/uncategorized/research-spotl...


The zero commission brokers typically make most of their revenue on net interest margin. PFOF is a smaller portion.

securities lending doesn’t hurt if your clientele likes heavy short-interest-worthy meme stocks

Yeah I'm mostly talking about traditional discount brokerages (Fidelity, Schwab), not Robinhood.

Robinhood makes the majority of their revenue on options and crypto. Vanilla equities is becoming less important.

PFOF is not front running. Market making is not front running. Full stop. This fact is only controversial if you fundamentally misunderstand what market makers do.

There's a lot of confused comments on this thread. "Front running" in the strictest sense means illegal trading that involves taking advantage of trades that you know will happen and you have a responsibility not to exploit. "Front running" is also used informally to mean legally trading prior to trades that you anticipate happening. Studying the rules of an index and buy a stock just before its added to the index and index funds are required to buy it is "front running" in the second sense.

Isn't it just PFOF? Is that actually illegal?

Edit: No, it's not in the US at least. It mostly just allows the broker to internalize orders if they prefer.


Only if you get caught. And the fine needs to be higher than the profit.

It’s pretty easy to learn how fidelity and others make money on fee-free index funds. Perhaps something to look into before accusing them of committing a crime.

Considering someone or some activity to be criminal, and accusing them of being a criminal, are two completely different things.

I consider most financial institutions to be criminal because it is always their clear intention to circumvent the spirit of the law as closely as possible. The intention is to reap the benefits of breaking the law, without the risk of consequence. When the pitchforks come, these are going to be the criminals being chased down the street.

By the same token, I do not consider a parent who writes a bad check for groceries to be a criminal.


The client generally saves money in the PFOF situation. They benefit, their broker benefits, and the market maker they deal with benefits. The only loser is the abstract rest of the market being able to get fewer penny shavings.

What in particular do you see as against the spirit of the law?


PFOF does not violate the spirit of the law

I think the fine needs to be higher than the profit difference between the (illegal) and not illegal option.

If you have a legal route to $1M and an illegal route to $1.5M, the rational calculation for fines is against the $0.5M delta, not the full amount.


The illegal 1.5 is always the optimal game theory choice because the chance of getting caught is not 100%

To use an absurd example just to make it incredibly obvious why what you said doesn't make sense, would that hold up if the fine if caught was $10 trillion dollars?

Then shareholders would demand executives have skin in the game and suffer if a company got the death penalty like you describe. Would likely lead to a much better world. Golden parachutes would not be a thing if shareholders got liquidated like that.

Only if they're mutually exclusive.

The riskier the road, the greater the profit.

I trusted Vanguard more until they became a broker and forced all their fund customers to have a brokerage account with them.

The pennies that they scalp off you on the trade by "front running" the order is much less cost than the annual fee if you are a long term investor.

You expect wrong. I think you're talking about Payment for Order Flow (PFOF) which Fidelity does not use.[0]

[0] https://www.fidelity.com/trading/execution-quality/overview




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