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The remarkable volatility in the stock market over the past year should have been a stock-picker’s dream. In reality, though, most professional money managers failed to match the performance of Canada’s benchmark index.

That’s right: The vast majority of Canadian equity mutual funds has again underperformed dull, passive investing, according to the latest SPIVA Canada Report Card from S&P Dow Jones Indices, underscoring the virtues of investing in low-fee funds that simply track major indexes.

In its mid-year report, using one-year data to June 30, 2020, S&P said that 88.4 per cent of Canadian equity mutual funds underperformed the S&P/TSX Composite Index – even as wild swings in the first half of the year provided plenty of opportunity for professional stock-pickers to showcase their skills at dodging losers and finding winners.

“Canadian Equity funds were particularly notable for their level of underperformance. On an asset-weighted basis, Canadian Equity funds returned a dismal 7.9 [percentage points] below the S&P/TSX Composite over the past year, the worst relative performance of any fund category,” S&P said in its report (SPIVA stands for S&P Indices versus active).

However, most other categories of funds also struggled relative to their benchmarks.

Among U.S. equity funds, 83.7 per cent underperformed the S&P 500 (in Canadian-dollar terms). And among global equity funds, 82.4 per cent underperformed the S&P Developed LargeMidCap index, the developed market benchmark, also in Canadian-dollar terms.

The results line up with previous reports that suggest that it is very hard for most professional money managers to outperform an index, after fees. And the longer the return period, the more consistent the rate of underperformance.

What’s particularly interesting about this latest SPIVA instalment, though, is that even with this year’s intense stock market volatility – the S&P/TSX Composite sank more than 37 per cent in just 22 days, beginning in February – most savvy stock pickers failed to leap on the right bargains before the stock market began to recover in March.

Part of the problem here might be the fact that the number of winning stocks is relatively small. The stock markets in Canada and the United States have been led to a large extent by a handful of soaring stocks, while much of the rest of the market has struggled. It would be difficult to drive strong returns in a mutual fund without strong bets on these few winners.

In Canada, for example, Shopify Inc., the e-commerce giant, surged 164 per cent in the first half of 2020. By comparison, the S&P/TSX declined 8.6 per cent over the same six-month period.

In the United States, Amazon.com Inc., Facebook Inc., Netflix Inc. and Apple Inc. were among the standouts, rewarding investors who bet heavily on the ability of these tech-focused companies to sail through the pandemic-ravaged economy.

Nonetheless, there were a couple of bright spots in the SPIVA report on Canadian mutual fund performance.

For one, small and midcap funds fared better than their large-cap peers. According to the report, 52 per cent underperformed their benchmark over the past year, which was a notable improvement over the 69-per-cent rate of underperformance over the past decade.

Even better, an impressive 69 per cent of Canadian dividend and income equity funds outperformed the S&P/TSX Dividend Aristocrats Index over the past year, compared with the 11.1-per-cent rate of outperformance over the past decade. This suggests that professional money managers largely managed to navigate through stretched balance sheets and threatened dividend payouts.

That said, the average Canadian dividend and income equity fund still lost 8.4 per cent over the past year, putting a damper on the good news.

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