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"Persistent outperformance of U.S. equities" from "valuation expansion" not fundamentals

edited July 18 in Other Investing
Over at M* Larry Swedroe looks at AQR research.

I'll cut to some factoids he mentions:
For the 35-year history ended December 2024, they found that US equities outperformed non-US developed markets by 4.7% per year, with 3.8% attributed to relative valuation expansion, 1.1% to real EPS growth, negative 0.6% to dividend yield differential, and negative 0.3% to real interest rate differential.
They found that to justify current valuations, US equities would need 2.2% higher annual real earnings growth than non-US peers over the next decade—well above the historical 0.3% edge.
From the end of 2008 through 2024, the US dollar rose in value relative to the euro from 0.72 to 0.92, an increase of almost 29%.
Well, what's it all about? I suppose it depends on your feelings about recency bias vs. mean reversion. After all, US indexes are setting records ain't they?

Comments

  • edited July 18
    "Persistent outperformance of U.S. equities" from "valuation expansion" not fundamentals" would also have been a good headline back in 2007 just before the market collapse.
  • Boy is valuation expansion a great phrase: no more punchbowl, greater fool, froth, bubble, overbought ... 4th-highest SP500 p/ ever and 2nd-highest Shiller. Party on.
  • @Old_Joe, so true, just before the market collapsed. Took several years for us to fully recovered. Only asset stay afloat was cash, but we had a small allocation.
  • edited July 21
    Not sure know which “market” the following numbers represent. But I dug them up in Stack’s latest newsletter. Possibly the S&P 500?

    From James Stack (July 18): Current Market Price-to-Earnings 28.3 / Average since 1928 17.7

    I’ve checked with M* and found that the P/E for the equity holdings of OAKBX which I recently bought at 13, with the average P/E for this class of funds at 20. (Fund has over 40% in fixed income.)

    For reference, LCORX (which I don’t own) comes in at a P/E of 16 according to M*, again with its peer group at 20.

    I realize P/E can be measured in different ways and that there are several other measures of market valuation besides P/E. Stack notes several other valuation metrics, all indicating an expensive market.

    Bottom line: Are there some funds that might hold up well during a market rout, even considering the apparent “bubble” more generally speaking? ISTM after the March 2000 “Tech Wreck” many other markets recovered in a year or two’s time compared to the NASDAQ which remained below its 2000 high for 15 years.
  • I wonder if the recent outperformance of international stocks can continue and begin to reverse this circumstance?
  • edited July 21
    DrVenture said:

    I wonder if the recent outperformance of international stocks can continue and begin to reverse this circumstance?

    To a large extent that’s a result of the dollar falling against foreign currencies over past year or so. But not all is attributable to just that. Stack’s model portfolio (a collection of ETFs plus cash) hasn’t included specific international holdings since I’ve been reading him for 3 or 4 years. But no doubt holdings like XLE (energy sector) do have foreign components.

    Re “ I wonder if …” Well, if the U.S. extremes (high valuations) are as bad as some speculate then it would seem like there are better values abroad. I’m not sold on that. Have actually reduced foreign exposure (Europe) over past several months.

    This link below to a Meb Faber show might work. Whitney Baker worked alongside Treasury Secretary Scott Bessent until he left to join the Administration. I haven’t heard too many pundits more bearish than Baker. Whether you agree or not, she does present some interesting analysis. I haven’t changed anything in how I invest based on this one interview.

    https://podcasts.apple.com/us/podcast/the-meb-faber-show-better-investing/id1128955736?i=1000712723958
  • edited July 21
    I just had a talk with a friend about diversification etc... He was talking about 60/40 US/INTL and I was talking about just US. So I went and did some back testing using VTSAX (total stock) and VTIAX (total intl) Since 2010, US/INTL only beat US 4 years including this year so far. $10K in US/INTL = ~$44k, $10K in US = ~$64k. I think I'll stick with just US.
  • edited July 21
    DrVenture said:

    I wonder if the recent outperformance of international stocks can continue and begin to reverse this circumstance?

    What is recent?
    In the last 3 months, VOO+SPY did much better than VXUS. In fact, QQQ doubled XVUS.
    https://schrts.co/SvWkQybv

    Early in 2025, XVUS did much better.

    ===================
    gman57; I think I'll stick with just US.
    That worked in 2010-2024. In that times I consistently posted about investing in the US.
    Is it going to work in the next 10 years?
    It stopped working in 2025.
    While the SP500 could lag, other US categories might not, like VTV=value.
    Why not diversify starting at 10% with VTV+VXUS?
    BTW, VGK(Europe) has been doing better than international.



  • edited July 21
    Outperformance for U.S. or international stocks is cyclical and has lasted an average of 8 or 9 years.
    Until recently, U.S. equities outperformed for approximately 14 years.
    Earnings growth for U.S. companies was stronger than that of overseas companies.
    But it's important to note that multiple expansion and currency tailwinds
    (for U.S. based investors) contributed considerably to performance.
    How will foreign and domestic equities perform during the next 10 years?

    https://www.thebostonadvisor.com/us-vs-international-stocks/
  • i say it like this....i have reason to believe that the US will likely cumulatively outperform the rest of the world for the rest of my life. but i'm not 100% certain. i'm 80% certain. so I allocate the other 20% to international stocks.
  • mskursh said:

    i say it like this....i have reason to believe that the US will likely cumulatively outperform the rest of the world for the rest of my life. but i'm not 100% certain. i'm 80% certain. so I allocate the other 20% to international stocks.

    My lens is similar. There are many different ways to hedge/diversify within equities.
  • Oddly, D&C reportedly just added a skootch of international stocks to DODBX to help stabilize returns. Looks like a "skootch" is 15-20%. M* did something on the changes at DODBX a while ago, IIRC.
  • edited 12:14PM

    Oddly, D&C reportedly just added a skootch of international stocks to DODBX to help stabilize returns. Looks like a "skootch" is 15-20%. M* did something on the changes at DODBX a while ago, IIRC.

    +1 We all could use more ”stability” at this time!

    Off the rails perhaps … but I’ve never worked so hard to diversify. As many have noted, that’s more then just 60/40 or 40/60 or whatever. I like to include one or two “odd-ball” holdings in the portfolio, even if they’ve lagged the markets and even if I couldn’t honestly recommend them to someone else.

    Back to D&C - A first class outfit. Sounds like they’ve done a lot to try and stabilize DODBX in recent years. And I never understood why a lot of balanced or allocation funds have such skimpy exposure to non-U.S. holdings. Never made sense. Keeping expenses lower is all I ever figured out.
  • Oddly, D&C reportedly just added a skootch of international stocks to DODBX to help stabilize returns. Looks like a "skootch" is 15-20%. M* did something on the changes at DODBX a while ago, IIRC.

    https://www.mutualfundobserver.com/discuss/discussion/comment/191918/#Comment_191918
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