Article Details
  • Published Online:
    January  2026
  • Product Name:
    The IUP Journal of Applied Finance
  • Product Type:
    Article
  • Product Code:
    IJAF050126
  • DOI:
    10.71329/IUPJAF/2025.32.1.102-123
  • Author Name:
    Sourav Das and Kiranjit Sett
  • Availability:
    YES
  • Subject/Domain:
    Finance
  • Download Format:
    PDF
  • Pages:
    102-123
Volume 32, Issue 1, January-March 2026
Pandemic-Induced Shifts in Mutual Fund Performance: Evidence from Market-Cap-Oriented Schemes
Abstract

In this study, performance of mutual funds, having investment strategy differences in terms of market capitalization of stocks (viz., large-cap, mid-cap and small-cap), for the period January 2017 to December 2024 was evaluated using Sharpe ratio, Treynor ratio and Jensen’s alpha. Small-cap funds, which predominantly invest in small-cap stocks, were found to outperform mid- and large-cap funds in terms of risk-adjusted returns during the periods of high uncertainty, viz., the Covid-19 and post-Covid-19 years. Large-cap funds achieved stable performance with returns lower than mid-cap funds, while the performance of mid-cap funds lacked stability.

Introduction

A mutual fund mobilizes savings of several individuals and invests in a diversified portfolio comprising equity shares, money market instruments, government bonds and other securities, which may have risk-return characteristics though better than the risk-return characteristics of the portfolios that retail investors themselves can construct.