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Risk Return Analysis of Mutual Fund Schemes in Public and Private AMC Companies
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Author(s): Chandrashekhar Durgesh Reddy (Chandigarh University, India), Amandeep Kaur (Chandigarh University, India), Manjit Kour (Chandigarh University, India)and Ramanjeet Singh (Chandigarh University, India)
Copyright: 2026
Pages: 24
Source title:
Risks, Innovations, and Corporate Social Responsibility in Finance and Accounting
Source Author(s)/Editor(s): Maizaitulaidawati Md Husin (Universiti Teknologi Malaysia, Malaysia), Muslim Amin (Azman Hashim International Business School, Universiti Teknologi Malaysia, Malaysia), Haliyana Khalid (Azman Hashim International Business School, Universiti Teknologi Malaysia, Malaysia), Nor Aiza Mohd Zamil (Universiti Teknologi Malaysia, Malaysia)and Mustafa Nourallah (Mid Sweden University, Sweden)
DOI: 10.4018/979-8-3373-5047-9.ch002
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Abstract
This study has provided a comparative analysis of the performance of mutual fund with a focus on three categories: Index Funds, Large Cap Funds, and Balanced Advantage Funds for both private and public sector AMCs. The study assessed 24 selected schemes to assess risk-adjusted returns and market association of schemes based on key financial metrics such as Sharpe Ratio, Treynor Ratio, Standard Deviation, and Beta for a 3-year period (2021-2024). The study found that public sector funds such as UTI and SBI do well in passive categories such as Index Funds while private sector funds such as HDFC and ICICI Prudential significantly outperform public sector funds in active categories with better risk-adjusted returns. The statistical analysis including Two-Way ANOVA indicates that the fund type (public vs. private) will have no significant effect on the performance, but fund category has a significant influence on the performance volatility of the funds.
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