How to get total returns of US mutual funds using python eikon API?

The Fund NAV data for mutual funds is dont adjusted for dividends or capital gains. For stocks and ETFs I'm able to get the total returns using "TR.TotalReturn1D" but for mutual funds Im not able to get the total returns. Because the prices are not adjusted, calculating return on the unadjusted price will be wrong on the date of the dividends/capital gain release.

Im able to retreive dividends and capital gains for any mutual fund using which I can adjust the NAVs on the release of capital gains or dividends but directly getting the returns data is much easier and less prone to error.

Is there any way to directly get total returns of any mutual fund similar to "TR.TotalReturn1D" for stocks and ETFs?

Image1: Python using Eikon API for ticker VWIGX

Image2: Yahoo data for ticker VWIGX

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Accepted answers

bob.lee

@BlackBird , You get the fund performance (total return) using data under "Lipper Funds". The "Quantitative Analysis" provides latest 1M, 3M, 6M, 1Y, 3Y.... 10Y, Year-to-Date...etc performances. You can also use "Rolling Performance" to get historical rolling performances, e.g.:

import refinitiv.dataplatform.eikon as ek
ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
df, err = ek.get_data(
    instruments = ['VWIGX.O'],
    fields = ['TR.FundRollingPerformance(Interval=M,Curn=Native,RollTimeFrame=1Y).date', 'TR.FundRollingPerformance(Interval=M,Curn=Native,RollTimeFrame=1Y)']
)
display(df)

    Instrument    Date    Rolling Performance
0    VWIGX.O    2021-09-10T00:00:00Z    1.97126
1    VWIGX.O    2021-10-08T00:00:00Z    -8.599819
2    VWIGX.O    2021-11-12T00:00:00Z    5.396323
3    VWIGX.O    2021-12-10T00:00:00Z    -6.582896
4    VWIGX.O    2022-01-07T00:00:00Z    -3.541576
5    VWIGX.O    2022-02-11T00:00:00Z    -9.375742
6    VWIGX.O    2022-03-11T00:00:00Z    -14.222106
7    VWIGX.O    2022-04-08T00:00:00Z    9.89313
8    VWIGX.O    2022-05-13T00:00:00Z    -14.670742
9    VWIGX.O    2022-06-10T00:00:00Z    0.293064
10    VWIGX.O    2022-07-08T00:00:00Z    -0.064935
11    VWIGX.O    2022-08-12T00:00:00Z    8.2846

All comments

Gurpreet

Hi @BlackBird,

I couldn't find anything representing total return in the Data Item Browser for a mutual fund. This previous question talks about mutual fund total return - not sure if it is relevant to your needs.

For content question, it is best to contact Refinitiv support at my.refinitiv.com where you can speak with a content expert.

bob.lee

import refinitiv.dataplatform.eikon as ek
ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
df, err = ek.get_data(
    instruments = ['VWIGX.O'],
    fields = ['TR.FundRollingPerformance(Interval=M,Curn=Native,RollTimeFrame=1Y).date', 'TR.FundRollingPerformance(Interval=M,Curn=Native,RollTimeFrame=1Y)']
)
display(df)

    Instrument    Date    Rolling Performance
0    VWIGX.O    2021-09-10T00:00:00Z    1.97126
1    VWIGX.O    2021-10-08T00:00:00Z    -8.599819
2    VWIGX.O    2021-11-12T00:00:00Z    5.396323
3    VWIGX.O    2021-12-10T00:00:00Z    -6.582896
4    VWIGX.O    2022-01-07T00:00:00Z    -3.541576
5    VWIGX.O    2022-02-11T00:00:00Z    -9.375742
6    VWIGX.O    2022-03-11T00:00:00Z    -14.222106
7    VWIGX.O    2022-04-08T00:00:00Z    9.89313
8    VWIGX.O    2022-05-13T00:00:00Z    -14.670742
9    VWIGX.O    2022-06-10T00:00:00Z    0.293064
10    VWIGX.O    2022-07-08T00:00:00Z    -0.064935
11    VWIGX.O    2022-08-12T00:00:00Z    8.2846

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