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BlackBird avatar image
15 ●6 ●8 ●11

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

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Image2: Yahoo data for ticker VWIGX

yahoo.png



eikon-data-apipython apifunds
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eikon.png (31.3 KiB)
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zoya faberov avatar image   zoya faberov

Hello @BlackBird ,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

2 Answers

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bob.lee avatar image
1.6k ●3 ●2 ●3

@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
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Gurpreet avatar image
22.1k ●59 ●14 ●21

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.

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