| All funds | Institutional funds | Retail funds | |||||||
| Country | Number of observations | Mean | Standard deviation | Number of observations | Mean | Standard deviation | Number of observations | Mean | Standard deviation |
| Argentina | 1,747 | −0.65 | 18.26 | 176 | −0.56 | 14.78 | 1,571 | −0.77 | 22.30 |
| Australia | 40,126 | −0.88 | 13.82 | 2,513 | −2.98 | 15.38 | 37,613 | −0.74 | 13.70 |
| Brazil | 24,293 | −1.99 | 16.00 | 1,527 | −1.96 | 17.02 | 22,766 | −1.99 | 15.93 |
| Canada | 50,104 | 0.49 | 15.96 | 988 | −0.26 | 12.90 | 49,116 | 0.50 | 16.01 |
| France | 61,664 | −0.37 | 16.73 | 1,481 | 1.42 | 21.08 | 60,183 | −0.41 | 16.61 |
| Germany | 18,788 | −1.85 | 13.41 | 457 | −3.48 | 18.06 | 18,331 | −1.81 | 13.27 |
| Hong Kong | 3,817 | 0.57 | 16.51 | 755 | 1.70 | 12.16 | 3,062 | 0.29 | 17.40 |
| Ireland | 25,279 | −0.98 | 19.04 | 3,277 | −0.66 | 19.30 | 22,002 | −1.03 | 19.00 |
| Japan | 54,700 | −1.85 | 15.10 | 8,534 | 4.09 | 17.08 | 46,166 | −2.95 | 14.43 |
| Norway | 8,832 | 0.76 | 18.15 | 634 | 3.28 | 24.74 | 8,198 | 0.56 | 17.53 |
| Switzerland | 12,940 | −1.14 | 12.94 | 4,062 | −0.17 | 13.93 | 8,878 | −1.59 | 12.43 |
| UK | 50,379 | −0.16 | 15.05 | 3,856 | −1.36 | 16.59 | 46,523 | −0.07 | 14.91 |
| US | 191,198 | 0.74 | 16.29 | 53,107 | 0.96 | 16.38 | 138,091 | 0.65 | 16.25 |
| All countries | 543,867 | −0.21 | 15.94 | 81,191 | 0.87 | 16.64 | 462,676 | −0.41 | 15.81 |