Article: Investment returns on an Islamic-principled mutual fund in the United States: further evidence for the cost-of-discipleship hypothesis.

In a previous article in this journal, I tested a hypothesis derived from Iannaccone's (1988) formal model of church and sect, that deviation in ethical standards away from the norms of the surrounding culture should be costly. To do this, I examined a set of ten mutual funds that applied various "ethical" screens to the possible investments they could make. After adjusting for risk, only one of the ten funds had a five-year return above the average for its type (and that by only a very small margin), while nine underperformed their category averages by a mean margin of over one percentage point per year.

The purpose of this note is to provide further evidence for ...

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