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§01 · INSIGHTS · MUTUAL-FUNDS · 8 MIN · DEEP DIVE

Value Fund — SEBI Equity Mutual Fund Category with Value-Investment Style

A Value Fund is a SEBI-defined equity mutual fund that follows a value-investing strategy — building a portfolio with stocks trading below P/E or P/B medians relative to the broader market — with a minimum 65% equity allocation.

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Contents
  1. Definition
  2. How it is structured
  3. What investors should look at
  4. Worked example
  5. See also
  6. Primary source

Definition

A Value Fund is a SEBI-specified equity mutual fund sub-category (under SEBI Categorisation Circular SEBI/HO/IMD/DF3/CIR/P/2017/114, 6 October 2017) that mandates a value-investment strategy with at least 65% of total assets in equity and equity-related instruments. SEBI defines the value strategy broadly as investing in stocks with valuations below market medians — typically using price-to-earnings (P/E) or price-to-book (P/B) ratios relative to the underlying index or broad market. The key regulatory distinction is that an AMC may offer either a Value Fund or a Contra Fund, but not both simultaneously — reflecting SEBI's view that both styles overlap in philosophy. Value investing, as conceptualised by Benjamin Graham and applied in the Indian context, focuses on identifying mispriced securities with a margin of safety, strong fundamentals, and valuation below intrinsic worth.

How it is structured

The 65% minimum equity floor applies continuously, with the remainder in debt/money market for liquidity. SEBI requires the fund to follow a value-investment strategy, which AMCs operationalise through quantitative screens: stocks with P/E below NSE 500 median, P/B below sector median, or a composite score combining EV/EBITDA, dividend yield, and earnings quality metrics, as disclosed in the SID. Some AMCs supplement with qualitative moat analysis. Benchmark: NSE 500 TRI or BSE 500 TRI (Tier-1). Portfolio construction tends toward higher allocation to mature, cash-generating businesses that may be cyclical or facing temporary headwinds — often overlapping with sectors like PSU banks, commodity producers, and traditional consumer staples during growth-led bull phases. AMCs disclose specific value criteria in their SID.

What investors should look at

Factual considerations when evaluating value funds:

  • Valuation metrics in factsheet: Portfolio-weighted P/E and P/B relative to Nifty 500 or BSE 500 are disclosed in monthly factsheets; these confirm whether the fund is maintaining a valuation discipline.
  • Sector concentration risk: Value screens can cluster holdings in cyclical sectors (PSU banks, metals, utilities) — review sector limits and top-10 holdings for concentration.
  • Style drift: Some funds drift toward blend or quality-value over time; monitor rolling portfolio valuations quarterly.
  • Performance cyclicality: Value strategies typically underperform during prolonged growth/momentum cycles and outperform during mean-reversion or market corrections. Evaluate on full-cycle rolling 5- and 10-year CAGR.
  • AMC exclusivity check: Confirm AMC does not simultaneously operate a Contra Fund in the same house.

Worked example

ICICI Prudential Value Discovery Fund is a prominent representative of the Value Fund category. Its SID defines value stocks as those with P/E and P/B below the NSE 500 median at time of purchase. In periods such as 2014-2018, when quality/growth stocks outperformed, the fund underperformed Nifty 50 TRI. In 2022-23, when PSU banks, energy, and infrastructure re-rated, the fund's value-tilted portfolio generated above-benchmark returns. The fund's monthly factsheet historically shows portfolio P/E ~15-20% below the NSE 500 median, demonstrating adherence to the value mandate. Investors reviewing the fund would compare this metric against peer value funds to assess relative valuation discipline.

See also

Primary source

SEBI Circular SEBI/HO/IMD/DF3/CIR/P/2017/114 (6 Oct 2017) — Categorisation and Rationalisation of Mutual Fund Schemes. MintByte content is for informational purposes only and does not constitute investment advice. MintByte is registered with AMFI as ARN-314872 and with APMI as APRN-01658.

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