Comment by grogers

They all smear the purchases and sales from index changes, but I don't think they publish on what timescale. Most funds try to minimize tracking error. There are funds that take this to a different level. When a stock is added to the big indexes, it tends to do poorly over the next year, and on the flip side when a stock is removed it tends to perform well. Dimensional funds have automatic rules to take advantage of this type of thing. There are other companies that have funds of this style, but overall they are much less widely used than the big index funds from vanguard, blackrock, state street, etc.