In some asset classes the number of actively-managed funds that have existed for a full 15 years is quite small. In taxable accounts the indexed portfolios will do much better on an after-tax basis due to their generally lower turnover. Again it's hard to assess how much of an effect this has. And of course in RRSPs this is not an issue. The comparison makes no provision for rebalancing.
Returns are only one dimension of portfolio behaviour.
The above numbers provide strong evidence that this is true. Small differences add up over time. An indexed version of the same portfolio wins by an even wider margin.