At which point the question becomes: does it react like the Girl, and just stare you down going 'I don't care because this is important on a whole other level'?

Pretty much the whole concept and the intended message of the artwork is 'falling back on power alone is not good enough', or indeed 'justice matters'. In that context, it doesn't matter if the fund underperforms its peers or a simple index fund, it matters whether people can be persuaded to support it on other grounds.