There's nothing wrong with a side business -- so long as you're not shortchanging your primary focus. Many exchange-traded funds make a little extra money every year lending their securities to short-sellers. Should investors be worried? Maybe -- it depends on who's profiting, you or the fund company.

This practice of securities lending has been going on for decades, and it is pervasive. Nearly $2 trillion worth of securities are on loan on any given day to short-sellers, who borrow the stock in order to sell it, and, they hope, repurchase it at a lower price to repay the loan and pocket the difference. ETFs and index funds are among the most active securities lenders because they tend to hold large positions, and for extended periods of time. Of the 1,575 ETFs tracked by ETF.com, for example, 672 have active securities lending programs.