Yes, over time the evidence is quite strong that index funds outperform managed funds when adjusting for the risk taken.

The expected return of a managed fund is the return of the market minus costs - even if there are indeed managers out there who can consistently outperform the market, why would you think your ability to identify them is better than your ability to identify the stocks that will outperform?

And if your ability to do so really is that good you probably should either be working for fund company in hiring or open your own.