They may not have direct fees attached to them but there are management fees. These come from the companies/analysts that run the funds and usually amount to a few percentage points a year.
BUT---you don't see those fees. They come off the 'price' of the unit. So, if the fund goes up 5% in a year a 'fee' of around 2% (on avg) has already been deducted. You don't see it because the daily close price is adjusted to reflect the fees coming off.
But there are fees.