Correct. I think that is called induced drag. You get a small amount more lift at non-zero AoA with the square end.
Typical AoA for a rocket is quite small, so winglets, or similar, are usually not worth the mass.
Do you sand the leading edges of fiberglass fins?
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amiliv
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Per above, looking up Black Brant II in Peter Alway's Rockets of the World, leading/trailing edges on the real thing are beveled and sharp, however the tip edge is square (fin is 2" thick at root, and 1" thick at the tip). So there you go 
Funkworks
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Interesting. Does anyone have access to some actual simulation results that show this? I wonder just how much of a difference it makes.
The wings of an airplane provide lift. The pressure differential on airplane wings cause wingtip vortices, which cause drag. Winglets are used to prevented or reduce the vortices and resulting drag.
Since rocket fins don't cause lift, and pressure on both sides is the same, it doesn't seem obvious that square tips always reduce drag. I've never noticed this on real rockets or missiles (but I haven't yet looked either). Do we have pictures showing this?
Square tips don't reduce drag with AoA at zero. It does have a minor improvement in drag and lift at non-zero AoA, but since rockets operate typically very close to zero the effect is small.
amiliv
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I remember reading it in one of the Apogee newsletters. However, can't seem to be able to find it at the moment.
They don't produce lift at zero AoA, however the flow of air around the rocket is not always at zero AoA. Fins move CP backwards, because they are large lift-generating surface. The effect is much smaller than airplanes, because rocket will tend to stabilize itself to be as close to zero AoA as possible, in large part because lift generated by the fins will be pushing the rocket in the "right" direction.
