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Strategic Advisers Tax-Sensitive Short Duration Fund FGNSX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FGNSX | Replication |
|---|---|---|
| Annualized growth | 2.4% | 3.1% |
| Annualized volatility | 0.8% | 0.8% |
| Sharpe ratio | 2.93 | 4.01 |
| Maximum drawdown | 1.3% | 1.4% |
| Replication fit (R²) | 0.71 · Tracking error 0.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model FGNSX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 77.4% |
| MUB | FI · Municipal | 11.8% |
| VGSH | FI · Short Gov | 10.8% |