See what your fund actually adds

MFG Global Sustainable Fund Institutional Class Shares FMSGX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FMSGX compared with its replication portfolio
MeasureFMSGXReplication
Annualized growth9.8%5.4%
Annualized volatility14.6%13.3%
Sharpe ratio0.710.46
Maximum drawdown27.5%30.1%
Replication fit (R²)0.87 · Tracking error 5.3%

Replication portfolio

The published portfolio below is the investable basket used to model FMSGX’s historical return behavior.

FMSGX replication basket weights
TickerBuilding blockWeight
VOXSector · Communication33.6%
EFGIntl · Growth28.7%
EMLCFI · EM Local Currency20.3%
XLPSector · Cons Staples17.4%