See what your fund actually adds
30% Allocation Fund FMWIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FMWIX | Replication |
|---|---|---|
| Annualized growth | 4.4% | 4.8% |
| Annualized volatility | 6.6% | 5.9% |
| Sharpe ratio | 0.69 | 0.82 |
| Maximum drawdown | 13.3% | 10.9% |
| Replication fit (R²) | 0.69 · Tracking error 3.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model FMWIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 100.0% |