See what your fund actually adds

Strategic Advisers Emerging Markets Fund FSAMX

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

Fund and replication metrics

FSAMX compared with its replication portfolio
MeasureFSAMXReplication
Annualized growth8.8%7.3%
Annualized volatility17.3%15.0%
Sharpe ratio0.570.54
Maximum drawdown34.2%28.7%
Replication fit (R²)0.93 · Tracking error 4.5%

Replication portfolio

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

FSAMX replication basket weights
TickerBuilding blockWeight
VWOEmerging Markets87.3%
VEAIntl · Developed5.9%
XLKSector · Technology4.4%
MTUMFactor · Momentum2.4%