See what your fund actually adds
GMO U.S. Small Cap Value Fund Class VI GCAVX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GCAVX | Replication |
|---|---|---|
| Annualized growth | 10.6% | 7.0% |
| Annualized volatility | 20.3% | 19.3% |
| Sharpe ratio | 0.60 | 0.44 |
| Maximum drawdown | 25.3% | 23.9% |
| Replication fit (R²) | 0.95 · Tracking error 4.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model GCAVX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 76.2% |
| VBR | Small-Cap · Value | 20.6% |
| XLE | Sector · Energy | 3.2% |