See what your fund actually adds
Goldman Sachs Mid Cap Value Fund Investor Class GCMTX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GCMTX | Replication |
|---|---|---|
| Annualized growth | 8.1% | 8.3% |
| Annualized volatility | 17.1% | 16.7% |
| Sharpe ratio | 0.54 | 0.56 |
| Maximum drawdown | 19.4% | 21.8% |
| Replication fit (R²) | 0.97 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model GCMTX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJH | US Mid Cap | 43.0% |
| VOE | Mid-Cap · Value | 41.8% |
| VOT | Mid-Cap · Growth | 10.0% |
| XLI | Sector · Industrials | 5.3% |