See what your fund actually adds

Goldman Sachs High Yield Floating Rate Fund Investor Class GFRIX

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

Fund and replication metrics

GFRIX compared with its replication portfolio
MeasureGFRIXReplication
Annualized growth4.8%5.3%
Annualized volatility2.9%3.0%
Sharpe ratio1.661.76
Maximum drawdown6.3%6.1%
Replication fit (R²)0.85 · Tracking error 1.1%

Replication portfolio

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

GFRIX replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans94.8%
WTMFAlternatives · Mgt Futures2.6%
MUBFI · Municipal2.6%