See what your fund actually adds
Goldman Sachs Growth Allocation Fund Investor Class GGSTX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GGSTX | Replication |
|---|---|---|
| Annualized growth | 8.7% | 11.4% |
| Annualized volatility | 12.9% | 13.1% |
| Sharpe ratio | 0.72 | 0.89 |
| Maximum drawdown | 23.2% | 21.4% |
| Replication fit (R²) | 0.98 · Tracking error 1.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model GGSTX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 38.7% |
| LRGF | Factor · Multi-Factor | 19.8% |
| SPHY | FI · High Yield | 15.9% |
| EFV | Intl · Value | 13.1% |
| VWO | Emerging Markets | 12.5% |