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BrandywineGLOBAL - Global Opportunities Bond Fund Class A GOBAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GOBAX | Replication |
|---|---|---|
| Annualized growth | -1.5% | -0.7% |
| Annualized volatility | 9.7% | 8.4% |
| Sharpe ratio | -0.11 | -0.04 |
| Maximum drawdown | 25.7% | 25.2% |
| Replication fit (R²) | 0.87 · Tracking error 3.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model GOBAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EMLC | FI · EM Local Currency | 50.6% |
| SPTL | FI · Long Gov | 29.9% |
| VNQI | Alternatives · Intl Real Estate | 11.4% |
| MBB | FI · MBS | 5.3% |
| IAU | Alternatives · Gold | 2.7% |