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Goldman Sachs Small Cap Value Fund Investor Class GSQTX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GSQTX | Replication |
|---|---|---|
| Annualized growth | 5.7% | 6.9% |
| Annualized volatility | 20.0% | 19.3% |
| Sharpe ratio | 0.38 | 0.44 |
| Maximum drawdown | 25.3% | 24.2% |
| Replication fit (R²) | 0.97 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model GSQTX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 67.4% |
| VBR | Small-Cap · Value | 27.6% |
| IWC | Micro Cap | 2.9% |
| XLE | Sector · Energy | 2.2% |