See what your fund actually adds
Goldman Sachs Small Cap Growth Insights Fund Investor Class GSTOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GSTOX | Replication |
|---|---|---|
| Annualized growth | 7.9% | 5.5% |
| Annualized volatility | 22.7% | 21.2% |
| Sharpe ratio | 0.45 | 0.36 |
| Maximum drawdown | 37.3% | 35.1% |
| Replication fit (R²) | 0.97 · Tracking error 4.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model GSTOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 55.8% |
| IWC | Micro Cap | 30.1% |
| IJR | US Small Cap | 8.8% |
| MTUM | Factor · Momentum | 5.2% |