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MFS Conservative Allocation Fund Class A MACFX

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

Fund and replication metrics

MACFX compared with its replication portfolio
MeasureMACFXReplication
Annualized growth2.9%2.4%
Annualized volatility7.5%5.7%
Sharpe ratio0.420.45
Maximum drawdown18.4%16.2%
Replication fit (R²)0.81 · Tracking error 3.3%

Replication portfolio

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

MACFX replication basket weights
TickerBuilding blockWeight
VGITFI · Intermediate Gov25.8%
SCHPFI · TIPS25.7%
SPHYFI · High Yield22.0%
AGGFI · Aggregate14.5%
VUGStyle · Growth12.0%