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MFS Government Securities Fund Class A MFGSX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MFGSX | Replication |
|---|---|---|
| Annualized growth | -1.1% | -0.6% |
| Annualized volatility | 5.8% | 5.8% |
| Sharpe ratio | -0.17 | -0.07 |
| Maximum drawdown | 16.6% | 16.0% |
| Replication fit (R²) | 0.99 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model MFGSX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 33.6% |
| VGIT | FI · Intermediate Gov | 32.2% |
| VGSH | FI · Short Gov | 14.3% |
| AGG | FI · Aggregate | 10.8% |
| SPTL | FI · Long Gov | 9.1% |