See what your fund actually adds
New Covenant Balanced Growth Fund NCBGX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NCBGX | Replication |
|---|---|---|
| Annualized growth | 6.9% | 7.7% |
| Annualized volatility | 10.6% | 11.3% |
| Sharpe ratio | 0.69 | 0.72 |
| Maximum drawdown | 20.1% | 22.3% |
| Replication fit (R²) | 0.98 · Tracking error 1.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model NCBGX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 31.3% |
| VOO | US Large Cap | 26.9% |
| VUG | Style · Growth | 15.9% |
| VTI | US Broad Market | 14.7% |
| VCIT | FI · IG Credit | 11.1% |