See what your fund actually adds

New Covenant Balanced Income Fund NCBIX

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

Fund and replication metrics

NCBIX compared with its replication portfolio
MeasureNCBIXReplication
Annualized growth4.0%3.0%
Annualized volatility7.2%5.2%
Sharpe ratio0.580.59
Maximum drawdown17.4%13.8%
Replication fit (R²)0.84 · Tracking error 2.9%

Replication portfolio

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

NCBIX replication basket weights
TickerBuilding blockWeight
VCSHFI · Short Corp31.9%
VGITFI · Intermediate Gov25.7%
MBBFI · MBS25.1%
VOOUS Large Cap17.3%