See what your fund actually adds
New Covenant Income Fund NCICX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NCICX | Replication |
|---|---|---|
| Annualized growth | -0.1% | 0.5% |
| Annualized volatility | 4.7% | 4.5% |
| Sharpe ratio | 0.01 | 0.14 |
| Maximum drawdown | 14.5% | 12.6% |
| Replication fit (R²) | 0.99 · Tracking error 0.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model NCICX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 26.5% |
| VGIT | FI · Intermediate Gov | 25.4% |
| VCSH | FI · Short Corp | 18.7% |
| VGSH | FI · Short Gov | 16.1% |
| AGG | FI · Aggregate | 13.4% |