See what your fund actually adds
T. Rowe Price Global Allocation Fund Advisor Class PAFGX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PAFGX | Replication |
|---|---|---|
| Annualized growth | 5.6% | 4.8% |
| Annualized volatility | 9.6% | 6.2% |
| Sharpe ratio | 0.62 | 0.78 |
| Maximum drawdown | 21.9% | 15.3% |
| Replication fit (R²) | 0.73 · Tracking error 5.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model PAFGX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 23.7% |
| SPHY | FI · High Yield | 21.4% |
| EMLC | FI · EM Local Currency | 21.0% |
| EFV | Intl · Value | 17.6% |
| WTMF | Alternatives · Mgt Futures | 16.2% |