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JPMorgan Small Cap Growth Fund Class A PGSGX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PGSGX | Replication |
|---|---|---|
| Annualized growth | -0.3% | 4.5% |
| Annualized volatility | 23.8% | 21.8% |
| Sharpe ratio | 0.11 | 0.31 |
| Maximum drawdown | 45.2% | 36.5% |
| Replication fit (R²) | 0.95 · Tracking error 5.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model PGSGX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 90.2% |
| IWC | Micro Cap | 9.8% |