See what your fund actually adds

Philotimo Focused Growth and Income Fund PHLOX

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

Fund and replication metrics

PHLOX compared with its replication portfolio
MeasurePHLOXReplication
Annualized growth6.4%7.7%
Annualized volatility18.1%18.1%
Sharpe ratio0.430.50
Maximum drawdown25.4%27.0%
Replication fit (R²)0.55 · Tracking error 12.2%

Replication portfolio

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

PHLOX replication basket weights
TickerBuilding blockWeight
IWCMicro Cap38.3%
DBEFIntl · Dev Hedged23.0%
IJRUS Small Cap20.2%
XLYSector · Cons Discr18.5%