See what your fund actually adds

Sit ESG Growth Fund Class S SESGX

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

Fund and replication metrics

SESGX compared with its replication portfolio
MeasureSESGXReplication
Annualized growth10.3%11.3%
Annualized volatility15.9%17.8%
Sharpe ratio0.700.69
Maximum drawdown29.6%30.6%
Replication fit (R²)0.93 · Tracking error 4.2%

Replication portfolio

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

SESGX replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth39.6%
EFGIntl · Growth23.5%
USMVFactor · Min Vol16.7%
XLKSector · Technology11.9%
VOOUS Large Cap8.2%