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Saturna Growth Fund Z SGZFX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SGZFX | Replication |
|---|---|---|
| Annualized growth | 11.1% | 13.3% |
| Annualized volatility | 18.4% | 19.0% |
| Sharpe ratio | 0.66 | 0.75 |
| Maximum drawdown | 29.8% | 30.8% |
| Replication fit (R²) | 0.96 · Tracking error 3.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model SGZFX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 66.8% |
| VOO | US Large Cap | 17.1% |
| XLP | Sector · Cons Staples | 8.0% |
| XLK | Sector · Technology | 5.4% |
| VWO | Emerging Markets | 2.7% |