See what your fund actually adds
Sarofim Equity Fund SRFMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SRFMX | Replication |
|---|---|---|
| Annualized growth | 7.4% | 10.8% |
| Annualized volatility | 16.0% | 17.0% |
| Sharpe ratio | 0.53 | 0.69 |
| Maximum drawdown | 27.1% | 29.2% |
| Replication fit (R²) | 0.93 · Tracking error 4.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model SRFMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 51.7% |
| USMV | Factor · Min Vol | 22.9% |
| EFG | Intl · Growth | 12.7% |
| XLF | Sector · Financials | 7.4% |
| VOO | US Large Cap | 5.2% |