GGMBX — Goldman Sachs Global Managed Beta Fund
Data updated: 2026-07-22
GGMBX — Goldman Sachs Global Managed Beta Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. United States Blend / Core Equity · $4.87B AUM · 0.37% expense ratio · 31.3% 1-yr return. From SEC regulatory filings.
GGMBX Fund Overview
GGMBX — Goldman Sachs Global Managed Beta Fund is a US mutual fund managed by Goldman Sachs Trust, categorised as United States Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Goldman Sachs Trust
- Category: United States Blend / Core Equity
- Assets under management: $4.87B
- 1-year return: 31.3%
- Ticker: GGMBX
- SEC CIK: 0000822977
- SEC series ID: S000048066
- Share class ID: C000151917
GGMBX Holdings
Top 10 holdings of Goldman Sachs Global Managed Beta Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Goldman Sachs MarketBeta US Equity ETF | 24.59% |
| iShares Core MSCI Emerging Markets ETF | 11.93% |
| Goldman Sachs MarketBeta International Equity ETF | 11.83% |
| Goldman Sachs Central Government Fund | 8.06% |
| Goldman Sachs MarketBeta Russell 1000 Value Equity ETF | 7.86% |
| iShares Core MSCI EAFE ETF | 5.66% |
| Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF | 5.01% |
| State Street SPDR Portfolio S&P 500 Growth ETF | 4.84% |
| iShares MSCI EAFE Small-Cap ETF | 4.35% |
| Goldman Sachs ActiveBeta Emerging Markets Equity ETF | 1.32% |
GGMBX Portfolio Allocation
Asset-class allocation of Goldman Sachs Global Managed Beta Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 97.5% |
| Derivatives | 2.3% |
| Cash & Equivalents | 0.7% |
| Real Estate | 0.6% |
| Fixed Income | 0.1% |
GGMBX Performance
Total returns for GGMBX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 12.1% |
| 1 year | 31.3% |
| 3 years (annualised) | 20.8% |
| 5 years (annualised) | 10.5% |
GGMBX Risk Information
Risk metrics for GGMBX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 13.2%
GGMBX Costs and Fees
GGMBX costs about $37 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.37%
- Gross expense ratio: 0.50%
- Portfolio turnover: 31%
- Brokerage commissions: 0.64 bps of average net assets (SEC N-CEN)
GGMBX Cashflows
Over the 12 months to 2026-02, Goldman Sachs Global Managed Beta Fund had net outflows of $200.51M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-02 | −$48.08M |
| 2026-01 | $70.41M |
| 2025-12 | −$17.94M |
| 2025-11 | −$39.28M |
| 2025-10 | $225.21M |
| 2025-09 | −$21.71M |
GGMBX Debt Constituents
Largest debt holdings of Goldman Sachs Global Managed Beta Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Fed Home Ln Discount Nt | 0.05% |
| Fed Home Ln Discount Nt | 0.04% |
| Fed Home Ln Discount Nt | 0.02% |
GGMBX Prospectus and SEC Filings
Official Goldman Sachs Global Managed Beta Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other United States Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.