SFAFX — Goldman Sachs Strategic Factor Allocation Fund
Data updated: 2026-07-22
SFAFX — Goldman Sachs Strategic Factor Allocation Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Total Return Allocation · $2.41B AUM · 0.82% expense ratio · 17.8% 1-yr return. From SEC regulatory filings.
SFAFX Fund Overview
SFAFX — Goldman Sachs Strategic Factor Allocation Fund is a US mutual fund managed by Goldman Sachs Trust, categorised as Total Return Allocation. 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: Total Return Allocation
- Assets under management: $2.41B
- 1-year return: 17.8%
- Ticker: SFAFX
- SEC CIK: 0000822977
- SEC series ID: S000054057
- Share class ID: C000169918
SFAFX Holdings
Top 10 holdings of Goldman Sachs Strategic Factor Allocation Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Goldman Sachs Central Government Fund | 11.97% |
| United States Treasury | 6.40% |
| United States Treasury | 6.05% |
| United States Treasury | 5.20% |
| United States Treasury | 4.79% |
| United States Treasury | 4.12% |
| United States Treasury | 3.65% |
| United States Treasury | 3.52% |
| NVIDIA Corp | 3.23% |
| United States Treasury | 3.03% |
SFAFX Portfolio Allocation
Asset-class allocation of Goldman Sachs Strategic Factor Allocation Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 52.5% |
| Cash & Equivalents | 42.6% |
| Real Estate | 1.6% |
| Derivatives | 0.1% |
SFAFX Performance
Total returns for SFAFX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 6.2% |
| 1 year | 17.8% |
| 3 years (annualised) | 12.3% |
| 5 years (annualised) | 7.6% |
SFAFX Risk Information
Risk metrics for SFAFX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.2%
SFAFX Costs and Fees
SFAFX costs about $82 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.82%
- Gross expense ratio: 0.88%
- Portfolio turnover: 0%
- Brokerage commissions: 8.26 bps of average net assets (SEC N-CEN)
SFAFX Cashflows
Over the 12 months to 2026-02, Goldman Sachs Strategic Factor Allocation Fund had net outflows of $7.28M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-02 | −$38.87M |
| 2026-01 | $20.64M |
| 2025-12 | $134.96M |
| 2025-11 | $1.25M |
| 2025-10 | −$4.52M |
| 2025-09 | −$24.28M |
SFAFX Debt Constituents
No individual debt constituents are reported in Goldman Sachs Strategic Factor Allocation Fund's latest SEC N-PORT filing.
SFAFX Prospectus and SEC Filings
Official Goldman Sachs Strategic Factor Allocation Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Total Return Allocation 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.