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Funds (13F)

Capital Research Global Investors

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+14.8%
S&P 500 +14.1%
Last 12 months
+9.4%
S&P 500 +12.1%
Sharpe ratio
0.80
S&P 500 0.78
Biggest drop
−31.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $62.2k$57.0k
StrategyS&P 500 $10,000 in Capital Research Global Investors from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Capital Research Global Investors's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Capital Research Global Investors's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+14.8%+14.1%
Total return+522%+470%
Last 12 months+9.4%+12.1%
Last 3 months−0.8%—
Last month−1.3%—
This year so far+7.9%—
Volatility a year16.5%16.0%
Sharpe ratio0.800.78
Biggest drop−31.3%−31.8%
Beta to the S&P 5001.011.00
Alpha a year (t-statistic)+0.6% (0.65)—
Share of weeks up59%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
AVGO6.2%——
NVDA5.9%——
MSFT5.1%——
AMZN4.2%——
LLY3.6%——
GOOGL3.2%——
META3.2%——
AAPL2.5%——
AMAT2.3%——
PM2.2%——
GE1.7%——
SBUX1.6%——
RCL1.6%——
INTC1.5%——
RTX1.4%——
VRTX1.4%——
UBER1.4%——
JPM1.3%——
LIN1.3%——
CSCO1.1%——
CARR1.1%——
ABBV1.1%——
WFC0.9%——
GLW0.9%——
MA0.9%——
HD0.9%——
ORCL0.8%——
PGR0.8%——
MELI0.8%——
APH0.8%——
D0.7%——
TSM0.7%——
NFLX0.7%——
UNP0.7%——
CNQ0.7%——
MU0.6%——
UNH0.6%——
BLK0.6%——
MO0.6%——
STX0.6%——
CVNA0.6%——
TDG0.6%——
MDLZ0.6%——
MS0.6%——
TSLA0.5%——
ABT0.5%——
CNP0.5%——
APD0.5%——
IP0.4%——
KLAC0.4%——
ALNY0.4%——
TRP0.4%——
CMCSA0.4%——
APO0.4%——
EOG0.4%——
VIK0.4%——
FCX0.4%——
CVS0.4%——
GILD0.4%——
MCD0.3%——
XEL0.3%——
CAT0.3%——
WM0.3%——
AMGN0.3%——
ANET0.3%——
URI0.3%——
PLD0.3%——
AFRM0.3%——
TMO0.3%——
JNJ0.3%——
IR0.3%——
DHR0.3%——
DASH0.3%——
ENTG0.3%——
SW0.3%——
BA0.3%——
NU0.3%——
DTE0.3%——
PNC0.3%——
BTI0.3%——
ADP0.3%——
CRM0.3%——
MRSH0.3%——
KO0.3%——
WDC0.3%——
SPCX0.3%——
PNW0.3%——
NEE0.3%——
XPO0.3%——
TXN0.2%——
BKNG0.2%——
MDLN0.2%——
WELL0.2%——
BX0.2%——
FICO0.2%——
CVE0.2%——
CEG0.2%——
V0.2%——
KKR0.2%——
ITW0.2%——
GD0.2%——
SWK0.2%——
BKR0.2%——
CB0.2%——
NVR0.2%——
MDT0.1%——
OVV0.1%——
UDR0.1%——
SNPS0.1%——
PG0.1%——
ATI0.1%——
SHW0.1%——
APP0.1%——
CSX0.1%——
TSCO0.1%——
T0.1%——
DHI0.1%——
MRVL0.1%——
EXR0.1%——
PEG0.1%——
SHOP0.1%——
ARM0.1%——
ALGM0.1%——
STLD0.1%——
CRWD0.1%——
TJX0.1%——
ECL0.1%——
WSO0.1%——
AZN0.1%——
FTAI0.1%——
LSCC0.1%——
HON0.1%——
LRCX0.1%——
HONA0.1%——
FIS0.1%——
TT0.1%——
ACN0.1%——
PEP0.1%——
HWM0.1%——
LMT0.1%——
AMD0.1%——
ISRG0.1%——
EXE0.1%——
BSX0.1%——
ETR0.1%——
AJG0.1%——
MNST0.1%——
DUK0.1%——
AUR0.1%——
EGO0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+14.8%+14.1%0.800.78−31.3%1.01+0.6% (0.65)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.0%+13.9%0.600.66−31.3%1.01−0.8% (−0.68)
Last three years3 Nov 2023 to 2 Nov 2026+20.0%+21.8%1.031.16−17.3%1.00−1.4% (−0.78)
Last year7 Nov 2025 to 2 Nov 2026+11.2%+14.2%0.610.84−9.3%0.97−2.3% (−0.64)
DateCompanyAction
14 Aug 2026WBIBought
14 Aug 2026WATBought
14 Aug 2026SPCXBought
14 Aug 2026RKTBought
14 Aug 2026QNTBought
14 Aug 2026PHMBought
14 Aug 2026MXLBought
14 Aug 2026MSIBought
14 Aug 2026MSABought
14 Aug 2026MHKBought
14 Aug 2026LHXBought
14 Aug 2026KARDBought
14 Aug 2026JHXBought
14 Aug 2026JBTMBought
14 Aug 2026INIOBought
14 Aug 2026HYMCBought
14 Aug 2026HONABought
14 Aug 2026HONBought
14 Aug 2026HAWKBought
14 Aug 2026GAPBought
14 Aug 2026FRVOBought
14 Aug 2026FDXFBought
14 Aug 2026ENSBought
14 Aug 2026DPCBought
14 Aug 2026CHEFBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026WWDSold
14 Aug 2026WOLFSold
14 Aug 2026WGSSold
14 Aug 2026VIASold
14 Aug 2026UUUUSold
14 Aug 2026TELSold
14 Aug 2026SUSold
14 Aug 2026STTSold
14 Aug 2026SRESold
14 Aug 2026SPOTSold
14 Aug 2026SOLSSold
14 Aug 2026SOBOSold
14 Aug 2026SOSold
14 Aug 2026SKYSold
14 Aug 2026SCHWSold
14 Aug 2026RHSold
14 Aug 2026REGNSold
14 Aug 2026QGENSold
14 Aug 2026PYPLSold
14 Aug 2026PNFPSold
14 Aug 2026PJTSold
14 Aug 2026PBHSold
14 Aug 2026PAYXSold
14 Aug 2026NTSKSold
14 Aug 2026NTRSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest