Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
19.08%
3 year
-4.60%
5 year
-11.26%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
78 months through Jan. 31, 2026Volatility (ann.)
14.94%
Sharpe
-0.32
Sortino
-0.42
Max drawdown
-57.06%
Best month
9.34%
Worst month
-15.88%
Beta vs VTIAX
1.11
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.