Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
15.81%
3 year
-15.96%
5 year
-26.90%
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.)
15.17%
Sharpe
-1.06
Sortino
-1.22
Max drawdown
-87.36%
Best month
7.91%
Worst month
-15.56%
Beta vs VTIAX
1.13
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.