Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.96%
3 year
10.82%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2025 onward derived from N-PORT monthly returnsRisk statistics
47 months through Jan. 31, 2026Volatility (ann.)
15.97%
Sharpe
-1.88
Sortino
-1.73
Max drawdown
-87.28%
Best month
6.82%
Worst month
-14.92%
Beta vs VTIAX
1.11
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.