Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
21.16%
3 year
-34.16%
5 year
-44.56%
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
81 months through March 31, 2026Volatility (ann.)
17.58%
Sharpe
-1.89
Sortino
-1.69
Max drawdown
-98.23%
Best month
4.91%
Worst month
-21.50%
Beta vs VTIAX
1.16
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.