Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
46.61%
3 year
-4.65%
5 year
-8.95%
10 year
7.23%
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
79 months through Jan. 31, 2026Volatility (ann.)
24.71%
Sharpe
-0.11
Sortino
-0.15
Max drawdown
-60.68%
Best month
20.93%
Worst month
-22.54%
Beta vs VTIAX
1.75
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.