RETSX

Tax-Managed U.S. Large Cap Fund Class S

$106.60−0.52 (−0.49%)Close Nov 12, 2026

Oct 7, 1996 – Nov 12, 2026, Dividends reinvested

Final balance: $135,091
CAGR: +9.03%
Max drawdown: −57.35%
Sharpe ratio: 0.54

Growth of $10,000

Trailing returns (%)

RETSX's average annual return was 13.06% over the last 10 years and 9.61% over the last 20 years, through Nov 12, 2026. $10,000 in RETSX on Nov 11, 2016 grew to $34,115 by Nov 12, 2026, with dividends reinvested.

	Total	Per year
RETSX	−2.55	−1.68	+4.25	+10.75	+10.92	+18.16	+9.16	+13.06	+12.87	+9.61	+8.61	+8.93	+9.03

Total

1M: −2.55%
3M: −1.68%
6M: +4.25%
YTD: +10.75%
1Y: +10.92%

Per year

3Y: +18.16%
5Y: +9.16%
10Y: +13.06%
15Y: +12.87%
20Y: +9.61%
25Y: +8.61%
30Y: +8.93%
Since 1996: +9.03%

Annual returns

1996 from Oct 7 · 2026 through Nov 12

RETSX returns by year

Year	Return
2026 through Nov 12	+10.75%
2025	+14.45%
2024	+20.43%
2023	+24.74%
2022	−18.96%
2021	+24.82%
2020	+17.70%
2019	+28.94%
2018	−6.97%
2017	+21.01%
2016	+9.07%
2015	+1.45%
2014	+11.80%
2013	+31.35%
2012	+17.06%
2011	−0.92%
2010	+17.31%
2009	+33.49%
2008	−41.64%
2007	+7.55%
2006	+11.09%
2005	+4.48%
2004	+12.60%
2003	+28.46%
2002	−25.25%
2001	−10.58%
2000	−8.52%
1999	+16.64%
1998	+32.02%
1997	+31.73%
1996 from Oct 7	+6.41%

Metrics

Since 1996

Volatility	19.39%
Sortino ratio	0.77
Calmar ratio	0.16
Best year, 2009	+33.49%
Worst year, 2008	−41.64%
Positive years	22 of 29
Longest drawdown	6.4 years

Worst drawdowns

Since 1996

Decline	Peak	Bottom	Recovered	Length
−57.4%	Oct 2007	Mar 2009	Sep 2012	4.9 years
−47.8%	Sep 2000	Oct 2002	Jan 2007	6.4 years
−33.5%	Feb 2020	Mar 2020	Aug 2020	6 months
−25.6%	Dec 2021	Sep 2022	Dec 2023	2 years
−20.2%	Jul 1998	Aug 1998	Nov 1998	4 months