Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-11.28%
3 year
5.03%
5 year
-7.13%
10 year
6.16%
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
81 months through March 31, 2026Volatility (ann.)
19.64%
Sharpe
-0.26
Sortino
-0.38
Max drawdown
-45.41%
Best month
16.36%
Worst month
-14.40%
Beta vs VTSAX
1.24
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.