Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-9.52%
3 year
2.34%
5 year
-1.11%
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.)
16.74%
Sharpe
-0.12
Sortino
-0.17
Max drawdown
-30.77%
Best month
15.73%
Worst month
-14.53%
Beta vs VTSAX
1.18
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.