Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-8.96%
3 year
2.69%
5 year
-1.44%
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.)
17.04%
Sharpe
-0.11
Sortino
-0.16
Max drawdown
-33.01%
Best month
15.08%
Worst month
-15.25%
Beta vs VTSAX
1.19
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.