Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-1.37%
3 year
-3.05%
5 year
-4.44%
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
75 months through March 31, 2026Volatility (ann.)
11.33%
Sharpe
-0.38
Sortino
-0.49
Max drawdown
-32.03%
Best month
10.91%
Worst month
-9.29%
Beta vs VTSAX
0.76
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.