Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-6.14%
3 year
4.36%
5 year
-5.52%
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
78 months through Jan. 31, 2026Volatility (ann.)
16.38%
Sharpe
0.08
Sortino
0.12
Max drawdown
-45.35%
Best month
12.52%
Worst month
-14.55%
Beta vs VTSAX
1.13
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.