Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
2.98%
3 year
-2.34%
5 year
-1.33%
10 year
1.11%
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
78 months through Feb. 28, 2026Volatility (ann.)
17.18%
Sharpe
-0.24
Sortino
-0.32
Max drawdown
-42.17%
Best month
20.46%
Worst month
-30.85%
Beta vs VTIAX
0.72
Correlation
0.46
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.