Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-4.34%
3 year
-4.97%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2022 onward derived from N-PORT monthly returnsRisk statistics
57 months through Feb. 28, 2026Volatility (ann.)
8.91%
Sharpe
-0.52
Sortino
-0.64
Max drawdown
-27.09%
Best month
4.01%
Worst month
-6.42%
Beta vs VTSAX
0.59
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.