Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
6.06%
3 year
-21.48%
5 year
-27.67%
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.)
15.39%
Sharpe
-1.38
Sortino
-1.45
Max drawdown
-87.83%
Best month
8.98%
Worst month
-16.50%
Beta vs VTSAX
0.72
Correlation
0.57
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.