Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
13.42%
3 year
-1.13%
5 year
-22.46%
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 Feb. 28, 2026Volatility (ann.)
17.70%
Sharpe
-0.17
Sortino
-0.23
Max drawdown
-79.69%
Best month
14.78%
Worst month
-18.83%
Beta vs VTSAX
1.24
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.