Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
12.16%
3 year
-18.10%
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
2023 onward derived from N-PORT monthly returnsRisk statistics
42 months through Jan. 31, 2026Volatility (ann.)
11.92%
Sharpe
-1.47
Sortino
-1.48
Max drawdown
-64.30%
Best month
4.77%
Worst month
-14.66%
Beta vs VTSAX
0.57
Correlation
0.59
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.