Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
0.36%
3 year
-17.78%
5 year
-21.98%
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.)
18.46%
Sharpe
-0.76
Sortino
-0.90
Max drawdown
-83.70%
Best month
11.63%
Worst month
-27.34%
Beta vs VTSAX
1.05
Correlation
0.69
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.