Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-1.43%
3 year
12.04%
5 year
2.90%
10 year
11.20%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2025 onward derived from N-PORT monthly returnsRisk statistics
78 months through Jan. 31, 2026Volatility (ann.)
20.11%
Sharpe
-1.49
Sortino
-1.46
Max drawdown
-97.18%
Best month
8.02%
Worst month
-22.15%
Beta vs VTSAX
1.28
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.