Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
5.92%
3 year
-15.22%
5 year
-23.50%
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.)
18.86%
Sharpe
-0.80
Sortino
-0.94
Max drawdown
-85.42%
Best month
11.77%
Worst month
-21.73%
Beta vs VTSAX
1.18
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.