Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
15.57%
3 year
-9.64%
5 year
-20.11%
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.)
19.48%
Sharpe
-0.43
Sortino
-0.57
Max drawdown
-84.03%
Best month
11.10%
Worst month
-24.07%
Beta vs VTSAX
1.29
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.