Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
0.26%
3 year
-18.42%
5 year
-22.79%
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.)
19.22%
Sharpe
-0.98
Sortino
-1.12
Max drawdown
-85.35%
Best month
15.64%
Worst month
-25.60%
Beta vs VTSAX
1.11
Correlation
0.70
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.