Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-5.86%
3 year
-7.51%
5 year
-6.95%
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.)
12.10%
Sharpe
-0.15
Sortino
-0.21
Max drawdown
-32.81%
Best month
10.35%
Worst month
-9.81%
Beta vs VTSAX
0.40
Correlation
0.39
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.