Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
28.53%
3 year
47.83%
5 year
27.01%
10 year
28.31%
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.)
30.10%
Sharpe
-0.27
Sortino
-0.39
Max drawdown
-93.07%
Best month
17.25%
Worst month
-23.38%
Beta vs VTSAX
1.49
Correlation
0.60
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.