Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
9.64%
3 year
-8.50%
5 year
-21.90%
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.)
13.26%
Sharpe
-0.64
Sortino
-0.80
Max drawdown
-83.21%
Best month
8.19%
Worst month
-16.02%
Beta vs VTSAX
0.91
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.