Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.18%
3 year
-2.27%
5 year
-6.85%
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.)
14.35%
Sharpe
-0.19
Sortino
-0.27
Max drawdown
-43.81%
Best month
11.89%
Worst month
-14.38%
Beta vs VTSAX
0.74
Correlation
0.63
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.