Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
7.79%
3 year
-7.07%
5 year
-21.67%
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.)
16.57%
Sharpe
-0.53
Sortino
-0.66
Max drawdown
-80.17%
Best month
12.49%
Worst month
-13.64%
Beta vs VTSAX
1.24
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.