Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
3.60%
3 year
-16.23%
5 year
-23.38%
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
81 months through March 31, 2026Volatility (ann.)
17.40%
Sharpe
-0.73
Sortino
-0.86
Max drawdown
-85.93%
Best month
10.21%
Worst month
-23.86%
Beta vs VTSAX
1.09
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.