Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
7.40%
3 year
-15.40%
5 year
-21.26%
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.)
13.06%
Sharpe
-1.16
Sortino
-1.22
Max drawdown
-84.39%
Best month
9.99%
Worst month
-21.40%
Beta vs VTSAX
0.80
Correlation
0.74
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.