Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
2.30%
3 year
-17.20%
5 year
-23.99%
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 Feb. 28, 2026Volatility (ann.)
17.04%
Sharpe
-0.87
Sortino
-0.98
Max drawdown
-84.86%
Best month
11.32%
Worst month
-25.89%
Beta vs VTSAX
1.07
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.