Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
3.09%
3 year
-23.25%
5 year
-25.74%
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.)
19.28%
Sharpe
-0.95
Sortino
-1.08
Max drawdown
-84.98%
Best month
10.54%
Worst month
-17.82%
Beta vs VTSAX
0.86
Correlation
0.53
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.