Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
4.68%
3 year
-14.86%
5 year
-20.82%
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.)
18.32%
Sharpe
-0.82
Sortino
-0.96
Max drawdown
-85.06%
Best month
9.90%
Worst month
-24.42%
Beta vs VTSAX
1.15
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.