Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
3.92%
3 year
-16.68%
5 year
-23.92%
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.)
18.64%
Sharpe
-0.78
Sortino
-0.91
Max drawdown
-85.03%
Best month
10.89%
Worst month
-22.20%
Beta vs VTSAX
1.15
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.