Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
4.46%
3 year
-21.33%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2023 onward derived from N-PORT monthly returnsRisk statistics
40 months through Jan. 31, 2026Volatility (ann.)
8.48%
Sharpe
-2.29
Sortino
-2.00
Max drawdown
-60.68%
Best month
4.13%
Worst month
-6.79%
Beta vs VTSAX
0.23
Correlation
0.34
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.