Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
3.88%
3 year
-4.38%
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.)
6.14%
Sharpe
-0.45
Sortino
-0.60
Max drawdown
-22.43%
Best month
4.06%
Worst month
-3.89%
Beta vs VTSAX
0.30
Correlation
0.60
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.