Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
17.51%
3 year
-7.63%
5 year
-17.55%
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
81 months through March 31, 2026Volatility (ann.)
12.54%
Sharpe
-0.58
Sortino
-0.74
Max drawdown
-80.51%
Best month
11.73%
Worst month
-16.41%
Beta vs VTSAX
0.80
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.