Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
4.69%
3 year
-18.67%
5 year
-24.66%
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.)
11.42%
Sharpe
-1.30
Sortino
-1.34
Max drawdown
-85.69%
Best month
5.98%
Worst month
-14.48%
Beta vs VTSAX
0.58
Correlation
0.61
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.