Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
3.41%
3 year
-17.30%
5 year
-28.12%
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.)
16.43%
Sharpe
-0.83
Sortino
-0.97
Max drawdown
-87.24%
Best month
8.93%
Worst month
-15.29%
Beta vs VTSAX
0.39
Correlation
0.28
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.