Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-13.46%
3 year
-5.94%
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
48 months through March 31, 2026Volatility (ann.)
16.41%
Sharpe
-0.31
Sortino
-0.43
Max drawdown
-31.91%
Best month
10.36%
Worst month
-11.04%
Beta vs VTSAX
0.99
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.