Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
3.19%
3 year
-16.90%
5 year
-21.58%
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 Jan. 31, 2026Volatility (ann.)
18.38%
Sharpe
-0.94
Sortino
-1.07
Max drawdown
-84.35%
Best month
13.84%
Worst month
-29.42%
Beta vs VTSAX
1.09
Correlation
0.72
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.