Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-44.92%
3 year
-39.03%
5 year
-45.25%
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
75 months through March 31, 2026Volatility (ann.)
20.69%
Sharpe
-1.99
Sortino
-1.73
Max drawdown
-95.86%
Best month
9.16%
Worst month
-17.86%
Beta vs VTSAX
1.43
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.