Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
10.40%
3 year
-13.83%
5 year
-23.73%
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.)
14.82%
Sharpe
-0.99
Sortino
-1.11
Max drawdown
-85.59%
Best month
10.00%
Worst month
-18.91%
Beta vs VTSAX
1.04
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.