Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
7.87%
3 year
-10.23%
5 year
-23.13%
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.)
15.04%
Sharpe
-0.66
Sortino
-0.81
Max drawdown
-83.77%
Best month
8.04%
Worst month
-14.77%
Beta vs VTSAX
1.07
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.