Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-11.04%
3 year
2.14%
5 year
-0.47%
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
81 months through March 31, 2026Volatility (ann.)
14.96%
Sharpe
-0.34
Sortino
-0.46
Max drawdown
-31.34%
Best month
15.58%
Worst month
-12.76%
Beta vs VTSAX
0.99
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.