Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-36.18%
3 year
-9.56%
5 year
4.87%
10 year
-0.35%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2025 onward derived from N-PORT monthly returnsRisk statistics
72 months through Jan. 31, 2026Volatility (ann.)
17.16%
Sharpe
-2.26
Sortino
-1.88
Max drawdown
-95.55%
Best month
20.59%
Worst month
-40.25%
Beta vs VTSAX
0.86
Correlation
0.61
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.