Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
53.83%
3 year
-5.16%
5 year
-19.76%
10 year
4.63%
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
78 months through Jan. 31, 2026Volatility (ann.)
37.50%
Sharpe
-0.21
Sortino
-0.29
Max drawdown
-85.47%
Best month
44.90%
Worst month
-28.01%
Beta vs VTSAX
2.01
Correlation
0.65
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.