Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
13.46%
3 year
-31.44%
5 year
-37.62%
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.)
14.77%
Sharpe
-1.79
Sortino
-1.64
Max drawdown
-96.36%
Best month
6.01%
Worst month
-17.63%
Beta vs VTSAX
0.50
Correlation
0.43
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.