Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
20.22%
3 year
-13.41%
5 year
-29.30%
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.)
16.71%
Sharpe
-0.98
Sortino
-1.12
Max drawdown
-87.79%
Best month
15.91%
Worst month
-17.48%
Beta vs VTSAX
1.01
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.