Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
5.36%
3 year
-31.15%
5 year
-34.35%
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.)
17.94%
Sharpe
-1.55
Sortino
-1.48
Max drawdown
-90.57%
Best month
10.92%
Worst month
-19.59%
Beta vs VTSAX
0.86
Correlation
0.60
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.