Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-4.68%
3 year
-31.66%
5 year
-40.61%
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.)
18.87%
Sharpe
-1.49
Sortino
-1.47
Max drawdown
-96.56%
Best month
8.52%
Worst month
-21.01%
Beta vs VTSAX
1.00
Correlation
0.67
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.