Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
31.67%
3 year
-1.28%
5 year
-8.28%
10 year
11.51%
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
81 months through March 31, 2026Volatility (ann.)
32.49%
Sharpe
-0.10
Sortino
-0.14
Max drawdown
-64.59%
Best month
33.83%
Worst month
-23.28%
Beta vs VTSAX
1.66
Correlation
0.64
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.