Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
7.23%
3 year
-34.86%
5 year
-36.36%
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.)
17.70%
Sharpe
-1.88
Sortino
-1.72
Max drawdown
-91.81%
Best month
12.51%
Worst month
-14.74%
Beta vs VTSAX
0.72
Correlation
0.52
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.