Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
6.39%
3 year
-6.09%
5 year
-5.56%
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
78 months through Dec. 31, 2025Volatility (ann.)
14.87%
Sharpe
-0.41
Sortino
-0.54
Max drawdown
-44.97%
Best month
12.45%
Worst month
-10.71%
Beta vs VTSAX
0.82
Correlation
0.69
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.