Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-12.66%
3 year
-7.08%
5 year
-8.66%
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.)
15.10%
Sharpe
-0.44
Sortino
-0.57
Max drawdown
-49.34%
Best month
9.01%
Worst month
-12.58%
Beta vs VTSAX
0.87
Correlation
0.73
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.