Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
9.94%
3 year
-14.15%
5 year
-42.08%
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.)
24.56%
Sharpe
-0.87
Sortino
-1.06
Max drawdown
-96.19%
Best month
16.31%
Worst month
-28.04%
Beta vs VTSAX
1.49
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.