Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
2.63%
3 year
3.76%
5 year
-7.10%
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.)
12.27%
Sharpe
-0.24
Sortino
-0.33
Max drawdown
-44.13%
Best month
11.28%
Worst month
-11.64%
Beta vs VTSAX
0.87
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.