Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-3.82%
3 year
0.53%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2022 onward derived from N-PORT monthly returnsRisk statistics
54 months through March 31, 2026Volatility (ann.)
19.57%
Sharpe
-0.23
Sortino
-0.33
Max drawdown
-25.98%
Best month
11.92%
Worst month
-9.43%
Beta vs VTSAX
1.32
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.