Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-2.88%
3 year
1.55%
5 year
3.94%
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.)
19.62%
Sharpe
-0.18
Sortino
-0.26
Max drawdown
-37.64%
Best month
19.49%
Worst month
-27.45%
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.