Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
0.76%
3 year
-3.66%
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
2023 onward derived from N-PORT monthly returnsRisk statistics
40 months through Jan. 31, 2026Volatility (ann.)
14.23%
Sharpe
-0.13
Sortino
-0.17
Max drawdown
-31.59%
Best month
8.12%
Worst month
-9.70%
Beta vs VTSAX
0.57
Correlation
0.49
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.