Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
0.61%
3 year
-0.52%
5 year
-2.48%
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
78 months through Dec. 31, 2025Volatility (ann.)
17.40%
Sharpe
-0.03
Sortino
-0.04
Max drawdown
-38.18%
Best month
13.29%
Worst month
-25.51%
Beta vs VTSAX
1.10
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.