Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
9.21%
3 year
-31.64%
5 year
-39.86%
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.)
17.97%
Sharpe
-1.54
Sortino
-1.49
Max drawdown
-97.31%
Best month
7.49%
Worst month
-24.34%
Beta vs VTSAX
0.71
Correlation
0.50
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.