Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-4.56%
3 year
-1.57%
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
53 months through Dec. 31, 2025Volatility (ann.)
16.39%
Sharpe
-0.10
Sortino
-0.14
Max drawdown
-39.07%
Best month
9.06%
Worst month
-10.10%
Beta vs VTSAX
1.11
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.