Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
3.24%
3 year
-25.19%
5 year
-27.31%
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 Jan. 31, 2026Volatility (ann.)
15.88%
Sharpe
-1.45
Sortino
-1.49
Max drawdown
-94.52%
Best month
25.39%
Worst month
-40.67%
Beta vs VTSAX
0.57
Correlation
0.44
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.