Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-22.64%
3 year
0.80%
5 year
-5.67%
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.)
19.20%
Sharpe
-0.35
Sortino
-0.50
Max drawdown
-37.56%
Best month
15.44%
Worst month
-14.39%
Beta vs VTSAX
1.15
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.