Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-2.69%
3 year
7.99%
5 year
-4.27%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2021 onward derived from N-PORT monthly returnsRisk statistics
74 months through March 31, 2026Volatility (ann.)
23.67%
Sharpe
0.11
Sortino
0.17
Max drawdown
-49.56%
Best month
22.65%
Worst month
-15.81%
Beta vs VTSAX
1.65
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.