Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-4.18%
3 year
-17.54%
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
51 months through Jan. 31, 2026Volatility (ann.)
19.22%
Sharpe
-0.88
Sortino
-1.04
Max drawdown
-75.00%
Best month
10.29%
Worst month
-13.37%
Beta vs VTSAX
1.08
Correlation
0.69
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.