Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
2.44%
3 year
-16.04%
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.)
11.36%
Sharpe
-1.33
Sortino
-1.34
Max drawdown
-65.63%
Best month
6.70%
Worst month
-10.56%
Beta vs VTSAX
0.72
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.