Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
5.90%
3 year
10.08%
5 year
-4.93%
10 year
8.83%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2025 onward derived from N-PORT monthly returnsRisk statistics
81 months through March 31, 2026Volatility (ann.)
16.07%
Sharpe
-0.02
Sortino
-0.03
Max drawdown
-23.53%
Best month
11.19%
Worst month
-11.23%
Beta vs VTSAX
0.89
Correlation
0.70
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.