Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
21.78%
3 year
3.51%
5 year
-2.96%
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
75 months through March 31, 2026Volatility (ann.)
31.12%
Sharpe
0.16
Sortino
0.25
Max drawdown
-45.63%
Best month
23.50%
Worst month
-21.60%
Beta vs VTSAX
1.66
Correlation
0.67
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.