Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.81%
3 year
11.57%
5 year
5.29%
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
81 months through March 31, 2026Volatility (ann.)
17.59%
Sharpe
0.64
Sortino
1.13
Max drawdown
-31.83%
Best month
15.12%
Worst month
-22.06%
Beta vs VTSAX
1.16
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.