Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
1.82%
3 year
16.95%
5 year
4.81%
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.)
15.64%
Sharpe
0.57
Sortino
1.02
Max drawdown
-38.68%
Best month
14.16%
Worst month
-12.05%
Beta vs VTSAX
1.11
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.