Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
19.74%
3 year
36.04%
5 year
10.08%
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.)
19.39%
Sharpe
1.28
Sortino
2.55
Max drawdown
-45.12%
Best month
14.79%
Worst month
-16.55%
Beta vs VTSAX
1.26
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.