Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-0.66%
3 year
12.80%
5 year
2.77%
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.)
19.23%
Sharpe
0.34
Sortino
0.56
Max drawdown
-35.33%
Best month
16.39%
Worst month
-20.32%
Beta vs VTSAX
1.39
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.