Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
18.92%
3 year
38.51%
5 year
-1.93%
10 year
15.30%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2025 onward derived from N-PORT monthly returnsRisk statistics
79 months through March 31, 2026Volatility (ann.)
29.85%
Sharpe
0.82
Sortino
1.57
Max drawdown
-67.89%
Best month
25.30%
Worst month
-23.66%
Beta vs VTSAX
1.83
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.