Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.27%
3 year
11.96%
5 year
-2.19%
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.)
20.59%
Sharpe
0.40
Sortino
0.64
Max drawdown
-43.33%
Best month
18.51%
Worst month
-14.47%
Beta vs VTSAX
1.46
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.