Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-1.91%
3 year
11.78%
5 year
8.51%
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.)
14.87%
Sharpe
0.46
Sortino
0.64
Max drawdown
-29.79%
Best month
14.54%
Worst month
-26.89%
Beta vs VTSAX
0.45
Correlation
0.38
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.