Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
3.98%
3 year
19.96%
5 year
27.92%
10 year
11.33%
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
78 months through Jan. 31, 2026Volatility (ann.)
15.67%
Sharpe
1.40
Sortino
2.98
Max drawdown
-52.48%
Best month
29.46%
Worst month
-42.06%
Beta vs VTSAX
0.64
Correlation
0.50
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.