Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
22.56%
3 year
22.64%
5 year
15.88%
10 year
12.78%
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.)
12.32%
Sharpe
1.86
Sortino
4.05
Max drawdown
-29.11%
Best month
13.92%
Worst month
-18.09%
Beta vs VTSAX
0.94
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.