Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.64%
3 year
13.39%
5 year
11.54%
10 year
10.36%
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 Feb. 28, 2026Volatility (ann.)
15.23%
Sharpe
0.92
Sortino
1.75
Max drawdown
-32.50%
Best month
15.63%
Worst month
-21.41%
Beta vs VTSAX
1.05
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.