Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
7.92%
3 year
17.04%
5 year
2.21%
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
78 months through Jan. 31, 2026Volatility (ann.)
19.45%
Sharpe
0.64
Sortino
1.12
Max drawdown
-39.63%
Best month
19.04%
Worst month
-20.56%
Beta vs VTSAX
1.38
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.