Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.66%
3 year
13.22%
5 year
3.21%
10 year
6.93%
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.)
15.76%
Sharpe
0.98
Sortino
1.77
Max drawdown
-31.48%
Best month
12.27%
Worst month
-12.16%
Beta vs VTSAX
0.43
Correlation
0.33
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.