Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.69%
3 year
16.51%
5 year
13.73%
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
75 months through March 31, 2026Volatility (ann.)
16.58%
Sharpe
0.92
Sortino
1.71
Max drawdown
-17.34%
Best month
14.07%
Worst month
-8.55%
Beta vs VTSAX
1.10
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.