Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-0.80%
3 year
9.86%
5 year
-1.36%
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.)
21.85%
Sharpe
0.28
Sortino
0.44
Max drawdown
-41.32%
Best month
14.78%
Worst month
-13.76%
Beta vs VTSAX
1.51
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.