Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
21.42%
3 year
16.83%
5 year
2.26%
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
81 months through March 31, 2026Volatility (ann.)
27.01%
Sharpe
0.38
Sortino
0.59
Max drawdown
-43.72%
Best month
17.18%
Worst month
-15.32%
Beta vs VTSAX
1.65
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.