Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
22.72%
3 year
18.02%
5 year
3.31%
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.)
27.00%
Sharpe
0.42
Sortino
0.66
Max drawdown
-42.56%
Best month
17.30%
Worst month
-15.23%
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.