Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-0.75%
3 year
6.86%
5 year
4.72%
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.)
16.05%
Sharpe
0.39
Sortino
0.63
Max drawdown
-31.41%
Best month
11.16%
Worst month
-19.07%
Beta vs VTSAX
0.94
Correlation
0.74
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.