Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
5.76%
3 year
10.16%
5 year
5.93%
10 year
8.75%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2025 onward derived from N-PORT monthly returnsRisk statistics
81 months through March 31, 2026Volatility (ann.)
18.20%
Sharpe
0.49
Sortino
0.83
Max drawdown
-29.18%
Best month
17.37%
Worst month
-20.04%
Beta vs VTSAX
1.25
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.