Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
14.24%
3 year
13.71%
5 year
11.50%
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.)
12.18%
Sharpe
1.11
Sortino
1.88
Max drawdown
-27.07%
Best month
13.32%
Worst month
-16.29%
Beta vs VTSAX
0.83
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.