Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
4.50%
3 year
12.12%
5 year
3.08%
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
80 months through March 31, 2026Volatility (ann.)
18.07%
Sharpe
0.45
Sortino
0.78
Max drawdown
-31.14%
Best month
16.90%
Worst month
-16.43%
Beta vs VTSAX
1.28
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.