Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.90%
3 year
9.14%
5 year
10.69%
10 year
9.07%
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
78 months through Jan. 31, 2026Volatility (ann.)
11.77%
Sharpe
1.01
Sortino
1.72
Max drawdown
-26.13%
Best month
14.46%
Worst month
-14.48%
Beta vs VTSAX
0.49
Correlation
0.51
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.