Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
15.60%
3 year
14.15%
5 year
12.94%
10 year
12.17%
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.)
14.04%
Sharpe
0.95
Sortino
1.62
Max drawdown
-32.38%
Best month
20.78%
Worst month
-22.33%
Beta vs VTSAX
0.95
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.