Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.27%
3 year
12.73%
5 year
1.17%
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.)
17.43%
Sharpe
0.64
Sortino
1.05
Max drawdown
-34.10%
Best month
15.60%
Worst month
-18.25%
Beta vs VTSAX
1.30
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.