Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
1.73%
3 year
10.30%
5 year
9.01%
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
78 months through Jan. 31, 2026Volatility (ann.)
18.99%
Sharpe
0.42
Sortino
0.75
Max drawdown
-37.71%
Best month
19.63%
Worst month
-25.37%
Beta vs VTSAX
1.12
Correlation
0.72
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.