Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
1.07%
3 year
9.64%
5 year
8.37%
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.)
18.98%
Sharpe
0.39
Sortino
0.69
Max drawdown
-37.88%
Best month
19.38%
Worst month
-25.41%
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.