Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
8.12%
3 year
11.38%
5 year
8.72%
10 year
8.97%
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.)
18.83%
Sharpe
0.62
Sortino
1.17
Max drawdown
-22.19%
Best month
18.14%
Worst month
-10.10%
Beta vs VTSAX
1.20
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.