Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.97%
3 year
12.81%
5 year
5.23%
10 year
8.75%
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.)
19.42%
Sharpe
0.63
Sortino
1.10
Max drawdown
-27.69%
Best month
18.31%
Worst month
-9.97%
Beta vs VTSAX
1.33
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.