Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-1.89%
3 year
8.13%
5 year
4.87%
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.)
17.55%
Sharpe
0.35
Sortino
0.59
Max drawdown
-26.29%
Best month
16.82%
Worst month
-18.39%
Beta vs VTSAX
1.18
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.