Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.68%
3 year
11.03%
5 year
10.24%
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.)
16.36%
Sharpe
0.40
Sortino
0.72
Max drawdown
-41.41%
Best month
23.99%
Worst month
-30.56%
Beta vs VTSAX
0.99
Correlation
0.74
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.