Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.60%
3 year
11.97%
5 year
2.51%
10 year
—
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
75 months through March 31, 2026Volatility (ann.)
28.38%
Sharpe
0.35
Sortino
0.56
Max drawdown
-53.46%
Best month
30.49%
Worst month
-38.40%
Beta vs VTSAX
1.63
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.