Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.91%
3 year
15.33%
5 year
11.36%
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.)
17.98%
Sharpe
0.75
Sortino
1.30
Max drawdown
-30.07%
Best month
14.14%
Worst month
-21.33%
Beta vs VTSAX
0.98
Correlation
0.66
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.