Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
32.04%
3 year
21.26%
5 year
14.00%
10 year
11.23%
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
78 months through Feb. 28, 2026Volatility (ann.)
27.56%
Sharpe
0.60
Sortino
0.93
Max drawdown
-43.36%
Best month
17.61%
Worst month
-28.09%
Beta vs VTSAX
1.40
Correlation
0.61
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.