Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-2.88%
3 year
18.48%
5 year
19.71%
10 year
19.15%
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
81 months through March 31, 2026Volatility (ann.)
31.67%
Sharpe
1.03
Sortino
2.22
Max drawdown
-28.69%
Best month
30.05%
Worst month
-20.39%
Beta vs VTSAX
0.78
Correlation
0.31
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.