Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
14.39%
3 year
30.86%
5 year
3.54%
10 year
16.61%
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
66 months through March 31, 2026Volatility (ann.)
26.92%
Sharpe
0.60
Sortino
1.08
Max drawdown
-61.46%
Best month
20.84%
Worst month
-24.46%
Beta vs VTSAX
1.75
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.