Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
1.11%
3 year
26.51%
5 year
-4.48%
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
81 months through March 31, 2026Volatility (ann.)
31.89%
Sharpe
0.40
Sortino
0.73
Max drawdown
-71.56%
Best month
33.11%
Worst month
-21.26%
Beta vs VTSAX
1.85
Correlation
0.73
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.