Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
12.12%
3 year
12.64%
5 year
6.01%
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.)
20.65%
Sharpe
0.54
Sortino
0.99
Max drawdown
-34.02%
Best month
14.12%
Worst month
-23.47%
Beta vs VTSAX
1.33
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.