Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.22%
3 year
11.79%
5 year
5.22%
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.)
20.60%
Sharpe
0.50
Sortino
0.91
Max drawdown
-34.17%
Best month
14.08%
Worst month
-23.54%
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.