Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
24.76%
3 year
40.08%
5 year
1.83%
10 year
16.01%
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.)
30.39%
Sharpe
0.84
Sortino
1.60
Max drawdown
-65.79%
Best month
23.91%
Worst month
-22.17%
Beta vs VTSAX
1.87
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.