Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-2.28%
3 year
6.87%
5 year
-0.60%
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.)
18.42%
Sharpe
0.08
Sortino
0.12
Max drawdown
-37.75%
Best month
20.14%
Worst month
-22.94%
Beta vs VTSAX
1.33
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.