Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
23.49%
3 year
38.68%
5 year
0.82%
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.)
30.37%
Sharpe
0.80
Sortino
1.51
Max drawdown
-66.19%
Best month
23.81%
Worst month
-22.24%
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.