Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.43%
3 year
14.60%
5 year
4.30%
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.)
17.84%
Sharpe
0.78
Sortino
1.34
Max drawdown
-37.22%
Best month
15.67%
Worst month
-18.27%
Beta vs VTSAX
0.34
Correlation
0.24
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.