Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
12.86%
3 year
32.18%
5 year
-6.13%
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.)
29.10%
Sharpe
0.71
Sortino
1.31
Max drawdown
-71.57%
Best month
23.73%
Worst month
-22.95%
Beta vs VTSAX
1.79
Correlation
0.78
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.