Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
11.75%
3 year
12.00%
5 year
-1.44%
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
78 months through Jan. 31, 2026Volatility (ann.)
20.74%
Sharpe
0.49
Sortino
0.85
Max drawdown
-47.46%
Best month
17.14%
Worst month
-19.48%
Beta vs VTSAX
1.33
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.