Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
1.97%
3 year
12.84%
5 year
2.50%
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.)
17.01%
Sharpe
0.61
Sortino
1.02
Max drawdown
-41.38%
Best month
14.52%
Worst month
-13.95%
Beta vs VTSAX
0.72
Correlation
0.52
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.