Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
2.96%
3 year
13.96%
5 year
3.54%
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.)
16.98%
Sharpe
0.67
Sortino
1.14
Max drawdown
-40.66%
Best month
14.65%
Worst month
-13.91%
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.