Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
15.51%
3 year
11.67%
5 year
9.05%
10 year
11.56%
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2025 onward derived from N-PORT monthly returnsRisk statistics
78 months through Feb. 28, 2026Volatility (ann.)
24.31%
Sharpe
0.54
Sortino
0.94
Max drawdown
-35.36%
Best month
19.36%
Worst month
-19.86%
Beta vs VTSAX
1.33
Correlation
0.66
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.