Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
12.47%
3 year
14.14%
5 year
2.56%
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.)
18.21%
Sharpe
0.68
Sortino
1.13
Max drawdown
-34.85%
Best month
15.91%
Worst month
-17.85%
Beta vs VTSAX
1.39
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.