Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
13.59%
3 year
11.65%
5 year
11.80%
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.)
21.29%
Sharpe
0.47
Sortino
0.87
Max drawdown
-47.45%
Best month
23.30%
Worst month
-35.37%
Beta vs VTSAX
1.21
Correlation
0.69
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.