Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
23.86%
3 year
29.36%
5 year
2.89%
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
81 months through March 31, 2026Volatility (ann.)
21.03%
Sharpe
0.79
Sortino
1.42
Max drawdown
-51.15%
Best month
13.27%
Worst month
-15.20%
Beta vs VTSAX
1.37
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.