Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
-2.96%
3 year
7.45%
5 year
0.14%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2021 onward derived from N-PORT monthly returnsRisk statistics
72 months through Jan. 31, 2026Volatility (ann.)
17.19%
Sharpe
0.30
Sortino
0.48
Max drawdown
-33.33%
Best month
14.15%
Worst month
-18.19%
Beta vs VTSAX
1.20
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.