Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
12.49%
3 year
15.13%
5 year
9.35%
10 year
11.60%
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
75 months through March 31, 2026Volatility (ann.)
11.35%
Sharpe
0.81
Sortino
1.34
Max drawdown
-25.06%
Best month
14.00%
Worst month
-16.18%
Beta vs VTSAX
0.86
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.